Lecture 7: Theoretical Probability
Distribution
The Normal Distribution
Dr. Nour Abdo
Reminder
• Any characteristic that can be measured or
categorized is called a variable.
• If a variable can assume a number of different
values such that any particular outcome is
determined by chance, it is a random variable.
• Random variables are typically represented by
uppercase letters (example X, Y, Z) and could
be discrete or continuous.
• Example blood pressure in males.
Probability Distribution
• Every random variable has a corresponding
probability distribution.
• A probability distribution applies theory of
probability to describe the behavior of the
random variable.
• Example of probability distributions are
Binomial, Poisson, and Normal distributions.
• We will discuss Normal Distribution only in
this class.
The Normal Probability Distribution
• Normal Probability Density Function
1 ( x )2 / 2 2
f ( x) e
2
where:
= mean
= standard deviation
= 3.14159
e = 2.71828
The Normal Distribution (ND)
•The normal curve is unimodal and symmetric
about its means (µ).
•In this special case, the mean, median, and mode
of the distribution are all identical
•Normal distribution is also called Gaussian or
bell-shaped curve.
•The Normal is a theoretical distribution specified
by its two parameters (µ, б).
The Normal Distribution (ND)
• Important in sampling distribution of the mean
(will be discussed later).
• Many random variables of interest (such as BP,
Serum Cholesterol level, Height, Weight) are
approximately normally distributed, the ND curve
can thus be used to estimate probabilities
associated with such variables.
• Total area beneath the normal curve equal to one
• This the most common continuous distribution
Normal Probability Distribution
• Characteristics of the Normal Probability
Distribution
– The standard deviation determines the width of
the curve: larger values result in wider, flatter
curves.
– The total area under the curve is 1 (.5 to the left of
the mean and .5 to the right).
– Probabilities for the normal random variable are
given by areas under the curve.
– The mean can be any numerical value: negative,
zero, or positive.
Effects of and
(a) Changing (b) Increasing
shifts the curve along the axis increases the spread and flattens the curve
1 =6
1 = 2= 6
2= 12
140 160 180 200 140 160 180 200
1 = 160 2 =174 1 = 2 =170
Asymmetric Distributions
of the Population Values
Empirical Rule for Any Normal Curve
• 68% of the values fall within one standard
deviation of the mean
• 95% of the values fall within two standard
deviations of the mean
• 99.7% of the values fall within three standard
deviations of the mean
Empirical Rule for Any Normal Curve
mean = 200 SD=10
68% 95%
-1 +1 -2 +2
190 210 180 220
99.7%
-3 +3
170 230
The Mean and Standard Deviation of the
Normal Distribution Determine
• What proportion of individuals fall into any
range of values
• At what percentile a given individual falls, if
you know their value
• What value corresponds to a given
percentile
Function
• The Normal is a theoretical distribution specified by
its two parameters
Mean Standard Deviation
The Standard Normal Curve
• Because there are many possible normal curves, in
order to make use of their wonderful properties, we
need to standardize it by:
– Convert every normal distribution to the standard normal
distribution and convert all of the scores to standard
scores
– Then use a Table of Areas under the Normal Curve to
interpret and make inferences about the data
Properties of a Standard Normal Curve: z-
scores
• Convert the raw scores to z-scores
• Every Distribution of z-scores:
– Has a mean equal to 0
– Has a standard deviation equal to 1
– Has a shape that is the same as the underlying
distribution of raw scores
The Normal Distribution
• First we look at some general characteristics
of the Z-distribution.
– The area under the entire curve is 1.
– The area under the curve to the left of 0 is 0.5.
– We say, “The probability that Z is to the left of 0 is 0.5.”
– This can be written as Prob ( Z < 0) = 0.5.
0.5
Z
µ=0
The Normal Distribution
• For the Standard Normal Distribution (or Z-
Distribution) we can find probabilities
associated with different values of Z using Z-
tables.
• P(Z<z) is shown below and could be extracted
from the table.
• P(Z>z) =1 –P(Z<z)
Z
The Normal Distribution
• We can find the probability that Z is to the left
of any number using the Z-table.
– Z-tables can also be found on the inside front cover of the
book
– Notice first if we go in the table to the value z = 0.00 we
see the probability is 0.5.
0.5
Z
0
The Normal Distribution
• We can find the probability that Z is to the
left of any number using the Z-table.
Pr ( Z < 1.25) = ? Pr ( Z < 0.50) = ?
Answer Answer
Z Z
1.25 0.50
The Normal Distribution
• More examples of probabilities to the left or
less than a number
Pr ( Z < -2.01) = ? Pr ( Z < -3.75) = ?
Answer
Answer
Z Z
-2.01 -3.75
The Normal Distribution
• To find probabilities between two numbers,
find the less than (of to the left) probability for
each number and then subtract.
Pr (-2.01< Z < 2.01) = ?
ANSWER:
Standard Normal Probability Distribution
• A random variable that has a normal distribution with
a mean of zero and a standard deviation of one is said
to have a standard normal probability distribution.
• The letter z is commonly used to designate this
normal random variable.
• Converting to the Standard Normal Distribution
x
z
• We can think of z as a measure of the number
of standard deviations x is from .
