Normal Distribution

The most imporstant continuous probability distribution in the entire field is the normal
distribtution. Its graph is the bell-shaped curve.

This approximately describes many phenomena that occur in nature, industry, and research. For
example, physical measurements in areas such as meteorological experimanets, rainfall studies and
measurements of manufactured parts. In addition, error in scientific measurement are extremely well
approximated by a normal distribution.

The normal distribution is often referred to as the guassian distribution in honor of Karl Friedrich
Gauss(1777-1855), who also derived its equation from a study of errors in repeated measuements of
the same quantity.

The area under a probability curve must be equal to 1, and therefore the more variable the set of
observations, the lower and wider the corresponding curve will be.

�1

�2

�1 = �2

For module

1. The mode, which is the point on the horizontal axis where the curve is a maximum, occurs at x = μ
2. The curve is symmetric about a vertical axis through the mean μ.
3. The curve has its points of inflection at x = μ ± σ; it is concave downward if μ − σ < x < μ + σ
and is concave upward otherwise.
4. The normal curve aprroacghes. The horizontal axis asymptotically as we proceed in either direction
away from the mean.
5. The total area under the curve and above the horizontal axis is equal to 1

Theorem: The mean and variance of n(x; μ, σ) are μ

and σ2 , respectively. Hence the standard deviation is σ

Areas under the Normal Curve

The curve of any continuous probability distribution or density function constructed so that the
area under the curve bounded by the two ordinates x = x1 and x = x2 equal s the probability that
the random variable x assume a value between x = x1 and x = x2

Fortunately we are able to transform all observations of any normal random variable x into a new set
of observations of a normal random variable Z with mean 0 and variance 1. This can be done by
means of the transformation

x−μ
z=
σ

Therefore, if x falls between the values x = x1 and � = �2 , the random variable z will fall between
the corresponding values

�1 − �
�1 =
�

�2 − �
�2 =
�

�1 �2
The distribution of a normal random variable with mean 0 and variance 1is called a standard normal
distribution.

Example. Given a standard normal distribution, find the area under the curve that lies

a. To the left of z =− 1.39

b. To the right of z = 1.96
c. Between z =− 2.16 and z =− 0.65
d. To the left of z = 1.43
 a. A=0.0823
b. A = 1 − 0.9280 = 0.025
c. A =− 0.0154 + 0.2578 = 0.2424
d. A = 0.9236

Let us find the probability that z is less than 1.74. From table we can read 0.9591. Therefore.
P(Z < 1.74) = 0.9591

Given a standard normal distribution, find the value of k such that

a. P(Z > k) = 0.2946

0.7054 0.2946

k = 0.54
b. P(z < k) = 0.0427

0.0427
k =− 1.72

C. P( − 0.93 < z < k) = 0.7235

Area at z =− 0.93 is 0.1762

Area at k is 0.1762 +k = 0.7235

Total area=0.8997
k = 1.28
3. Given a normal distribution with μ = 30 and σ = 6, find
a. The normal curve area to the right of x = 17

17 − 30
z= =− 2.16667
6

Area to the right of z =− 2.16667

Area to the left of z = 0.0150
Area to the right= 1 − 0.0150
= 0.985

Applications of the Normal Distribution

1. In an industrial process, the diameter of a ball bearing is an important measurement. The buyer
sets specifications for the diameter to be 3.0 ± 0.01 cm. The implication is that no part falling outside
these specifications will be accepted. It is known that in the process the diameter of a ball bearing has
a normal distribution with mean μ = 3.0 and standard deviation σ = 0.005. On average, how many
manufactured ball bearing will be scrapped.

2.99 − 3.0
�1 = =− 2.0
0.005
3.01 − 3.0
�2 = = 2.0
0.005

P(2.99 < x < 3.01) = P( − 2.0 < z < 2.0)

0.0228 0.0228

2.99 3.01

P(2.99 < x < 3.01) = 0.0456

2. The loaves of rye bread distributed to local stores by certain bakery have an average length of 30
centimeters and a standard deviation of 2 centimeters. Assuming that the lengths are normally
distributed, what percentage of the loaves are

a. Longer than 31.7 centimeters?

b. Between 29.3 and 33.5 centimeters in length?
c. Shorter thsn 25.5 centimeters

31.7−30
(a) z = 2
= 0.85
 0.8023 0.1977
0.85
(a) P(z > 0.85) = P(x > 31.7) = 0.1977

29.3−30
(b) �1 = 2
=− 0.35
33.5 − 30
�2 = = 1.75
2
P(29.3 < x < 33.5) = P(0.35 < z < 1.75)

0.3632 0.9599
-0.35 1.75
2

A = 0.9599 − 0.3632
= 0.5967

P(29.3 < x < 33.5) = P( − 0.35 < z < 1.75) = 0.5967

c. P(25.5 < x)
25.5 − 30
z= =− 2.25
2
P(x < 25.5) = P(z − 2.25)

0.0122
2.25

P(x < 25.5) = P(z <− 2.25) = 0.0122