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Chapter 6

The Normal Distribution

David Chow
Oct 2014

Learning Objectives
In this chapter, you will learn:
To compute probabilities from the normal

distribution
To determine whether a set of data is

approximately normal

Importance of a Normal Dist


Many continuous variables seem to be normally

distributed
Many discrete variables can be approximated by a

normal distribution
Eg: The binomial distribution is symmetric when n is

large (more precisely, when n 5 and n(1-) 5)

By the central limit theorem, sampling distributions

are approximately normal (to be discussed in ch7)

Properties
Bell-shaped & symmetric

f(X)

By symmetry, = median = mode


Location is characterized by ,

Spread is characterized by .
The variable X has infinite range
I.e., - < X < +

In symbols, X ~ N (,

2).

can take
any values.

Remark: f(X) =

Probability and Area


The bell-shaped curve is called a density

function.
Probability of X is found by the

corresponding area under the density curve.


Hence, total area under the curve = 1
Such area (probability) can be found from

statistical tables in any statistics textbook.

Probability and Area


Unlike discrete probability distributions, the

probability of a particular value from a


continuous distribution is zero.
Eg: P (download time = 4s) = 0

Reason 1: Probability is the area under the

density curve.
Reason 2: A continuous variable has

infinitely many possible values.


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Probability and Area


If X is continuous, a probability is meaningful if it

corresponds to a range (or an interval) of X.


Eg: P ( download time < 4.0s)
Eg: P (a X b), X = height

Whether it is < or does not matter.


f (X)

P(a X b)

X
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Shape
= 1.35 min

By varying and , we obtain different normal distributions.


Eg: Waiting time (X) at two university train stations:
1. At Shatin Univ,

= 6 min,

= 1.8 min,

2. At Pokfulam Univ,

= 5 min,

= 1.5 min.

Identify (1) & (2) in the graph. What do they have in common?
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The Standardized Normal

Any normal distribution (with any and )


can be transformed into the standardized
normal distribution (Z).
X
Transformation formula: Z

The random variable Z is also normally


distributed, with = 0 and = 1
I.e., Z ~ N (0, 1).
Z = no. of std away from mean

Eg: Waiting Time

1.
2.

X = waiting time for customers at a bank


X is normally distributed with a mean of 100s and
standard deviation of 50s
X ~ N ( = 100, 2 = 502)
Find the Z-value for X = 200s
What is X if Z = -1.5?

X 200 100
ANSWER
Z

2.0

50

Z = +2.0 means X = 200s is two std ____ mean


Z = -1.5 means X = ____
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Eg: Height
https://www.youtube.com/watch?v=4R8xm19DmPM

Fig1: Suppose the height


of adult US females is
normally distributed

Mean = 162.2cm
Standard deviation = 6.8cm

Fig2: What is the


probability a randomly
selected female is
taller than 170.5cm?

Fig3: X to Z
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Example

100

200

( = 100, = 50)

2.0

( = 0, = 1)

The transformation does not change the


shape, only the ______ has changed
The same distribution can be expressed

in original units (X), or


in standardized units (Z)

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Finding Normal Probability


Row: value of Z to the 1st decimal point
Column: value of Z to the 2nd decimal point

Standardized normal distribution


Cumulative standardized normal distribution
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Finding Normal Probability


The Cumulative Z-Table (attached) gives the probability of ____
To find P (a < X < b) where X ~ N (, 2),
Translate X-values to Z-values,
Check the required probability from the table
A visual check is often useful

Summarizing this
chapter with a chart
Z

Area
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Eg1: P (Z < 2)
Z

0.00

0.01

0.02

0.0
0.1

The value within the table gives


the probability from Z = up
to the desired Z value.

.
.
.
2.0

.9772

0.9772

P (Z < 2.00) = .9772


Remember the empirical rule?

2.00
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Eg2: Standardized Normal Distribution


a. Find the standard deviation of the normally distributed variable x.
b. What are the required probabilities?

ANSWER

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Eg3: Verify the Empirical Rule

range 6

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Eg4: Downloading
Time

X = the time it takes (in s) to download


an image file, X ~ N ( = 8.0, 2 = 5.02).

Find P(X < 8.6)

.00

.01

.02

0.0

.5000

.5040

.5080

0.1

.5398

.5438

.5478

0.2

.5793

.5832

.5871

0.3

.6179

.6217

.6255

P(X < 8.6)


= P(Z < 0.12)
= 0.5478

=8
=5

=0
=1

X
8.0

0 0.12

8.6

Next, find P(8.0 < X < 8.6)


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Eg4: Downloading Time


(Find X Given the Probability)

.2000

?
?

X
Z

8.0
0

Find X such that 20% of download


times are less than X.

First, use the table to find the Z-value of the


given probability of 0.20. Z = ____

Second, convert the Z-value to X units using


the transformation formula.

So 20% of the download times are ____.

.03

.04

.05

-0.9

.1762

.1736

.1711

-0.8

.2033

.2005

.1977

-0.7

.2327

.2296

.2266

X Z
8.0 (0.84)5.0
3.80

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Assessing Normality

There are different ways to assess normality. For example,

1.

Graphically, construct a histogram or a box-and-whisker plot.

2.

Check the descriptive measures:

3.

4.

Do the mean, median and mode have similar values?

Is the range approximately 6?

Use the empirical rule:

About 67% of the observations lie within .

About 95% of the observations lie within 2.

A more precise alternative is to construct the normal probability plot


(not included)
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Review Questions: T or F
1.

In a standard normal distribution, the probability that


Z is greater than 0.5 is 0.5

2.

In a standard normal distribution, the probability that


Z is greater than 1.96 is 2

3.

For a continuous random variable x, the probability


density function f(x) represents the probability at a
given value of x

4.

Larger values of the standard deviation result in a


normal curve that is shifted to the left

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Review Question
Source: Educator.com
https://www.youtube.com/watch?v=bYnIIZbeFes

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Appendix
Cumulative-Z
& Excel Commands

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Excel Command

FIND AREA
Find cumulative probability
(i.e., area from the left) given
X- or Z- values
=NORMDIST(X, , , true)
returns the cumulative
probability of a normal
distribution.

Eg: =NORMDIST(5, 4, 1, true)


gives P(X < 5, given = 4, =
1), I.e., 0.8413.

FIND X-VALUES
Find X- or Z- values given
the cumulative probability
(i.e., area from the left)
=NORMSINV(cumulative
probability)

Eg: =NORMSINV(0.5)

=NORMINV(cumulative
probability, , )

=NORMSDIST(Z) gives the


cumulative probability of a
standardized normal.

Eg: =NORMSDIST(0.12) gives


P(Z < 0.12).
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