Normal
Normal
Normal Distribution
The most important continuous probability distribution in the entire field of
statistics is the normal distribution. Its graph, called the normal curve, is the
bell-shaped curve of Figure 6.2, which approximately describes many
phenomena that occur in nature, industry, and research.
In Figures 6.3, 6.4, and 6.5 we saw how the normal curve is dependent on the mean and
the standard deviation of the distribution under investigation. The area under the curve
between any two ordinates must then also depend on the values μ and σ. This is evident
in Figure 6.7.
There are many types of statistical software that can be used in calculating
areas under the normal curve. The difficulty encountered in solving integrals of normal
density functions necessitates the tabulation of normal curve areas for quick reference.
However, it would be a hopeless task to attempt to set up separate tables for
every conceivable value of μ and σ.
Fortunately, we are able to transform all the observations of any normal
random variable X into a new set of observations of a normal random variable Z with
mean 0 and variance 1.
This can be done by means of the transformation
Definition:
The distribution of a normal random variable with mean 0 and variance 1 is
called a standard normal distribution.
The original and transformed distributions are illustrated in Figure 6.8.
Using the Normal Curve in Reverse
Sometimes, we are required to find the value of z corresponding to a specified
probability that falls between values listed in Normal Table. For convenience, we
shall always choose the z value corresponding to the tabular probability that comes
closest to the specified probability.
The preceding two examples were solved by going first from a value of x to a z value
and then computing the desired area. In the next Example, we reverse the process
and begin with a known area or probability, find the z value, and then determine x
by rearranging the formula
Applications of the Normal Distribution
Some of the many problems for which the normal distribution is applicable are
treated in the following examples.
Example: A certain type of storage battery lasts, on average, 3.0 years with a standard
deviation of 0.5 year. Assuming that battery life is normally distributed, find the
probability that a given battery will last less than 2.3 years.
Solution: To find P(X < 2.3), we need to evaluate the area under the normal curve to
the left of 2.3. This is accomplished by finding the area to the left of the corresponding
z value. Hence, we find that
Example: An electrical firm manufactures light bulbs that have a life, before burn-out,
that is normally distributed with mean equal to 800 hours and a standard deviation of
40 hours. Find the probability that a bulb burns between 778 and 834 hours.