MODULE-1: Random Variable and Standard distributions
STANDARD DISTRIBUTIONS
Continuous Distributions
Normal Distribution
CO2 : Solve engineering problems involving one dimensional
random variables and standard distributions
NORMAL DISTRIBUTION
The normal distribution, or bell curve, is most familiar and useful to teachers
in describing the frequency of standardized test scores, how many students
earned particular scores. This is not just any distribution, but a theoretical
one with several unique characteristics:
• It is always symmetrical, with equal areas on both sides of the curve.
• The highest point on the curve corresponds to the mean score, which
equals the median and the mode in this distribution.
• The area between given standard deviation units (represented by
perpendicular lines in the diagram below) includes a determined percent
area. Because of the curve's symmetry, the percent area is the same as
the percent frequency of test scores
Applications:
The normal distribution is very important in statistical
analysis. A considerable amount of data follows a normal
distribution: the weight and length of items mass-produced
usually follow a normal distribution ; and if average
demand for a product is high, then demand usually follows
a normal distribution. It is possible to show that when the
sample is large, the sample mean follows a normal
distribution.
Normal Distribution
Importance of Normal distribution
Normal distribution plays a very important role in statistical theory
because of the following reasons:
(i) A large number of random variables, such as Binomial and Poisson,
occurring in many applications have a distribution closely resembling
the normal distribution.
(ii) Many of the distributions of sample statistics, such as sample mean and
sample variance, tend to normality for samples of large size. In
particular, the sampling distributions like student’s t, Snedecor’s F and
Chi-square distributions tend to normality when the size of the sample
is large.
(iii) Tests of significance for small samples are based on the assumption
that samples have been drawn from normal populations.
Normal Distribution
Importance of Normal distribution
(iv) Even if a variable is not normally distributed, it can sometimes be
converted into a normal variable by simple transformation of the
variable.
(v) Normal distribution is applied to a large extent in statistical quality
control in industry.
DEFINITION
A random variable X with mean m and standard deviation s is
normally distributed if its probability density function is given by
Video link
In the following link you can view the video that explains the Normal
distribution.
https://drive.google.com/file/d/1LVvpFZcjw9P5yJIog0zGaS4dJnbydRfz/view
?usp=sharing
STANDARD NORMAL DISTRIBUTION
Probabilities are depicted by areas under the curve
• Total area under the curve is 1
• The area in red is equal to
p(z > 1)
• The area in blue is equal to p(-1<
z <0)
• Since the properties of the
normal distribution are known,
areas can be looked up on tables
or calculated on computer.
Example 1
Find P(-1.57 < Z < 0)
Example 2 : Finding probabilities for Normal Distributions
The graph at the right shows a normal curve with μ = 45 minutes and σ = 12
minutes. The area for x greater than 39 minutes is shaded. The z-score
that corresponds to 39 minutes is:
So, the probability that a shopper will be in
the store more than 39 minutes is:
Normal Distribution
Normal probability curve
The graph of y= f(x) for is a well known bell
shaped curve and is called the normal probability curve. The curve is
symmetrical about the ordinate at .The curve extends up to infinity on
either side of . The x-axis is an asymptote to the curve.
19MAS03 - PDE, PROBABILITY & STATISTICS
Normal Distribution
Properties of the Normal distribution
1. Mean
2. Median = , Mode =
3. Central (absolute) moments of the normal distribution
4. Mean deviation about the mean of the normal distribution
The central moment of the first order of a random variable X is called
the mean deviation about the mean of X.
i.e., MD about the mean = (approximately).
5. Quartile deviation of the normal distribution
Where and are first and third quartile.
Normal Distribution
Properties of the Normal distribution
6. Moment generating function
The moment generating function of is given by
[where is the density function of ]
Normal Distribution
Moment generating function
The moment generating function of is given by
( by the property of MGF)
Now
E(X)= Coefficient of
Normal Distribution
Moment generating function
Using the relation order central moment we get
Normal Distribution
Properties of the Normal distribution
7. Additive property of normal distribution
If be n independent normal random variables with mean
and variance then is also a normal random variable with mean
and variance
8. Normal distribution as limiting form of Binomial distribution
When n is large and neither p nor q is very small, the standard normal
distribution can be regarded as the limiting form of the standardised
binomial distribution.
Normal Distribution
Problems
1. There are 400 students in the first year class of an engineering college.
The probability that any student requires a copy of a particular Mathematics
book from the college library on any day is 0.1. How many copies of the
book should be kept in the library so that the probability may be greater than
0.95 that none of the students requiring a copy from the library has to come
back disappointed ? (Use normal approximation to the binomial distribution).
Solution:
p= P(a student requires the book)=0.1 and q=0.9
N= number of students =400
If X represents the number of students requires the book, then X follows a
binomial distribution with mean = np= 40 and SD= = 6.
Normal Distribution
Problems
As given in the problem, we may assume that X follows the distribution
.
Let m be the required number of books, satisfying the given condition.
i.e.,
i.e.,
i.e.,
Where Z is the standard normal variate.
From the table of areas under normal curve, we find that
Normal Distribution
Problem
i.e., m= 49.9
Therefore, at least 50 copies of the book should be kept in the library.
Normal Distribution
Problem
2. In a normal distribution 31% of the items are under 45 and 8% are over
64. Find the mean and standard deviation.
Solution:
Let the mean an S.D of the given normal distribution be and . The area
lying to the left of the ordinate at x= 45 is 0.31. The corresponding value of z
is negative. The area lying to the right of the ordinates upto the mean is
0.5 - 0.31 = 0.19
The value of z corresponding to the area 0.19 is 0.5 nearly.
Normal Distribution
Problem
Area to the left of the ordinate at x = 64 is 0.5-0.08=0.42 and hence the
value of z corresponding to this area is 1.4 nearly
Solving (1) and (2), we get
Normal Distribution
Problem
3. An electrical firm manufactures light bulbs that have a life, before
burn-out, that is normally distributed with mean equal to 800 hrs and a S.D
of 40 hrs. Find
(i) The probability that a bulb burns more than 834 hrs.
(ii) The probability that a bulb burns between 778 and 834 hrs.
Solution:
Let X be the random variable denoting the life time of a light bulb.
Given
Normal Distribution
Problem
(i) P(a bulb burns more than 834 hrs) = P(X>834)
When [ Using (1)]
= 1-0.3023 = 0.6977
(ii) To find P(778<X<834)
[using (1)] When X=778,
[using (1)] When X=834,
P(778<X<834) = P(-0.55<z<0.85)
Normal Distribution
Problem
= P(-0.55<z<0)+P(0<z<0.85)
= P(0<z<0.55)+P(0<z<0.85)
= 0.2088+0.3023
=0.5111
Normal Distribution
Video link
• https://drive.google.com/file/d/1bFt0p4-ZQkklNGqTIvZG-bmuzXErz6ly/vi
ew?usp=sharing
• https://drive.google.com/file/d/1O5iNVhieysf7wbYFQrUxMKAsaaAWxm3f
/view?usp=sharing
Normal Distribution
Table
19MAS03 - PDE, PROBABILITY & STATISTICS
QUIZ
✔ Conditions to apply normal distribution for an event
✔ Is it a discrete distribution or continuous distribution ?
✔ Finite or infinite distribution ?
✔ Mean of the distribution = ?
✔ Variance of the distribution = ?
