Continuous Probability Distribution

Normal Probability
Distribution
The normal probability distribution is the
most important distribution for describing a
continuous random variable.

It is widely used in statistical inference.

It has been used in a wide variety of

applications
including:
Heights of people
Test scores
Rainfall amounts

Scientific measurements

Abraham de Moivre, a French mathematician,

published The Doctrine of Chances in 1733.

He derived the normal distribution.

Normal Probability
Distribution
Normal Probability Density Function
1 (x )2 / 2 2
f (x)
e
2
where:

=
=
=
=

mean
standard deviation
3.14159
2.71828

Normal Probability Distribution

Characteristics
The distribution is symmetric; its skewness
measure is zero.

Normal Probability Distribution

Characteristics
The entire family of normal probability
distributions is defined by its mean and its
standard deviation .
Standard Deviation

Mean

Normal Probability Distribution

Characteristics
The highest point on the normal curve is at the
mean, which is also the median and mode.

Normal Probability Distribution

Characteristics

The mean can be any numerical value: negative,

zero, or positive.

x
-10

25

Normal Probability Distribution

Characteristics

The standard deviation determines the width of the

curve: larger values result in wider, flatter curves.

= 15

= 25
x

Normal Probability Distribution

Characteristics

Probabilities for the normal random variable are

given by areas under the curve. The total area
under the curve is 1 (.5 to the left of the mean and
.5 to the right).

.5

.5
x

Normal Probability Distribution

Characteristics (basis for the empirical rule)

of values of a normal random variable

68.26%
are within
of its mean.
+/- 1 standard deviation
95.44%
of values of a normal random variable
are within
of its mean.
+/- 2 standard deviations
99.72%
of values of a normal random variable
are within
of its mean.
+/- 3 standard deviations

Normal Probability Distribution

Characteristics (basis for the empirical rule)

99.72%
95.44%
68.26%

+ 3
+ 1
+ 2

Standard Normal Probability Distribution

Characteristics
A
A random
random variable
variable having
having aa normal
normal distribution
distribution
with
with aa mean
mean of
of 00 and
and aa standard
standard deviation
deviation of
of 11 is
is
said
said to
to have
have aa standard
standard normal
normal probability
probability
distribution.
distribution.

Standard Normal Probability Distribution

Characteristics
The letter z is used to designate the standard
normal random variable.

z
0

Standard Normal Probability Distribution

Converting to the Standard Normal Distribution

x
z

We can think of z as a measure of the number of

standard deviations x is from .

Normal Approximation of Binomial Probabilities

When
When the
the number
number of
of trials,
trials, n,
n, becomes
becomes large,
large,
evaluating
evaluating the
the binomial
binomial probability
probability function
function by
by hand
hand
or
or with
with aa calculator
calculator is
is difficult.
difficult.
The
The normal
normal probability
probability distribution
distribution provides
provides an
an
easy-to-use
easy-to-use approximation
approximation of
of binomial
binomial probabilities
probabilities
where
where np
np >
>5
5 and
and n(1
n(1 -- p)
p) >
> 5.
5.
In
In the
the definition
definition of
of the
the normal
normal curve,
curve, set
set

=
= np
np and
and np(1 p )

Normal Approximation of Binomial Probabilities

Add
Add and
and subtract
subtract aa continuity
continuity correction
correction factor
factor
because
because aa continuous
continuous distribution
distribution is
is being
being used
used to
to
approximate
approximate aa discrete
discrete distribution.
distribution.
For
For example,
example, P(x
P(x =
= 12)
12) for
for the
the discrete
discrete binomial
binomial
probability
probability distribution
distribution is
is approximated
approximated by
by
P(11.5
P(11.5 <
< xx <
< 12.5)
12.5) for
for the
the continuous
continuous normal
normal
distribution.
distribution.