CHAPTER 5

NORMAL DISTRIBUTION
 ARJ 2024

2
5.0 Introduction

• Normal distribution is the most important and useful

probability.
• Why this distribution is important?:
• 1. Many experiments results are normally distributed
• 2. Useful as an approximation to many other
distributions
• 3. The basis for many of the statistical techniques
 ARJ 2024

3
5.1 Continuous Uniform distribution
• The distribution describes an experiment where there is
an arbitrary outcome that lies between certain bounds
• The bounds are defined by the parameters, a and b,
which are the minimum and maximum values.
 ARJ 2024
• This distribution is defined by two parameters;
4
a = Min value b = Max value

• The probability density function (PDF) is given by:

• The expected value:

• The variance:
 ARJ 2024

5
Example 1

The amount of time, in minutes, that a person must wait

for a bus is uniformly distributed between zero and 15
minutes, inclusive.
(a) What is the probability that a person waits fewer
than 12.5 minutes?
(b) On the average, how long must a person wait? Find
the mean, μ, and the standard deviation, σ.
 ARJ 2024

6
Solutions:

Answer: (a) 0.8333, (b) 7.5, 4.3

 ARJ 2024

7
5.2 Normal distribution

• A continuous random variable X follows a normal

distribution if it has the PDF:
𝟐

• Where is the E(X) or mean and is the variance,

Var(X).
• The distribution of X is written as:
 ARJ 2024

The properties of normal distribution:

When x approach or ,
Symmetrical bell-shaped curve
f(x) tends to zero

Centered at its expected value, μ The total area under the curve =1
 ARJ 2024

9
5.3 The standard normal distribution

• For ease of calculation, X is transformed to Z where;

• Z is called as standard normal distribution with

mean 0 and variance 1.
 ARJ 2024

10 5.4 The transformation from normal to

standard
 ARJ 2024

11

This table represent the cumulative distribution

function .
 ARJ 2024

For Normal Distribution Only

12
 ARJ 2024

13
Example 2

By using stats table, find the following probabilities:

(a)
(b)
(c)
(d)
 ARJ 2024

14
Solutions:
 ARJ 2024

15
Solutions:

Answer: (a) 0.9115 (b) 0.1093 (c) 0.1879 (d) 0.7355

 ARJ 2024

16
Practice 1

By using stats table, find the following probabilities:

(a)
(b)
(c)
(d)
(e)
 ARJ 2024

17
5.5 Determine from the table
 ARJ 2024

18
Example 3

Find such that:

(a) 0.3594
(b) )=0.0985
(c) P(-0.3<Z< )=0.0269
(d) P(-0.5<Z< )=0.5321
(e) P(- <Z< )=0.7062
 ARJ 2024

19
Solutions:
 ARJ 2024

20
Solutions:

Answer: (a) 0.3585 (b) -1.2873 (c) -0.2275 (d) 0.9945 (e) 1.0364
 ARJ 2024

21
Example 4

The height X of a group of college students is normally

distributed with mean 66 inches and standard deviation 5
inches. Estimate the number of students who are likely to
have a height of at least 6 feet in a group of 800 college
students.

Answer: 11.51% @ 92 students

 ARJ 2024

22
Solution:
 ARJ 2024

23
Example 5

Let X be a normal random variable with mean and

standard deviation .

(a) If and , find .

(b) If and , find .

 ARJ 2024

24
Solution:

Answer: (a) 43.3 (b) 4

 ARJ 2024

25 5.6 Normal approximation to Binomial

distribution
• If np  5 and 0.1  p  0.9 , the normal approximation
is a suitable choice.

Binomial Normal
distribution distribution
X B(n, )
n > 30 X ~ N μ, σ )
( 2

p close to 0.5 X~N( , )

 ARJ 2024

26 Continuity corrections

DISCRETE CONTINUOUS

Binomial Normal
distribution distribution
*In this approximation, continuity correction is
needed.
 ARJ 2024

27
Look at the followings :
a) If P( X = 5 ), we use

P X  5  P4.5  X  5.5

Tips : 4.5 5.5

5 5
 ARJ 2024

28 b) If 5 and 12 is inclusive in the range, we use

P X  5  P X  4.5

Tips : 4.5
5
5
4.5

P X  12  P X  12.5

Tips : 12.5
12 12
12.5
 ARJ 2024

29 c) If 5 and 12 is not inclusive in the range, we use

P X  5  P X  5.5

Tips :
5.5
5 5
5.5

P X  12  P X  11.5

Tips :

12 11.5
11.5 12
 ARJ 2024

In general, if a and b are two integers:

30
a) P(X > a) = P(X > a – 0.5)

b) P(X > a) = P(X > a + 0.5)

c) P(X < a) = P(X < a + 0.5)

d) P(X < a) = P(X < a – 0.5)

e) P(a < X < b) = P(a – 0.5 < X < b + 0.5)

f) P(a < X < b) = P(a + 0.5 < X < b – 0.5)

g) P(X = a) = P(a – 0.5 < X < a + 0.5)

 ARJ 2024

4 Steps in Binomial Approximation

31

S1 • BINOMIAL DISTRIBUTION

S2 • Mean =
• Variance = (1-

S3 • NORMAL DISTRIBUTION

S4 • Correction of Continuity
 ARJ 2024

32
Example 6
Let , use the Binomial
approximation to find:
a ) P ( X  50)
b ) P  36  X  54 
c ) P  66  X  76 
d ) P  X  60 
e ) P  52  X  59 
f ) P  X  70 
 ARJ 2024

33
Solutions:
 ARJ 2024

34
Solutions:

Answer: (a) 0.0708 (b) 0.1976 (c) 0.1533 (d) 0.4681 (e) 0.2860 (f) 0.0182
 ARJ 2024

35 5.7 Normal approximation to Poisson

distribution
• The Poisson Distribution can be approximated
with Normal when λ is large.
• Generally λ is above 40, so:

Poisson Normal
distribution distribution
 ARJ 2024

4 Steps in Binomial Approximation

36

S1 • POISSON DISTRIBUTION

S2 • Mean = λ
• Variance = λ

S3 • NORMAL DISTRIBUTION

S4 • Correction of Continuity
 ARJ 2024

37
Example 7

Suppose cars arrive at a parking lot at a rate of 50 per

hour. Compute the probability that in the next hour the
number of cars that arrive at this parking lot will be
between 54 and 62.

Answer: 0.2095
 ARJ 2024

38
Solutions:
 ARJ 2024

39

End