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Chapter 06

This document provides an overview of normal probability distributions and the standard normal distribution. It discusses key properties of the normal distribution including its bell shape, mean/median/mode being equal at the center, and areas under the curve. It then focuses on the standard normal distribution with a mean of 0 and standard deviation of 1. It provides examples of looking up z-scores in tables and calculating probabilities and areas under the normal curve. Finally, it demonstrates how to apply the standard normal distribution to solve practical problems by transforming variables to z-scores.
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0% found this document useful (0 votes)
69 views70 pages

Chapter 06

This document provides an overview of normal probability distributions and the standard normal distribution. It discusses key properties of the normal distribution including its bell shape, mean/median/mode being equal at the center, and areas under the curve. It then focuses on the standard normal distribution with a mean of 0 and standard deviation of 1. It provides examples of looking up z-scores in tables and calculating probabilities and areas under the normal curve. Finally, it demonstrates how to apply the standard normal distribution to solve practical problems by transforming variables to z-scores.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 6

The Normal Probability


Distributions

1
Chapter 6 Overview
Introduction
6-1 Normal Probability Distributions
6-2 The Standard Normal Distribution
6-3 Applications of the Normal
Distribution
6-5 The Normal Approximation to the
Binomial Distribution

2
Types of Distributions
6.1 Normal Distributions
Many continuous variables have distributions
that are bell-shaped and are called
approximately normally distributed
variables.
variables

4
6-1 Normal Distributions
The theoretical curve, called the bell curve or
the Gaussian distribution,
distribution can be used to
study many variables that are not normally
distributed but are approximately normal.

5
Normal Distributions
The shape and position of the normal
distribution curve depend on two parameters,
the mean and the standard deviation.
deviation
Each normally distributed variable has its own
normal distribution curve, which depends on the
values of the variable’s mean and standard
deviation.

6
Normal Distributions

7
Normal Distribution Properties
The normal distribution curve is bell-shaped.
The mean, median, and mode are equal and
located at the center of the distribution.
The normal distribution curve is unimodal (i.e.,
it has only one mode).
The curve is symmetrical about the mean,
which is equivalent to saying that its shape is
the same on both sides of a vertical line
passing through the center.

8
Normal Distribution Properties
The curve is continuous—i.e., there are no
gaps or holes. For each value of X, there is a
corresponding value of Y.
The curve never touches the x axis.
Theoretically, no matter how far in either
direction the curve extends, it never meets the
x axis—but it gets increasingly closer.

9
Normal Distribution Properties
The total area under the normal distribution
curve is equal to 1.00 or 100%.
The area under the normal curve that lies within
one standard deviation of the mean is
approximately 0.68 (68%).
two standard deviations of the mean is
approximately 0.95 (95%).
three standard deviations of the mean is
approximately 0.997 ( 99.7%).

10
Normal Distribution Properties

11
6-2 Standard Normal Distribution
Since each normally distributed variable has its
own mean and standard deviation, the shape
and location of these curves will vary. In
practical applications, one would have to have
a table of areas under the curve for each
variable. To simplify this, statisticians use the
standard normal distribution.
The standard normal distribution is a normal
distribution with a mean of 0 and a standard
deviation of 1.

12
Standard Normal Distribution
When using the empirical rule, the values of z
were typically integer values; see Figure 6.3.

Standard Normal Distribution According to Empirical Rule


Figure 6.3
z score (Standard Score)
The z score is the number of standard deviations
that a particular X value is away from the mean.
The formula for finding the z score is:

value - mean
z=
standard deviation
X −µ
z=
σ
14
Looking up a z value in the Table
To look up the z value of 1.39 in the table, locate
the 1.3 row and the 0.09 column. Then find the
corresponding value.

Note: This is found in Table 3 in Appendix B


Looking up z values on the table
Look up the following z values on the
standard normal distribution table:
2.25
-1.56
0.52
-3.62
Class Activity
Look up the following z values on the
standard normal distribution table:
1.89
-2.75
-0.55
2.63
Area under the Standard Normal
Distribution Curve
1. To the left of any z value:
Look up the z value in the table and use the
area given.

18
Ex.) 1 – Area under the Curve
Find the area to the left of z = 1.97.

1.97

The value in the 1.9 row and the .07 column of


Table 3 is .9756. The area is .9756.
19
Area under the Standard Normal
Distribution Curve
Find the area to the left of z = -0.46.
Area under the Standard Normal
Distribution Curve
Find the area to the left of z = 2.00.
Area under the Standard Normal
Distribution Curve
2. To the right of any z value:
Look up the negative of the z value.

22
Ex.) 2 – Area under the Curve
Find the area to right of z = -1.26.

-1.26

Lookup up the negative of -1.26, which is 1.26,


The value in the 1.2 row and the .06 column of
Table 3 is .8962.
23
Area under the Standard Normal
Distribution Curve
Find the area to the right of z = 2.40.
Area under the Standard Normal
Distribution Curve
Find the area to the right of z = -1.86.
Area under the Standard Normal
Distribution Curve
3. Between two z values:
Look up both z values and subtract the
corresponding areas.

26
Ex.) 3 – Area under the Curve
Find the area between z = 1.64 and z = -1.31.

-1.31 1.64

The values for z = 1.64 is .9495 and for z = -1.31


is .0951. The area is .9495 - .0951 = .8544.
27
Area under the Standard Normal
Distribution Curve
Find the area between z = 1.23 and z = 1.90
.
Area under the Standard Normal
Distribution Curve
Find the area between z = -1.45 and z = 1.87
.
Probability under the Normal
Distribution Curve
For the Normal Distribution, probability and area
are the same thing.
Area to the left of a z value is the same as a
probability less than a z value
P(z < a)
Area to the right of a z value is the same as a
probability greater than a z value
P(z > a)
Area between two z values is the same as a
probability between two z values
P(a < z < b)
Ex.) 4 – Probability
Find the probability: P(0.01 < z < 2.38)

0.01 2.38

The values for z = 2.38 is .9913 and for z = 0.01


is .5040. The probability is .9913 - .5040 = .4873.
31
Probability under the Normal
Distribution Curve
Find P(-2.05 < z < 1.85)
Probability under the Normal
Distribution Curve
Find P(z > -0.5)
Probability under the Normal
Distribution Curve
Find P(-1.25< z < 0)
Probability under the Normal
Distribution Curve
Find P(z < -1.54 or z > 1.54)
Probability under the Normal
Distribution Curve
Find the probabilities of the shaded
regions.
Probability under the Normal
Distribution Curve
We can also find a z value if we are given
an area or probability.
This is called the reverse lookup problem.
What we have been doing up until now is
called the forward lookup problem.
Ex.) 5 – Probability
Find the z value such that the area under the
standard normal distribution curve between 0 and
the z value is 0.2939.
0.2939

Add .5000 to .2939 to get the cumulative area of


.7939. Then look for that value inside Table 3.
38
Ex.) 5 – Probability
Add .5000 to .2939 to get the cumulative area of
.7939. Then look for that value inside Table 3.

The z value is 0.82. 39


Probability under the Normal
Distribution Curve
Find the z score(s) for the corresponding
area or probability:
the 64th percentile
the middle 90% of the data
Probability under the Normal
Distribution Curve
Find the indicated z-score(s) indicated
by the graph.

Area = 0.2776 Area on each end = 0.1251


Probability under the Normal
Distribution Curve
Find the indicated z-score(s) indicated
by the graph.

Area = 0.8508 Area = .1093


Class Activity: Normal Distribution
Table
Find the area under the standard normal
distribution curve:

Find the probabilities:

Find the following:


6-3 Applications of the Normal
Distribution
The standard normal distribution curve can be
used to solve a wide variety of practical
problems. The only requirement is that the
variable be normally or approximately normally
distributed.
For all the problems presented in this chapter,
you can assume that the variable is normally or
approximately normally distributed.

44
Applications of the Normal
Distribution
To solve problems by using the standard
normal distribution, transform the original
variable to a standard normal distribution
variable by using the z value formula.
This formula transforms the values of the
variable into standard units or z values. Once
the variable is transformed, then the Procedure
Table and Table 3 in Appendix B can be used
to solve problems.

45
Ex.) 6 – Applications of the Normal
Distribution

Step 1: Draw the normal distribution curve.

$3.50 $5.81 46
Ex.) 6 – Applications of the Normal
Distribution
Step 2: Find the z value corresponding to $3.50.
X −µ 3.50 − 5.81
z= = = −2.85
σ 0.81
Step 3: Find the area to the left of z = -2.85.

-2.85 0

Table 3 gives us an area of 0.0022.


0.22% of movie tickets cost less than $3.50.
47
Applications of the Normal
Distribution
Insurance companies have determined that US
males between the ages of 16 and 24, drive an
average of 10,718 miles each year with a
standard deviation of 3763 miles. Assume the
data is normally distributed. For a randomly
selected male in that age group, find the
probability that he drives less than 12,000
miles per year.
Ex.) 7 – Applications of the Normal
Distribution

Step 1: Draw the normal distribution curve.

200 220 225 49


Ex.) 7 – Applications of the Normal
Distribution
Step 2: Find z values corresponding to 200 and 220.
220 − 225 200 − 225
z= = −0.50 z= = −2.50
10 10
Step 3: Find the area between z = -2.5 and z = -0.5.

-2.50 -0.50 0

Table 3 gives us an area of .3085 - .0062 = .3023.


The probability is 30.23%.
50
Applications of the Normal
Distribution
The heights of six-year old girls are
normally distributed with a mean of
117.80 cm and a standard deviation of
5.52 cm. Find the probability that a
randomly selected six-year girl has a
height between 117.80 cm and 120.56
cm.
Ex.) 8 – Applications of the Normal
Distribution

In a sample of 400 chocolate bars, how many will have less


than 200 calories?
Step 1: Draw the normal distribution curve.

52
200 225
Ex.) 8 – Applications of the Normal
Distribution
Step 2: Find the z value for 200.
200 − 225
z= = −2.50
10
Step 3: Find the area to the left of z = -2.50. It is 0.0062.

Step 4: To find how many chocolate bars have less than


200 calories, multiply the sample size 400 by
0.0062 to get 2.48. Hence, approximately 2
chocolate bars will be under 200 calories.

53
Ex.) 9 – Applications of the Normal
Distribution

Step 1: Draw the normal distribution curve.

15% or 0.1500

62 54
Ex.) 9 – Applications of the Normal
Distribution
Step 2: Subtract 1 - 0.1500 to find area to the left, 0.8500.
Look for the closest value to that in Table 3.

z = 1.04

55
Ex.) 9 – Applications of the Normal
Distribution
Step 3: Find X.
X −µ
If we rearrange the equation z = , solving for X :
σ
X = µ + zσ = 62 + 1.04(8) = 70.32

The cutoff, the lowest possible score to qualify, is 70.

56
Applications of the Normal
Distribution
Students who score in the bottom 10% on
a mathematics admission test at
Greenville Tech are required to take a
remedial math course. If the average
score is 78 with a standard deviation of 6,
what is the score that determines if a
student does or does not take the remedial
course?
Ex.) 10 – Applications of the Normal
Distribution

Step 1: Draw the normal distribution curve.

66%
17% 17%
33%

58
$6492
Ex.) 10 – Applications of the Normal
Distribution

66%
17% 17%
33%

$6492

Area to the left of the positive z: 0.5000 + 0.3300 = 0.8300.


Using Table 3, z ≈ 0.95. X = 6492 + 0.95(1025) = 7465.75

Area to the left of the negative z: 0.5000 – 0.3300 = 0.1700.


Using Table 3, z ≈ - 0.95. X = 6492 - 0.95(1025) = 5518.25

The middle 66% of readings are between $5518.25 and $7465.75.

59
Applications of the Normal
Distribution
Papa Fred’s Pizza has found that the
mean time to deliver a pizza is 21.2
minutes with a standard deviation of 6.1
minutes. They want to have a guaranteed
delivery time. In order to deliver 99%
within the guaranteed time you need to
find the time represented by the 99th
percentile. What is this value?
Class Activity
John finds that there is a scholarship
available to all persons scoring in the top
5% on the ACT test. If the mean score on
the ACT is 21 with a standard deviation of
4.7, what score does he need in order to
qualify for the scholarship?
6-5 The Normal Approximation to
the Binomial Distribution
A normal distribution is often used to solve
problems that involve the binomial distribution
since when n is large (say, 100), the calculations
are too difficult to do by hand using the binomial
distribution.

62
The Normal Approximation to the
Binomial Distribution
The normal approximation to the binomial is
appropriate when np > 5 and nq > 5 .
In addition, a correction for continuity must
be used in the normal approximation to the
binomial.
The continuity correction means that for any
specific value of X, say 8, the boundaries of X
in the binomial distribution (in this case, 7.5 to
8.5) must be used.

63
The Normal Approximation to the
Binomial Distribution
Binomial Normal
When finding: Use:
P(X = a) P(a – 0.5 < X < a + 0.5)
P(X ≥ a) P(X > a – 0.5)
P(X > a) P(X > a + 0.5)
P(X ≤ a) P(X < a + 0.5)
P(X < a) P(X < a – 0.5)
P(a < X < b) P(a + 0.5 < X < b – 0.5)
P(a ≤ X ≤ b) P(a – 0.5 < X < b + 0.5)
For all cases, µ = np , σ = npq , np ≥ 5, nq ≥ 5
The Normal Approximation to the
Binomial Distribution
Procedure Table
Step 1: Check to see whether the normal approximation
can be used.
Step 2: Find the mean µ and the standard deviation σ.
Step 3: Write the problem in probability notation, using X.
Step 4: Rewrite the problem by using the continuity
correction factor, and show the corresponding area
under the normal distribution.
Step 5: Find the corresponding z values.
Step 6: Find the solution.
65
Ex.) 11 – Normal Approximation to the
Binomial Distribution

Here, p = 0.4, q = 0.6, and n = 400.


Step 1: Check to see whether a normal approximation can
be used.
np = (400)(0.4) = 160 and nq = (400)(0.6) = 240
Since np ≥ 5 and nq ≥ 5, we can use the normal distribution.
Step 2: Find the mean and standard deviation.
µ = np = (400)(0.4) = 160
σ = npq = 400(0.4)(0.6) = 9.80 66
Ex.) 11 – Normal Approximation to the
Binomial Distribution
Step 3: Write in probability notation. P(X ≥170)
Step 4: Rewrite using the continuity correction factor.
P(X >169.5)
Step 5: Find the corresponding z value.
169.5 − 160
z= = 0.97
9.8
Step 6: Find the solution
The area greater than the z value is
1 - 0.8340 = 0.1660, or 16.6%.

Hence, the probability that more than 170 smokers had


acquired the habit of smoking by age 14 is 16.6%.
67
Normal Approximation to the
Binomial Distribution
Suppose that 30% of the vehicles in a
mall parking lot belong to employees. 50
vehicles are chosen at random. Find the
probability that:
At most 3 belong to mall employees.
At least 7 belong to mall employees.
Normal Approximation to the
Binomial Distribution
A survey indicates that 23% of US men
select fishing as their favorite leisure
activity.
If you randomly select 100 men, find the
probability that exactly two of the men liked
fishing.
Again, if you randomly select 100 men, find
the probability that at least 2 of the men
liked fishing.
Class Activity: Normal
Approximation to the Binomial
Distribution

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