WEim eon) attain 0 Lhe peak oo 5 Normal (Gaussian) Distribution © Many things are normally distributed, or very close to it; heights, in scientific experiments, anthropometric measurements on fossils, re experi ights, measurement errorss ‘ion times in psychological ents, measurements of intelligence and aptitude, scores on various tests ete. Definition: A continuous random variable X is said to have a normal (or Gaussian) distri- 2. bution with parameters and a (a > 0) if the pdf of X is; -@-r) Neon Cor overage) me 2 sgt oir bes bevel > flame) = a, 2 ER, viadt~on co When X is normally distributed with parameters jc and @ it is often abbreviated X ~ N(,c) OY ? als sed instead of a (0? also used inst of 0). xa nln, 6%) © For X ~ N(u,o} and = Fe moll Hath eee IS oo ae © Large values of o yield graphs that are quite spread out about 1, whereas small values of o yield graphs with a high peak above hayel bell shal 7 Canve: ' aT ' ~— # x 7 — >. B76 aa 17 Be F cunt. we 5.L The Standard Normal Distribution Syvnmetet¢ onrrounk this line. Definition: The normal distribution with parameter values = 0 and g = 1 is called the stan- dard normal distribution. A random variable having a standard normal distribution is called ‘a standard normal random variable and will be denoted by Z. ‘The pdf of Z is Slei0.1) = Foe Fae © The cdf of Z is P(Z < z) = [ J(y;0, I)dy and denoted by 4(2). Shaded area = 2) K fGsne) = Een : Symmefric ra Standard normal (2) curve -(*%-2) (o f 7 tel Oxi? D amis then 4 £(%591) aS? ket oO: 7 ; ee a * A the nowmer| = or ul distributions Com be ee ae converted in to am => F(25)) pr 7 one measure | 1 3 Behe: Stank and norma dlistxs butionExample. Determine the following standard normal probabilities: 1. P(Z < 1.25) 2 PZ > 1.25) 3. P(Z < -1.25) 4. P(-.38 < Z < 1.25) ) we pCZ 12S) = eae u a # PC2D>)-25) | ae a f— gre oa ea ee x e105 by Beayas yD. apC2< tas) 2 0-)054 7 Mh oke that pC2<-1-25) ze-ras|” 2 < allt = P(2 71-24) Ke p(-0- S25 >) ae =>, \ ~ O98 i SOO Aly = O54 y~ pl2é 24) Lv Symmeryic avound gy outs) p(2< 1-28) — PC 20-28) O° B94 4 — Cr b4+56 9-352© If X has a normal distribution with mean jz and standard deviation o, then ‘ stondowdh hormol RV x —34= has a standard normal distribution, Example. The time that it takes a driver to react to the brake lights on a decelerating vehicle is critical in helping to avoid rear-end collisions. ‘The article “Fast-Rise Brake Lamp as a Collision- Prevention Device” (Ergonomics, 1993: 391-395) suggests that reaction time for an in-traffic re- sponse to a brake signal from standard brake lights can be modeled with a normal distribution having mean value 1.25 sec and standard deviation of 46 sec. What is the probability that reaction time is between 1.00 sec and 1,75 sec? het X= Reactler time: Then Kev vC1RS) ob 6) 1 4 go PCS RSETS) =P Gane wf é 6 6 PC is < 2 << 15-123) od o-4b | -o8 7) \ = P(-2-5435<7~< \V p(-284a2< 1-04) pC2<1-24a)— p(2 40-8) OcBEaAl — 2 -2146 \ = o- Db TS p© If the population distribution of a variable i (approximately) normal, then Roughly 68% of the values are within 1 SD of the mean. ‘7 . => can be © Roughly 95% of the values are within 2 SDs of the mean. prove a # Roughly 99.7% of the values are within 3 SDs of the mean, ‘The breakdown voltage of a randomly chosen diode of a particular type is known to be Bxampl distributed. What is the probability that a diode's breakdown voltage is within 1 standard normal doviation of its mean value? Let x= breakdown Voltaoe xan (ry 6) Lae + Ppeexemre) = PGqtse 2-8 < aes ce =-PC ft ae D) = PC2<')—P(2=<-1) = o8412— 2-158 7 = 0°f826 65.267. & 637 Example. The article “Reliability of Domestic-Waste Biofilm Reactors (J. of Envir. Engr., 1995: 785790) suggests that substrate concentration (mg/cm3) of influent to a reactor is normally dis- tributed with j= .30 and a = .06. (a) What is the probability that the concentration exceeds .25? (b) What is the probability that the concentration is at most .10? (c) How would you characterize the largest 5% of all concentration values? xa ne 3 2726) ? 4 r 6 “) pCx>e-as) = PCX=K > es=F) ue te PC 2 > o+2a5= 2-3) e-o6 PC 27-02-83) i= p(2<-0 83) O+2023 \ \ " = l= = or7Gb6T4 —=x hi 2oe, = Bh ees => }— pC 2 <2y) = 0°?? Ay ea LA PERT Ar}* p— 21 8F Bn => PC 2 < 2s) =a =) 2m = ety