Introduction

The Normal Distribution

Area under the Curve
Percentiles

Stat 491: Biostatistics

Chapter 5: Continuous Probability Distributions
Solomon W. Harrar
The University of Montana

Fall 2012

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Continuous Random Variable

Continuous Random Variables:Their possible values form a

whole interval (range or continuum)
Example:The body temperature of a person.
Due to precision limitations of measuring instruments, every
random variable is virtually discrete.
However, when there are many possible values for a random
variable, it is sometimes mathematically useful to treat it as a
continuous random variable.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Continuous Random Variable: Example

Consider the distribution of DBP in 30 to 44-year-old men.

In actual practice, this distribution is discrete because the
measurements are only accurate to within 2 mm Hg.
However, if we assume there is no measurement error, the
random variable can take a continuum of possible values.
Under this assumption the probability of specific values such
as 117.3 are zero.
Thus, we speak in terms of the probability that blood pressure
falls within a range of values.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Probability Density Function

The probability density function (pdf) of a continuous random
variable X is a function such that the area under the
density-function curve between any two points a and b is
equal to the probability that the probability that the random
variable X falls between a and b.
The pdf has large values in the regions of high probability and
small values in the regions of low probability.
The total area under the density-function curve over the entire
range of possible values for the random variable is 1.
The expected value and the standard deviation of a
continuous random variable have the same meaning as for the
discrete random variable.
Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Probability Density Function Contd...

0.15
0.10
0.00

0.05

Relative Frequency

0.20

0.25

Relative Frequency Histogram for a Population of 10,000 Professors

15

20

25
Body Mass Index

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

30

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Probability Density Function Contd...

Density

Probability Density Function of Serum Trigliceride for 35 to 44YearOld Men

Normal Range

50

100

150

200

Serum Trigliceride (mg/dL)

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

250

300

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Some Probability Distribution Curves

0.8
0.6

density

0.2
0.0

10

15

10

15

Skew Normal Probability Distribution

Mixture of Normals Probability Distribution

20

0.8
0.6

density

0.0

0.2

0.4
0.0

0.2

0.4

0.6

0.8

1.0

1.0

density

0.4

0.6
0.4
0.0

0.2

density

0.8

1.0

Gamma Probability Distribution

1.0

Normal Probability Distribution

10

15

Chapter 5: Continuous Probability Distributions

10

0
y

Stat 491: Biostatistics

10

Introduction
The Normal Distribution
Area under the Curve
Percentiles

The Normal Probability Distribution

The normal probability density is a bell-shaped curve given by
the function:
2
1 (x)
1
e 2 2
f (x) =
2
where = 3.142 and e = 2.718.
Normal Curve for different combinations of and .

0.15

0.20

Normal curves with different values of and

f(x)

0.10

= 10
= 3

=3

=3
= 20
0.05

= 10

=4

0.00

=5

10

10

20

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

30

Introduction
The Normal Distribution
Area under the Curve
Percentiles

The Normal Probability Distribution Contd...

The shape of a normal curve is completely determined by
and .
Many variables of interest have a mound-shaped frequency
distribution that can be approximated by a normal curve.
For such variables is the mean and 2 is the variance.
A normal curve with mean and variance 2 will generally be
referred to as N(, 2 ).
A random variable whose probability distribution is given by
the normal curve is called a normal (normally distributed)
random variable.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

The Standard Normal Distribution

A normal distribution whose mean = 0 and variance 2 = 1
is known as the standard normal distribution, i.e standard
normal distribution is the same thing as N(0, 1).
It is a fact that if X has N(, 2 ) distribution then
Z=

(X )

has N(0, 1) distribution.

Conversely, if Z has N(0, 1) distribution then X = Z + will
have N(, 2 ).
Area under any normal curve can be expressed as area under
the standard normal curve.
Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Area under the Normal Curve

Area under the normal curve to the left of a value a can be

obtained by the R command
pnorm(a,mu,sigma)
Area under the normal curve to the right of a value b can be
obtained by the R command
1-pnorm(b,mu,sigma)
Area under the normal curve in between the values a and b
where a b can be computed in R as
pnorm(b,mu,sigma)-pnorm(a,mu,sigma)

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example

The body mass index of professors has a normal distribution

with = 22.5 and = 2.
a. What is the probability of randomly selected professors will
have BMI less than 23?
b. Find the probability that X will be less than 16.
c. What is the percentage of professors whose BMI is greater
than 25.
d. Find the probability that X is between 21 and 25.
e. What percentage of the professors have BMI less than 22.5?
You dont need R for this one. pounds.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example: The Empirical Rule

The probability associated with the normal curve forms the
basis for what is known as the Empirical Rule.
For measurements that have a normal-curve shaped smoothed
relative frequency distribution,
a. The percentage of
deviation to either
b. The percentage of
deviation to either
c. The percentage of
deviation to either

the measurement that lie within 1 standard

side of the mean is
.
the measurement that lie within 2 standard
side of the mean is
.
the measurement that lie within 3 standard
side of the mean is
.

The empirical rule hold approximately for mound-shaped data,

in general.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example: Animal Science

The mean daily milk production of a herd of Guernsey cows

has a normal distribution with = 70 pounds and = 13
pounds.
a. What is the probability that the milk production for a cow
chosen at random will be less than 60 pounds?
b. What is the probability that the milk production for a cow
chosen at random will be greater than 90 pounds?
c. What is the probability that the milk production for a cow
chosen at random will be between 60 and 90 pounds?

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Percentiles
The (100 u)th percentile for a normal distribution, denoted
by xu , can be computed in R by using the command
qnorm(u,mu,sigma)
Find the quartiles of N(0, 1).
Find the quintiles of N(100, 25).
What is the median of N(50, 10)? You dont need R for this
one.
(100 u)th percentile xu of a N(, 2 ) and that of zu of
N(0, 1) are related as follows
xu = zu +

and zu =

xu
.

Recall that xu is the uth quantile of the distribution of X .

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Example

Find the 80th percentile of a population having a normal

distribution with = 55 and = 3.

Suppose the DBP in 35- to 44-year-old men is normally

distributed with mean 80 mm Hg and standard deviation 12
mm Hg. Find the upper and lower 5th percentiles of this
distribution.

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics

Introduction
The Normal Distribution
Area under the Curve
Percentiles

Homeworks

Problems 5.31, 5.32, 5.54

Chapter 5: Continuous Probability Distributions

Stat 491: Biostatistics