Normal

Distributions

13 - 1
 Normal Distributions
• Normal Distribution – A bell-shaped and
symmetrical theoretical distribution, with the
mean, the median, and the mode all coinciding at
its peak and with frequencies gradually decreasing
at both ends of the curve.
 • The normal distribution is a
theoretical ideal distribution.
• Real-life empirical distributions
never match this model perfectly.
However, many things in life do
approximate the normal distribution,
and are said to be
“normally distributed.”

13 - 3
 Quantitative variables
• They can take many values and are
negative or positive.
Quantitative variables
 Quantitative variables
• What happen if the sample size is bigger?
• Changed the histogram?
 Quantitative variables
• The distributions of many variables are
symmetrical, specially when the sample
size is big.
 Sampling Distributions

Individual Means for Means for

observations n=5 n = 20
149 153.0 151.6
146 146.4 151.3
. . .
. . .
. . .

µ = 150 lbs µ = 150 lbs µ = 150 lbs

2 = 100lbs 2 2
 =
2
x = 20 lbs 2
 =
2
x = 5 lbs 2
n n
 = 10 lbs  
x = = 4.47 lbs x = = 2.23 lbs
n n
13 - 8
Normal Distribution Density Function

The normal distribution is defined by the density

function: 2
1 �x - m �
1 - � �
f ( x) = e 2 � �

 2p

This function happens to be

Symmetrical,
Bell-shaped,
and easy to use tables are available.

13 - 9
 Normal Distribution

%
Probability / %

13 - 10
Population Distributions

13 - 11
Population Distributions

13 - 12
 Using the Normal Tables
We can use the normal tables to obtain probabilities for
measurements for which this frequency distribution is
appropriate. For a reasonably complete set of
probabilities, see TABLE MODULE 1: NORMAL
TABLE.

This module provides most of the z-values and

associated probabilities you are likely to use; however,
it also provides instructions demonstrating how to
calculate those not included directly in the table.
13 - 13
 Normal Tables (contd.)

The table is a series of columns containing numbers

for z and for P(z). The z represents the z-value for a
normal distribution and P(z) represents the area under
the normal curve to the left of that z-value for a
normal distribution with mean µ = 0 and standard
deviation σ = 1.

13 - 14
 Using the Normal Tables

N (0,1)
m =0
 2 =1

(1) Area Below z = -2; P(z < -2) = 0.0228

13 - 15
 Using the Normal Tables

N (0,1)
m =0
 2 =1

(2) Area Below z = -1; P(z < -1) = 0.1587

13 - 16
 Using the Normal Tables

N (0,1)
m =0
 2 =1

(1) Area Below z = +2; P(z > +2) = 0.0228

13 - 17
 Using the Normal Tables

N (0,1)
m =0
 2 =1

(2) Area Below z = +1; P(z > +1) = 0.1587

13 - 18
 Using the Normal Tables

N (0,1)
m =0
 =12

(3) Area Below z = 0; P(z > 0) = 0.5000

13 - 19
 Calculating the Area Under the Normal Curve

N (0,1)
m =0
 =1
2

(1) Area between -1, +1; P( -1 < z < +1)

up to z = +1: .8413
up to z = -1 : .1587
.6826
13 - 20
 Calculating the Area Under the Normal Curve

N (0,1)
m =0
 =1
2

(2) Area between -2, +2; P( -2 < z < +2)

up to z = +2: .9772
up to z = -2 : .0228
.9544
13 - 21
 Calculating the Area Under the Normal Curve

N (0,1)
m =0
 =1
2

Z
(3) Area between -2, +1; P( -2 < z < +1)
up to z = +1: .8413
up to z = -2 : .0228
.8185
13 - 22
 Standard Normal Distribution

N (0,1)
m =0
 2 =1

(1) Values of z that bracket middle 95%

-1.96 to +1.96
13 - 23
 Standard Normal Distribution

N (0,1)
m =0
 =1
2

(1) Values of z that bracket middle 99%

-2.576 to +2.576

13 - 24
 Calculating z-values

If X ~ N ( m x,  x )
and Z ~ N (0,1)
i.e. µz = 0 and z2 = 1

then the corresponding z value for x is given as

x - mx
z=
x

13 - 25
 Calculating z-values
Z ~ N (0,1) X ~ N ( m x,  x )
mz = 0 m x = 150
 z2 = 1  x = 10

Z
110 120 130 140 150 160 170 180 190
m x - 3 x m x - 2 x m x - 1 x m x m x + 1 x m x + 2 x m x + 3 x
x - mx
z= ; if X ~N( 150,10) i.e. m x = 150,  x = 10
x
150 - 150
when x = 150; z = =0
10
170 - 150 20
when x = 170; z = = =2
10 10
13 - 26
 Some Questions
The following questions reference a normal distribution with a
mean m = 150 lbs, a variance 2 = 100 lbs2, and a standard
deviation  = 10 lbs. Such a distribution is often indicated by
the symbols N(m,) = N(150, 10).
1. What is the likelihood that a randomly selected
individual observation is within 5 lbs of the population
mean m = 150lbs?
2. What is the likelihood that a mean from a random
sample of size n = 5 is within 5 lbs of m = 150 lbs?

3. What is the likelihood that a mean from a random

sample of size n = 20 is within 5 lbs of m = 150 lbs?
13 - 27
 Solution to Question 1
X ~ N (150,10)
n =1 0.38292
m x = 150 lbs
 x = 10 lbs

X
xUpper - m x 155 - 150
zUpper = = = 0.5 , Area up to z upper = 0.69146
x 10
xLower - m x 145 - 150
zLower = = = - 0.5 , Area up to z lower = 0.30854
x 10
Area between z upper and z lower = 0.38292
13 - 28
 Solution to Question 2
X ~ N ( m x,  x )
n=5 0.73728
m x = 150
 10
x = = = 4.47
n 5

xUpper - m x 155 - 150

zUpper = = = 1.12 , Area up to z upper = 0.86864
x 4.47
xLower - m x 145 - 150
z Lower = = = -1.12 , Area up to z lower = 0.13136
x 4.47

Area between z upper and z lower = 0.73728

13 - 29
 Solution to Question 3
X ~ N ( m x,  x )
n = 20 0.97490
m x = 150 lbs

x = = 2.23 lbs
n

xUpper - m x 155 - 150

zUpper = = = 2.24 , Area up to z upper = 0.98745
x 2.23
xLower - m x 145 - 150
z Lower =
x
=
2.23
= -2.24 , Area up to z lower = 0.01255

Area between z upper and z lower = 0.97490

13 - 30
n =1 0.38292
m = 150 lbs
 = 10 lbs

n=5 0.73728
m = 150 lbs

x = = 4.47 lbs
n

n = 20
0.97490
m = 150 lbs

x = = 2.23 lbs
n

13 - 31