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2
1 x −µ
PDF: 1 −
f(x) = e 2 σ
σ 2π
µ = mean
σ = standard deviation
π = 3.14159
e = 2.71828
Effect of varying parameters
µ & σ)
(µ
f(X)
B
A C
X
Empirical Rule
About 68% of the area lies
within 1 standard deviation
68% of the mean
X
a b
Standard Normal Distribution
The normal distribution with parameter values
µ = 0 and σ = 1
The random variable is denoted by Z.
The pdf is
1 − z2 / 2
f ( z;0,1) = e −∞ < z < ∞
σ 2π
The cdf is
z
Φ( z ) = P( Z ≤ z ) = ∫ f ( y;0,1)dy
−∞
Standard Normal Distribution
0 z
Standard Normal Distribution
(Example)
Find the area under the standard normal curve to
the left of z = 1.95
Solution:
Standard Normal Distribution
(Example)
a. P( Z ≤ 0.85)
1 − P( Z ≤ 1.32) = 0.0934
Standard Normal Distribution
c. P(−2.1 ≤ Z ≤ 1.78)
Determine the area to the left of 1.78 then subtract
the area to the left of –2.1.
= P( Z ≤ 1.78) − P( Z ≤ −2.1)
= 0.9625 – 0.0179
= 0.9446
Converting to the standard normal
distribution
But what if the variable is not standard normal? The
statistical tables are only for standard normal variable z.
Solution: convert the normal variable into a standard
normal variable by changing each x value into a z value.
Once the variable is converted to a standard normal
variable, look at the standard normal tables for the
probabilities.
Standardize the Normal
Distribution
X −µ
Z=
Normal σ Standardized
Distribution Normal Distribution
σ σ=1
µ µ= 0 Z
X
One table!
Normal probability distribution
(Example)
A food company produces cans of beans. The net weight
of a can of bean is normally distributed with mean 524
gm and standard deviation 3 gm. A can of bean is
randomly selected. Calculate the probability that the net
weight is:
(a) More than 526 gm.
(b) Less than 523 gm.
(c) Between 523 gm and 526 gm.
Normal probability distribution
(Example)
526 − 524
(a) P ( x > 526 ) = P Z >
3
= P( Z > 0.67)
= 1 − 0.7486
= 0.2514
523 − 524
(b) P ( x < 523) = P Z <
3
= P( Z < −0.33)
= 1 − 0.6293
= 0.3707
Normal probability distribution
(Example)
(c) P (523 < x < 526) = P 523 − 524 < Z < 526 − 524
3 3
= P (−0.33 < Z < 0.67)
= P ( Z < 0.67) − [1 − P( Z < 0.33)]
= 0.7486 − (1 − 0.6293)
= 0.7486 − 0.3707
= 0.3779
Normal probability distribution
(TRY)
An oil company sells on average 15 gallons of oil per
week with a standard deviation of 6 gallons. What is
the probability that the oil company will sell more
than 20 gallons next week?
Thank
you