Probability and Statistics
Ms Tayyaba Shaukat
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Topics of this lecture
• Normal Distribution
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Introduction
• It is sometimes called the "bell curve,".
• It is also called the "Gaussian curve" after the mathematician Karl
Friedrich Gauss.
• Strictly speaking, it is not correct to talk about "the normal
distribution" since there are many normal distributions.
• Normal distributions can differ in their means and in their standard
deviations.
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Normal distributions differing in mean and standard deviation.
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Introduction
figure in previous slide shows three normal distributions.
1. The green (left-most) distribution has a mean of -3 and a standard
deviation of 0.5,
2. The distribution in red (the middle distribution) has a mean of 0 and
a standard deviation of 1,
3. The distribution in black (right-most) has a mean of 2 and a standard
deviation of 3.
4. These as well as all other normal distributions are symmetric with
relatively more values at the center of the distribution and relatively
few in the tails.
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Features of Normal
Distribution
• Normal distributions are symmetric around their mean.
• The mean, median, and mode of a normal distribution are equal.
• The area under the normal curve is equal to 1.0.
• Normal distributions are denser in the center and less dense in the
tails.
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Features of Normal
Distribution
• Normal distributions are defined by two parameters, the mean (μ) and the standard deviation (σ).
• 68% of the area of a normal distribution is within one standard deviation of the mean.
• Approximately 95% of the area of a normal distribution is within two standard deviations of the
mean.
• Approximately 99.7% of the area of a normal distribution is within three standard deviations of the
mean.
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Normal Distribution
Data can be dispersed in different ways, i.e
It can be spread out more on the left
Or more on the right
Or it can be all jumbled up
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Normal Distribution
But there are many cases where the data tends to be around a central
value with no bias left or right, and it gets close to a "Normal
Distribution" like this:
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Normal Distribution
It is often called a "Bell Curve“ because it looks like a bell.
Many things closely follow a Normal Distribution:
• heights of people
• size of things produced by machines
• errors in measurements
• blood pressure
• marks on a test
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Normal Distribution
• We say that data is normally distributed if The Normal Distribution
has:
• mean = median = mode
• symmetry about the center
• 50% of values less than the mean
and 50% greater than the mean
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Probability Density Function
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Z-Scores
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Standard Normal Distribution
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Normal distribution graph
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Area Under the Normal Curve
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Area Under the Normal Curve
Let us consider a variable X which is normally distributed with a mean
of 100 and a standard deviation of 10. Find P(85 ≤ X ≤ 110). We assume
= 85 and = 110.
,
,
-1.5 , 1.0
P(85 ≤ X ≤ 110) P(-1.5 ≤ Z ≤ 1.0)
=0.4332+0.3413=0.7745
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Applications of the Normal
Distribution
DGP University conducts placement examination to all incoming
freshmen. The examination scores of the 1000 examinees last
semester were approximately normally distributed with mean score
of 80 and standard deviation of 5. What is the probability that
randomly chosen student got a score below 70?above 82? Between
75 and 90?
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Solution
a. Below 70
µ = 80, σ=5
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Solution
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Solution
a. Above 82
µ = 80, σ=5
Z = 0.4
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Solution
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Solution
c. Between 75 and 90
µ = 80, σ=5
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Example
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Example : Scores of an exam are normally distributed with a mean of
65 and
standard deviation of a 9. Find the percent of sore
(a) which is less than 54. [P(x ˂54)]
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Example 2: Scores of an exam are normally distributed
with a mean of 65 ad standard deviation of a 9. Find the
percent of sore (b) at least 80 [P(x ≥ 80)]
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Example 3: Scores of an exam are normally distributed with a mean of
65 and standard deviation of a 9. Find the percent of sore (c) between
70 and86
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