Lecture 5
The Normal Distribution
Dr. D.D. AGYEI
(Dept of Science and
Mathematics Education)
Learning Objectives
In this lecture, you will learn:
To compute probabilities from the normal
distribution.
To use the normal probability plot to determine
whether a set of data is approximately normally
distributed.
Continuous Probability
Distributions
A continuous random variable is a variable that can
assume any value on a continuum (can assume an
uncountable number of values)
thickness of an item
time required to complete a task
temperature of a solution
height
These can potentially take on any value, depending only
on the ability to measure precisely and accurately.
The Normal Distribution
Properties
‘Bell Shaped’ f(X)
Symmetrical
Mean, Median and Mode are equal
Location is characterized by the mean, μ
σ
Spread is characterized by the standard μ
deviation, σ
The random variable has an infinite Mean
= Median
theoretical range: - to +
= Mode
The Normal Distribution
Density Function
The formula for the normal probability density function is
1 (X μ)
f(X)
2
2
2π
1
e
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
μ = the population mean
σ = the population standard deviation
X = any value of the continuous variable
The Normal Distribution
Shape
By varying the parameters μ and σ, we obtain
different normal distributions
The Normal Distribution
Shape
f(X) Changing μ shifts the
distribution left or right.
Changing σ increases or
decreases the spread.
σ
μ X
The Standardized Normal
Distribution
Any normal distribution (with any mean and
standard deviation combination) can be
transformed into the standardized normal
distribution (Z).
Need to transform X units into Z units.
The standardized normal distribution has a
mean of 0 and a standard deviation of 1.
The Standardized Normal
Distribution
Translate from X to the standardized normal (the
“Z” distribution) by subtracting the mean of X and
dividing by its standard deviation:
X μ
Z
σ
The Standardized Normal
Distribution: Density Function
The formula for the standardized normal probability
density function is
f(Z)
Z2
1 2
e
2π
Where e = the mathematical constant approximated by 2.71828
π = the mathematical constant approximated by 3.14159
Z = any value of the standardized normal distribution
The Standardized Normal
Distribution: Shape
Also known as the “Z” distribution
Mean is 0
Standard Deviation is 1
f(Z)
Z
0
Values above the mean have positive Z-values, values
below the mean have negative Z-values
The Standardized Normal
Distribution: Example
If X is distributed normally with mean of 100 and
standard deviation of 50, the Z value for X = 200 is
X μ 200 100
Z 2.0
σ 50
This says that X = 200 is two standard deviations
(2 increments of 50 units) above the mean of 100.
The Standardized Normal
Distribution: Example
100 200 X (μ = 100, σ = 50)
0 2.0 Z (μ = 0, σ = 1)
Note that the distribution is the same, only the
scale has changed. We can express the problem in
original units (X) or in standardized units (Z)
Normal Probabilities
Probability is measured by the area under the curve
f(X)
P(a ≤ X ≤ b)
(Note that the probability
of any individual value is
zero)
a b
Normal Probabilities
The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below.
P( X μ) 0.5
f(X)
P(μ X ) 0.5
0.5 0.5
P( X ) 1.0
Normal Probability Tables
The Standardized Normal table gives the
probability less than a desired value for Z (i.e.,
from negative infinity to Z)
.9772
Example:
P(Z < 2.00) = .9772
0 2.00 Z
Normal Probability Tables
The column gives the value of Z
to the second decimal point
Z 0.00 0.01 0.02 …
The row shows 0.0
the value of Z to 0.1
the first decimal . The value within the table
.
Z = up to the desired
point . gives the probability from
2.0 .9772
Z value.
2.0
P(Z < 2.00) = .9772
Finding Normal Probability
Procedure
To find P(a < X < b) when X
is distributed normally:
Draw the normal curve for the problem in terms of X.
Translate X-values to Z-values.
Use the Standardized Normal Table.
Finding Normal Probability
Example
Let X represent the time it takes (in seconds) to
download an image file from the internet.
Suppose X is normal with mean 8.0 and
standard deviation 5.0
Find P(X < 8.6)
X
8.0
8.6
Finding Normal Probability
Example
Suppose X is normal with mean 8.0 and standard
deviation 5.0. Find P(X < 8.6).
X μ 8.6 8.0
Z 0.12
σ 5.0
μ=8 μ=0
σ = 10 σ=1
X Z
8 8.6 0 0.12
P(X < 8.6) P(Z < 0.12)
Finding Normal Probability
Example
P(X < 8.6)
Standardized Normal Probability
Table (Portion) = P(Z < 0.12)
.5478
Z .00 .01 .02
0.0 .5000 .5040 .5080 μ=0
0.1 .5398 .5438 .5478 σ=1
0.2 .5793 .5832 .5871
0.3 .6179 .6217 .6255 Z
0 0.12
Finding Normal Probability
Example
Find P(X > 8.6)…
P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - .5478 = .4522
.5478
1.0 - .5478 = .4522
Z
0
0.12
Finding Normal Probability
Between Two Values
Suppose X is normal with mean 8.0 and standard
deviation 5.0. Find P(8 < X < 8.6)
Calculate Z-values:
X μ 8 8
Z 0
σ 5
8 8.6 X
X μ 8.6 8
Z 0.12
0 0.12 Z
σ 5 P(8 < X < 8.6)
= P(0 < Z < 0.12)
Finding Normal Probability
Between Two Values
P(8 < X < 8.6)
Standardized Normal Probability = P(0 < Z < 0.12)
Table (Portion) = P(Z < 0.12) – P(Z ≤ 0)
= .5478 - .5000 = .0478
Z .00 .01 .02
.0478
0.0 .5000 .5040 .5080 .5000
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871
0.3 .6179 .6217 .6255 Z
0.00 0.12
Given Normal Probability,
Find the X Value
Let X represent the time it takes (in seconds) to download an
image file from the internet.
Suppose X is normal with mean 8.0 and standard deviation 5.0
Find X such that 20% of download times are less than X.
.2000
X
? 8.0
Z
? 0
Given Normal Probability,
Find the X Value
First, find the Z value corresponds to the
known probability using the table.
Z …. .03 .04 .05
-0.9 …. .1762 .1736 .1711
.2000
-0.8 …. .2033 .2005 .1977
-0.7 …. .2327 .2296 .2266
X
? 8.0
-0.84 0 Z
Given Normal Probability,
Find the X Value
Second, convert the Z value to X units using
the following formula.
X μ Zσ
8.0 (0.84)5.0
3.80
So 20% of the download times from the distribution with mean
8.0 and standard deviation 5.0 are less than 3.80 seconds.
Assessing Normality
It is important to evaluate how well the data set
is approximated by a normal distribution.
Normally distributed data should approximate
the theoretical normal distribution:
The normal distribution is bell shaped
(symmetrical) where the mean is equal to the
median.
The empirical rule applies to the normal
distribution.
The interquartile range of a normal distribution is
1.33 standard deviations.
Assessing Normality
Construct charts or graphs
For small- or moderate-sized data sets, do stem-and-
leaf display and box-and-whisker plot look
symmetric?
For large data sets, does the histogram or polygon
appear bell-shaped?
Compute descriptive summary measures
Do the mean, median and mode have similar values?
Is the interquartile range approximately 1.33 σ?
Is the range approximately 6 σ?
Assessing Normality
Observe the distribution of the data set
Do approximately 2/3 of the observations lie within
mean ± 1 standard deviation?
Do approximately 80% of the observations lie within
mean ± 1.28 standard deviations?
Do approximately 95% of the observations lie within
mean ± 2 standard deviations?
Evaluate normal probability plot
Is the normal probability plot approximately linear
with positive slope?
The Normal Probability Plot
Normal probability plot (steps):
Arrange data into ordered array
Find corresponding standardized normal quantile (Z)
values
Plot the pairs of points with observed data values (X) on
the vertical axis and the standardized normal quantile
(Z) values on the horizontal axis
Evaluate the plot for evidence of linearity
The Normal Probability Plot
A normal probability plot for data from a normal
distribution will be approximately linear:
X
90
60
30
-2 -1 0 1 2 Z
The Normal Probability Plot
Left-Skewed Right-Skewed
X 90 X 90
60 60
30 30
-2 -1 0 1 2 Z -2 -1 0 1 2 Z
Rectangular
X 90
Nonlinear plots indicate a
60
deviation from normality
30
-2 -1 0 1 2 Z
