By varying the parameters μ and σ, we obtain

different normal distributions

A
B
C

A and B have the same mean but different standard deviations.

B and C have different means and different standard deviations.
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 1
The Normal Distribution Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 2

The Standardized Normal

 Any normal distribution (with any mean and standard deviation

combination) can be transformed into the standardized normal
distribution (Z)

 To compute normal probabilities need to transform X units into

Z units

 The standardized normal distribution (Z) has a mean of 0 and a

standard deviation of 1

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 3

Translation to the Standardized Normal
Distribution

 Translate from X to the standardized normal (the “Z”

distribution) by subtracting the mean of X and dividing by its
standard deviation:

X μ
Z
σ
The Z distribution always has mean = 0 and
standard deviation = 1
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 4
The Standardized
Normal Distribution

 Also known as the “Z” distribution

 Mean is 0
 Standard Deviation is 1
f(Z)

0 Z

Values above the mean have positive Z-values.

Values below the mean have negative Z-values.

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 5

Example

 If X is distributed normally with mean of $100 and standard

deviation of $50, the Z value for X = $200 is

X  μ $200  $100
Z   2.0
σ $50
 This says that X = $200 is two standard deviations (2
increments of $50 units) above the mean of $100.

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 6

Comparing X and Z units

$100 $200 $X (μ = $100, σ = $50)

0 2.0 Z (μ = 0, σ = 1)
Note that the shape of the distribution is the same,
only the scale has changed. We can express the
problem in the original units (X in dollars) or in
standardized units (Z)

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 7

Finding Normal Probabilities

Probability is measured by the area under

the curve
f(X)
P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the probability
of any individual value is
zero)

a b X

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 8

Probability as
Area Under the Curve

The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X) P(   X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

μ X
P(   X   )  1.0
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 9
The Standardized Normal Table

 The Cumulative Standardized Normal table in the textbook

(Appendix table E.2) gives the probability less than a desired
value of Z (i.e., from negative infinity to Z)

0.9772
Example:
P(Z < 2.00) = 0.9772

0 2.00 Z

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 10

The Standardized Normal Table
(continued)

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

0.0
The row shows
the value of Z 0.1
. The value within the
to the first .
decimal point . table gives the
2.0 .9772 probability from Z =  
up to the desired Z
2.0 value
P(Z < 2.00) = 0.9772

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 11

General Procedure for Finding Normal
Probabilities

To find P(a < X < b) when X is

distributed normally:
 Draw the normal curve for the problem in
terms of X

 Translate X-values to Z-values

 Use the Standardized Normal Table

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 12

Finding Normal Probabilities
 Let X represent the time it takes (in seconds) to
download an image file from the internet.
 Suppose X is normal with a mean of18.0
seconds and a standard deviation of 5.0
seconds. Find P(X < 18.6)

X
18.0
18.6
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 13
Finding Normal Probabilities
(continued)
 Let X represent the time it takes, in seconds to download an image file from
the internet.
 Suppose X is normal with a mean of 18.0 seconds and a standard deviation
of 5.0 seconds. Find P(X < 18.6)

X  μ 18.6  18.0
Z   0.12
σ 5.0

μ = 18 μ=0
σ=5 σ=1

18 18.6 X 0 0.12 Z

P(X < 18.6) P(Z < 0.12)

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 14
Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 18.6)

Table (Portion) = P(Z < 0.12)
Z .00 .01 .02 0.5478
0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.00
0.3 .6179 .6217 .6255
0.12

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 15

Finding Normal
Upper Tail Probabilities

 Suppose X is normal with mean 18.0 and standard

deviation 5.0.
 Now Find P(X > 18.6)

X
18.0
18.6
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 16
Finding Normal
Upper Tail Probabilities
(continued)
 Now Find P(X > 18.6)…
P(X > 18.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

0.5478
1.000 1.0 - 0.5478
= 0.4522

Z Z
0 0
0.12 0.12
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 17
Finding a Normal Probability Between Two
Values

 Suppose X is normal with mean 18.0 and standard deviation

5.0. Find P(18 < X < 18.6)
Calculate Z-values:

X  μ 18  18
Z  0
σ 5
18 18.6 X
X  μ 18.6  18 0 0.12 Z
Z   0.12
σ 5 P(18 < X < 18.6)
= P(0 < Z < 0.12)

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 18

Solution: Finding P(0 < Z < 0.12)

Standardized Normal Probability P(18 < X < 18.6)

Table (Portion) = P(0 < Z < 0.12)
= P(Z < 0.12) – P(Z ≤ 0)
Z .00 .01 .02 = 0.5478 - 0.5000 = 0.0478
0.0 .5000 .5040 .5080 0.0478
0.5000
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00
0.12
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 19
Probabilities in the Lower Tail

 Suppose X is normal with mean 18.0 and standard

deviation 5.0.
 Now Find P(17.4 < X < 18)

X
18.0
17.4

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 20

Probabilities in the Lower Tail
(continued)

Now Find P(17.4 < X < 18)…

P(17.4 < X < 18)
= P(-0.12 < Z < 0)
0.0478
= P(Z < 0) – P(Z ≤ -0.12)
= 0.5000 - 0.4522 = 0.0478
0.4522

The Normal distribution is

symmetric, so this probability
17.4 18.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 21

Empirical Rule

What can we say about the distribution of values

around the mean? For any normal distribution:

f(X)
μ ± 1σ encloses about
68.26% of X’s
σ σ

μ-1σ μ μ+1σ X

68.26%
Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 22
The Empirical Rule
(continued)

 μ ± 2σ covers about 95.44% of X’s

 μ ± 3σ covers about 99.73% of X’s

2σ 2σ 3σ 3σ
μ x μ x

95.44% 99.73%

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 23

Given a Normal Probability
Find the X Value

 Steps to find the X value for a known probability:

1. Find the Z value for the known probability
2. Convert to X units using the formula:

X  μ  Zσ

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 24

Finding the X value for a Known Probability
(continued)

Example:
 Let X represent the time it takes (in seconds) to
download an image file from the internet.
 Suppose X is normal with mean 18.0 and standard
deviation 5.0
 Find X such that 20% of download times are less than
X.
0.2000

? 18.0 X
? 0 Z

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 25

Find the Z value for
20% in the Lower Tail
1. Find the Z value for the known probability
 20% area in the lower
Standardized Normal Probability
Table (Portion) tail is consistent with a
Z value of -0.84
Z … .03 .04 .05
-0.9 … .1762 .1736 .1711
0.2000
-0.8 … .2033 .2005 .1977
-0.7 … .2327 .2296 .2266
? 18.0 X
-0.84 0 Z

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 26

Finding the X value

2. Convert to X units using the formula:

X  μ  Zσ
 18.0  (0.84)5.0
 13.8

So 20% of the values from a distribution

with mean 18.0 and standard deviation
5.0 are less than 13.80

Copyright © 2016 Pearson Education, Ltd. Chapter 6, Slide 27