NORMAL DISTRIBUTION and PROBABILITY

lecture 3

Mat E 14 Design and Analysis of Experiments in Materials Engineering

Probability

likelihood of the occurrence of an event resulting from statistical experiments

ranges from 0 to 1 notation: P(A) =

The Number Of Ways Event A Can Occur The total number Of Possible Outcomes

Example:
Choose a number at random from 1 to 5.

What is the probability of each outcome? What is the probability that the number chosen is even? What is the probability that the number chosen is odd?

Normal Probability Distribution

As we make more and more flips, the graph of the probability of an event becomes smoother and approaches the bell curve, or normal distribution

CENTRAL LIMIT THEOREM

If all samples of a particular size are selected from any population, the sampling distribution of the sample means is approximately a normal distribution. This approximation improves as the sample size increases. Implication: For large random samples, the shape of the sampling distribution of the sample means is close to a normal probability distribution. Application: Allows the use of the normal probability distribution to create confidence intervals for the population mean. (sampling and sampling distributions and confidence intervals)

Normal Probability Distribution

also known as a normal curve, a bell curve or a Gaussian curve (Johann Carl Friedrich Gauss) important parameters: - mean() and - standard deviation () = distance between the mean and the inflection point

Normal Probability Distribution

Characteristics: single peak at the center of distribution mean, median, and mode are equal
symmetrical about its mean
Falls off smoothly in either direction from the central value, asymptotic Has long tapering tails that extend indefinitely in both direction

total area of the curve is equal to 1 Density function is given as:

to avoid the difficult task of solving integrals of normal density functions, tables have been made for standard normal distributions.

Normal Probability Distribution

As the value of becomes bigger, the curve becomes flatter or becomes more platykurtic (distribution is more dispersed) Two parameters that define the normal distribution are and .
= indicates the position of the normal curve along the horizontal axis = determines the peakedness of the curve at its center

Standard Normal Probability Distribution

There is an infinite number of possible normal distributions but the most important member of this family is the one which has a mean of 0 and standard deviation of 1. This is the so-called standard normal distribution.

Standard Normal Probability Distribution

most important type of distribution because the areas under the curve of a standard normal probability distribution can be found in statistical tables any normal probability distribution may be transformed into a standard normal distribution by performing the Z transformation

Introducing the Z-Score

You are asked to evaluate a customer complaint about the time it took to be serviced on a telephone customer help line. The session took 9 minutes. Question: Is the event typical or atypical?

Introducing the Z-Score

Approach: Step 1: How different is this from the typical time? Assume the process mean = 4 Calculate the distance from the mean: (x- ) = 9 - 4 = 5 Step 2: Is 5 minutes a typical difference? Assume the process standard deviation = 4.5 Calculate the ratio of the distance with the std deviation: (x- ) / = 5 / 4.5 = 1.11 standard deviations

Introducing the Z-Score

Z Score The number of standard deviations between a value and the mean Z = (x- ) /
How far the value is from the average?

How typical is the distance 1 std dev distance = standard 2 std dev distances = atypical 3 std dev distances = rare

Areas Under the Normal Curve

The area under the curve bounded by two ordinates a and b equals the probability that the random variable X assumes a value between a and b

Areas Under the Normal Curve

About 68% of the area under the normal curve is within plus one and minus one standard deviation of the mean. This can be written as 1. About 95% of the area is within plus and minus two standards of the mean, written 2. Practically all of the area under the normal curve is within three standard deviations of the mean, written 3. Shown diagrammatically:

Z Transformation
Example: If the z-value is computed to be 1.91, what is the area under the normal curve between the mean and x?

resulting area = 0.47193

Z Transformation
Example: If the z-value is computed to be 1.91, what is the area under the normal curve between the mean and x?

resulting area = 0.47193

Z Transformation
Some Z table gives the proportion of population LESS THAN or EQUAL a specific Z P (z < 0.10) = 0.53983 P (z < 0.13) = 0.55172 P (z < 1.56) = 0.94062

Z Transformation
Since all probabilities add up to 1.0: P (z > 0.10) = 1- P (z < 0.10) = 1- 0.53983 = 0.46017

53.983%

46.017%

Z Transformation
Since the Standard Normal Distribution is symmetrical: P (z < -0.10) = P (z > 0.10) = 1- 0.53983 = 0.46017

P (z < -1.00) = P (z > 1.00) = 1- 0.84134 = 0.15866

Z-Table from 0 to Z

Z Transformation
Example 1: Given a standard normal distribution, find the area under the curve that lies
to the right of z = 1.84, and between z = -1.97 and z = 0.86

Example 2: Given a standard normal distribution, find the value of k

such that P (z >k ) = 0.3015 P (k < z < -0.18) = 0.4197

Z Transformation
Example 3: Given a normal distribution with =50 and =10, find the probability that X assumes a value between 45 and 62.

Example 4: Given a normal distribution with =300 and =50, find the probability that X assumes a value greater than 362. Example 5: A certain type of storage batter lasts, on average, 3.0 years, with a standard deviation of 0.5 year. Assuming that the battery lives area normally distributed, find the probability that a given battery will last less than 2.3 years.