Normal Distributions Final

Normal Distributions
Understandable Statistics
Seventh Edition
By Brase and Brase
Presented:
Dr. Tapan Dutta

Panskura Banamali College
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The Normal Distribution

Properties of The Normal
Distribution
The curve is bell-shaped with the

highest point over the mean, .
Distribution
The curve is symmetrical about a

vertical line through .
Distribution
The curve approaches the horizontal

axis but never touches or crosses it.
Distribution
The transition points between cupping

upward and downward occur
above + and .
The Normal Density Function
( x )2
2 2
e
P( x)
2
This formula generates the density curve which

gives the shape of the normal distribution.

The Empirical Rule
Approximately 68% of the data values lie is
within one standard deviation of the mean.
68%

One standard deviation from the mean.
The Empirical Rule
Approximately 95% of the data values lie within

two standard deviations of the mean.
95%
x
Two standard deviations from the mean.
The Empirical Rule
Almost all (approximately 99.7%) of the data

values will be within three standard deviations of
the mean.
99.7%
x
Three standard deviations from the mean.
Application of the Empirical
Rule
The life of a particular type of light bulb
is normally distributed with a mean of
1100 hours and a standard deviation of
100 hours.
What is the probability that a light bulb of
this type will last between 1000 and 1200
hours?
Approximately 68%
Control Chart
a statistical tool to track data over a

period of equally spaced time
intervals or in some sequential
order
Statistical Control
A random variable is in statistical

control if it can be described by the
same probability distribution when
it is observed at successive points in
time.
To Construct a Control Chart
Draw a center horizontal line at .
Draw dashed lines (control limits) at
and .
The values of and may be target
values or may be computed from past
data when the process was in control.
Plot the variable being measured using
time on the horizontal axis.
Control Chart

1 2 3 4 5 6 7
Control Chart

1 2 3 4 5 6 7
Out-Of-Control Warning
Signals
I One point beyond the 3 level
II A run of nine consecutive points on

one side of the center line at target
III At least two of three consecutive

points beyond the 2 level on the same
side of the center line.
Probability of a False Alarm
Warning Signal Probability of false
alarm
I Point beyond 3 0.003
II Nine conscecutive 0.004

points on same side of

III At least 2/3 points 0.004
beyond 2

Is the Process in Control?

1 2 3 4 5 6 7

1 2 3 4 5 6 7 8 9 10 11 12 13

1 2 3 4 5 6 7

1 2 3 4 5 6 7
Z Score
The z value or z score tells the number of

standard deviations the original
measurement is from the mean.
The z value is in standard units.

Formula for z score
x
z

Calculating z-scores
The amount of time it takes for a pizza
delivery is approximately normally
distributed with a mean of 25 minutes
and a standard deviation of 2 minutes.
Convert 21 minutes to a z score.
x 21 25
z 2.00
2
Calculating z-scores
Mean delivery time = 25 minutes
Standard deviation = 2 minutes
Convert 29.7 minutes to a z score.
x 29.7 25
z 2.35
2
Interpreting z-scores
Mean delivery time = 25 minutes
Standard deviation = 2 minutes
Interpret a z score of 1.6.
x z 1.6( 2) 25 28.2
The delivery time is 28.2 minutes.
Standard Normal Distribution:
=0
=1
-1 0 1
Values are converted to z

scores wherexz =

Importance of the Standard
Normal Distribution:
Standard
Normal
Distribution:
Any Normal 0 1
Distribution:
Areas will be equal.
1
Use of the Normal Probability
Table
(Table 5) - Appendix II
Entries give the probability that a

standard normally distributed
random variable will assume a
value to the left of a given negative
z-score.
Table
(Table 5a) - Appendix II
Entries give the probability that a

standard normally distributed
random variable will assume a
value to the left of a given positive z
value.
To find the area to the left of
z = 1.34
_____________________________________
z 0.03 0.04 0.05 ..
_____________________________________
.
.
1.2 .8907 .8925 .8944 .
1.3 .9082 .9099 .9115 .
1.4 .9236 .9251 .9265 .
.
Patterns for Finding Areas
Under the Standard Normal
Curve
To find the area to the left of a given
negative z :
Use Table 5 (Appendix II) directly.
z 0
Curve
To find the area to the left of a given
positive z :
Use Table 5 a (Appendix II) directly.
0 z
Curve
To find the area between z values on either
side of zero:
Subtract area to left of z1 from area to left
of z2 .
z1 0 z2
Curve
To find the area between z values on the
same side of zero:
Subtract area to left of z1 from area to left
of z2 .
0 z1 z2
Curve
To find the area to the right of a positive z
value or to the right of a negative z value:
Subtract from 1.0000 the area to the left of the
given z.
Area under
entire curve
= 1.000.
0 z
Table
a. .8925
P(z < 1.24) = ______
b. .4452
P(0 < z < 1.60) = _______
c. .4911
P( - 2.37 < z < 0) = ______

Normal Probability
d. .9974
P( - 3 < z < 3 ) = ________
e. .9322
P( - 2.34 < z < 1.57 ) = _____
f. .0774
P( 1.24 < z < 1.88 ) = _______

Normal Probability
g. .2254
P( - 2.44 < z < - 0.73 ) = _______
h. .9495
P( z < 1.64 ) = __________
i. .0084
P( z > 2.39 ) = _________

Normal Probability
j. .9236
P ( z > - 1.43 ) = __________
k. .0034
P( z < - 2.71 ) = __________

Application of the Normal
Curve
The amount of time it takes for a pizza delivery is
approximately normally distributed with a mean of 25
minutes and a standard deviation of 2 minutes. If you order
a pizza, find the probability that the delivery time will be:
a. between 25 and 27 minutes. .3413

a. ___________
b. less than 30 minutes. .9938

b. __________
c. less than 22.7 minutes. .1251

c. __________

Inverse Normal Distribution
Finding z scores when probabilities

(areas) are given

Find the indicated z score:
.8907
0 z= 1.23

.6331
.3669
z = 0.34

.3560
.8560
0 z= 1.06

.4792
.0208
z = 2.04 0

.4900
0 z= 2.33

.005
z = 2.575 0

A = .005 B
z 0 z
2.575 or 2.58
If area A + area B = .01, z = __________
Application of Determining z
Scores
The Verbal SAT test has a mean score of
500 and a standard deviation of 100.
Scores are normally distributed. A
major university determines that it will
accept only students whose Verbal SAT
scores are in the top 4%. What is the
minimum score that a student must earn
to be accepted?
...students whose Verbal SAT
scores are in the top 4%.
Mean = 500, standard deviation = 100
.9600 = .04
z = 1.75
The cut-off score is 1.75 standard deviations

above the mean.
Application of Determining z
Scores
Mean = 500, standard deviation = 100
.9600 = .04
z = 1.75
The cut-off score is 500 + 1.75(100) = 675.

Normal Approximation Of The
Binomial Distribution:
Under certain conditions, a
binomial random variable has a
distribution that is approximately
normal.
Using the normal distribution
to approximate the binomial
distribution
If n, p, and q are such that:

np and nq
are both greater than 5.

Mean and Standard Deviation:
Binomial Distribution
np and npq

Experiment: tossing a coin 20
times
Problem: Find the probability of getting
exactly 10 heads.
Distribution of the number of heads appearing should look like:
0 10 20
Using the Binomial
Probability Formula
n= 20
x= 10
P(10) = 0.176197052
p= 0.5
q = 1 p = 0.5

Normal Approximation of the
First calculate the mean
and standard deviation:
= np = 20 (.5) = 10
np(1 p ) 20(.5)(.5) 5 2.24

The Continuity Correction
Continuity Correction: to compute the
probability of getting exactly 10 heads, find
the probability of getting between 9.5
and 10.5 heads.

Continuity Correction is needed because
we are approximating a discrete
probability distribution with a
continuous distribution.

We are using the area under the
curve to approximate the area of the
rectangle.
9.5 - 10.5
Using the Normal Distribution
P(9.5 < x < 10.5 ) = ?
for x = 9.5: z = 0.22
P(z < 0.22 ) = .4129

Using the Normal Distribution
for x = 10.5: z = = 0.22
P( z < .22) = .5871
P(9.5 < x < 10.5 ) .5871

= - .4129 = .1742

Application of Normal
Distribution
If 22% of all patients with high blood pressure

have side effects from a certain medication,
and 100 patients are treated, find the
probability that at least 30 of them will
have side effects.
Using the Binomial Probability Formula we would need
to compute:
P(30) + P(31) + ... + P(100) or 1 P( x < 29)
Using the Normal
Approximation to the
Is it appropriate to use the
normal distribution?
Check: n p =
nq=

Using the Normal
Approximation to the
n p = 22
n q = 78
Both are greater than five.
Find the mean and standard
deviation
= 100(.22) = 22
and = 100(.22)(.78)
17.16 4.14
Applying the Normal
Distribution
To find the probability that at least 30 of
them will have side effects, find P( x 29.5)
Find this area
22 29.5
Applying the Normal
Distribution
z = 29.5 22 = 1.81 The probability that
4.14 at least 30 of the
patients will have
Find P( z 1.81) side effects is 0.0351.
.9649
= .0351
0 1.81
Reminders:
Use the normal distribution to
approximate the binomial only if both np
and nq are greater than 5.
Always use the continuity correction

when approximating the binomial
distribution.

Normal Distributions Final

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Normal Distributions

Dr. Tapan Dutta

Copyright (C) 2002 Houghton Mifflin Company. All rights reserved . 1

Copyright (C) 2002 Houghton Mifflin Company. All rights reserved .

Copyright (C) 2002 Houghton Mifflin Company. All rights reserved . 3

The curve is bell-shaped with the

The curve is symmetrical about a

The curve approaches the horizontal

The transition points between cupping

This formula generates the density curve which

Copyright (C) 2002 Houghton Mifflin Company. All rights reserved . 8

Approximately 95% of the data values lie within

Almost all (approximately 99.7%) of the data

a statistical tool to track data over a

A random variable is in statistical

II A run of nine consecutive points on

III At least two of three consecutive

II Nine conscecutive 0.004

Copyright (C) 2002 Houghton Mifflin Company. All rights reserved . 19

The z value or z score tells the number of

The z value is in standard units.

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Values are converted to z

Entries give the probability that a

(Table 5a) - Appendix II

Entries give the probability that a

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a. between 25 and 27 minutes. .3413

b. less than 30 minutes. .9938

c. less than 22.7 minutes. .1251

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Finding z scores when probabilities

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The cut-off score is 1.75 standard deviations

The cut-off score is 500 + 1.75(100) = 675.

If n, p, and q are such that:

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np(1 p ) 20(.5)(.5) 5 2.24

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P(9.5 < x < 10.5 ) = ?

for x = 9.5: z = 0.22

P(z < 0.22 ) = .4129

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for x = 10.5: z = = 0.22

P( z < .22) = .5871

P(9.5 < x < 10.5 ) .5871

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If 22% of all patients with high blood pressure

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Find this area