Normal Distribution
• It has been used in a wide variety of applications:
Test
Test Amounts
Amounts
scores
scores of
of rainfall
rainfall
Scientific
Scientific
measurements
measurements
Normal Distribution
Characteristic
The distribution is symmetric; its skewness
measure is zero.
• Skewedness tells us the data of our distribution is symmetric or not.
• In a perfect normal distribution, the zero skewness means that the tails
on either side of curve are exact mirror images of each other.
Normal Distribution
Characteristic
The normal probability distribution is defined
by its mean () and its standard deviation ().
Standard Deviation s
x
Mean m
Variance and Standard deviation
• Variance defines how far away data points fall
from the center.
• Low variability means we have more consistent
data in a dataset.
• High variability means we have less consistent
data in a dataset. (dissimilar values)
• Standard deviation tells us how tightly your data
is clustered around the mean.
Normal Distribution
Characteristic
The highest point on the normal curve is at the
mean, which is also the median and mode.
x
Mean m
Normal Distribution
Characteristic
The
The mean
mean can
can be
be any
any numerical
numerical value:
value: negative,
negative,
zero,
zero, or
or positive.
positive.
Normal Distribution
Characteristic
The
The standard
standard deviation
deviation determines
determines thethe width
width o
o
curve:
curve: larger
larger values
values result
result in
in wider,
wider, flatter
flatter curv
curv
Normal Distribution
Characteristic
Probabilities
Probabilities for
for the
the normal
normal random
random variable
variable are
are
given
given by
by areas
areas under
under the the curve.
curve. The
The total
total area
area
under
under the
the curve
curve isis 11 (.5
(.5 to
to the
the left
left of
of the
the mean
mean and
and
.5
.5 to
to the
the right).
right).
.5 .5
x
Normal Distribution
Characteristic
68.26%
68.26% of of values
values of
of aa normal
normal random
random variab
variab
are +/-
+/- 1
are within
within 1 standard
standard deviation
deviation of
of it
it
95.44%
95.44% of of values
values of
of aa normal
normal random
random variab
variab
are +/-
+/- 2
are within
within 2 standard
standard deviations
deviations of
of it
it
99.72%
99.72% of of values
values of
of aa normal
normal random
random variab
variab
are +/-
+/- 3
are within
within 3 standard
standard deviations
deviations of
of it
it
Normal Distribution
Characteristic
Example: 68-95-99.7 Rule
intelligence scores: • 68% of scores within
Normally distributed μ±σ
= 100 ± 15
with μ = 100 and σ = = 85 to 115
15; • 95% of scores within
X ~ N(100, 15) μ ± 2σ
= 100 ± (2)(15)
= 70 to 130
• 99.7% of scores in
μ ± 3σ =
100 ± (3)(15)
= 55 to 145
7: Normal Probability Distributions 11
Parameters μ and σ
• Normal pdfs have two parameters
μ - expected value (mean “mu”)
σ - standard deviation (sigma)
μ controls location σ controls spread
Symmetry in the Tails
Because the Normal
curve is symmetrical
and the total AUC is
exactly 1…
… we can easily
determine the AUC in
95%
tails
7: Normal Probability Distributions 14
Normal Probability Distribution
Let’s Say X is a random variable that follows
normal distribution with average of and
variance of , then the probability density
function can be calculated as follows:
Standard Normal Probability Distribution
A random variable having a normal distribution
with a mean of 0 and a standard deviation of 1 is
said to have a standard normal probability
distribution.
The letter is used to
designate the standard
normal random variable.
Standard Normal Probability Distribution or z-score
Converting to the Standard Normal Distribution
𝑥 −𝜇
𝑧=
𝜎
Every random variable like that follows Normal
distribution can be converted to a z-score.
Standard Normal Distribution
-3 -2 -1 0 1 2 3
𝑥
𝑃 ( 𝑋 ≤ 𝑥 ) =∫ 𝜑 ( 𝑡 ) 𝑑𝑡
−∞
Excel formula:
Let’s assume that the random variable
represents the diameter of a mechanical part.
If , then:
Standard Normal Distribution
Assume that , then we need to convert random variable X to normal
standard variable Z
𝜇𝜎
x
=NORM.DIST(4,3,4,TRUE) =0.5987
= =
= =
=(0.25) – NORMSDIST(-0.5) =1- NORMSDIST(0.5)
=0.5987 – 0.3085 = 0.2901 =0.3085
Example: P(z<-2.25)=1- p(z<2.25)=0.0122 or you can use Excel
=NORMSDIST(-2.25)
A manufacturer produces a pipe, where the length of pipes follows
a Normal distribution with an average of 8 meters and standard
deviation of 0.5 meters.
a) What percentage of pipes whose length fall between 7.5 meters
to 9 meters?
b) If the manufacture produces 200 pipes in a day, what are the
number of pipes whose length higher than 9.2 meters?
Answer:
b)
# of pipes = 0.0082*200= 1.64
Example:
Lengths of a special screw are normally distributed with a mean of 150 cm
and variance of 100 cm.
Find the probability the length of a randomly selected screw is less than 165
cm?
Example:
X~N(150, 100)
Example:
The grade of statistics course at ASU follows a Normal distribution with
average of 85 and variance of 25.
a) What is the probability that the grade of a random student is less than
85?
b) If we know that there are 150 students in the Statistics class, then how
many students obtain a grade less than 85?
