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NORMAL DISTRIBUTION
The most important continuous probability distribution in the entire field
of statistics is the normal distribution. Its graph, called the normal curve, is the
bell-shaped curve of Figure 1.1, which describes approximately many phenomena
these include biological measurements such as height, weight, and life span, as
well as psychological measurements such as scores on intelligence tests (IQ tests).
In a normal distribution, most values fall near the average, with only a small
percentage of values falling far above or below the average. For example, in a
random sample of adults, most will measure between 120 cm (4 ft) and 210 cm (7
ft) tall, with very few heights outside this range. Normal distributions generally
develop when the sample size or number of observations is very large. In addition,
errors in scientific measurements are extremely well approximated by a normal
distribution. In 1773, Abraham DeMoivre developed the mathematical equation of
the normal curve. It provided a basis for which much of the theory of inductive
statistics is founded. The normal distribution is often referred to as the Gaussian
distribution, in honor of Karl Friedrich Gauss ( 1777 – 1855 ), who also derived
its equation from a study of errors in repeated measurements of the same quantity.
The density function of the normal random variable X, with mean µ and
variance σ2, is
( x )2
1 2
2
f ( x) e
, x
2 2
where and 0 are the parameters known as the mean and the standard
deviation, respectively
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Chapter 1 The Normal Distribution
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4. The location of a normal distribution is determined by the mean. The
dispersion (or spread) of the distribution is determined by the standard
deviation.
5. The coefficient of skewness of a normal distribution is zero, while its
kurtosis is equal to 3.
6. The total area under the curve and above the horizontal axis is equal to 1.
7. For any real number x, P X x 0 .
Since each normally distributed variable has its own mean and standard
deviation, the shape and location of these curves will vary. Therefore, different
tables of values of areas under each curve will be needed for each variable. To
simplify the situation, statisticians use the standard normal distribution. The
standard normal distribution is a normal distribution with a mean of 0 and a
standard deviation of 1.
Any normal distribution can be converted into a standard normal. This can
be done by means of the z-transform:
X
Z
The above formula is also known as the z-statistic, z-values, the standard
normal deviates, or just the normal deviates. Thus, if X is normally distributed
with mean and standard deviation , and for any a and b, then
a b
P a X b P Z
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Chapter 1 The Normal Distribution
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Example 1 Determine the area under the standard normal curve between –1.15
and 0.94.
To use the Standard Probability Table, note that all Z values must first be recorded
to two decimal places. Now, for example we want to get P( Z < 0.94), scan down
the Z column until you locate 0.9. At 0.9, read across this row until you intersect
the column that contains the hundredths place of the Z value. In this case, the z
value is 0.04. Therefore in the body of the table, the tabulated probability for z =
0.94 corresponds to the intersection of the row z = 0.9 with column 0.04. This
probability is 0.8264. Hence, P( Z < 0.94) = 0.8264.
P = 0.8264 – 0.1251
P = 0.7013
-1.15 0.94
Therefore, the area under the standard normal curve between –1.15
and 0.94 is 0.7013.
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Chapter 1 The Normal Distribution
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Producing Normal Probabilities Using Excel
Excel can be used to calculate normal probabilities and the z value corresponding
to a specific probability. For example, suppose we want to get P( Z < 0.94). The
following are the necessary Excel commands to produce the probability.
1. Click Megastat.
2. Select Probability and choose Continuous Probability Distributions.
3. Select Normal Distribution. In this case, we select calculate
probability given z.
4. In the dialog box, enter 0.94. The result will appear if you click
preview at p(lower) or click OK.
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Chapter 1 The Normal Distribution
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Example 2 Determine the area under the standard normal curve above 1.3.
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Chapter 1 The Normal Distribution
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Example 3 The age of subscribers to a certain newspaper are normally
distributed with mean of 32.5 years and standard deviation 4.6.
What is the probability that the age of a random subscriber is
(a) more than 30.5 years; (b) between 25 and 40 years?
Solution:
(a) 1. Calculate the z – transform by selecting Insert and
Function. Choose Statistical and Standardize then press OK.
In the dialog box, enter 30.5 for X, 32.5 for Mean, 4.6 for
Standard_dev. The result will appear in the dialog box. If you
click OK, the answers appear in the spreadsheets.
Example 4 Find the z value for which the area under the standard normal
curve to the left of that value is 0.2583.
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Chapter 1 The Normal Distribution
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0.2583
0.65
The z value is 0.65 when the probability is 0.2583.
In practice, there are some cases that the normality assumption is not
satisfied. Hence, computing the probabilities of certain events may be
cumbersome. But if we want to compute the probability that the sample mean
n
∑X i
is between two fixed real numbers, then an appropriate model will be
X = i =1
n
the normal distribution. This is the content of the Central Limit Theorem, one of
the most important theorems in applied probability and statistics. The theorem
states that if X 1 , X 2 ,..., X n is a random sample from a population with mean µ
and standard deviation σ , then for large sample size n, the sample mean, X , has
approximate normal distribution with mean µ and standard deviation n . The
σ
n
above statement can also be expressed ∑X
i =1
i has an approximate normal
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Chapter 1 The Normal Distribution
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The central limit theorem can be used to answer questions about sample
means in the same manner that the normal distribution can be used to answer
about individual values. The formula for computing z value:
Z = X-µ
σ/√n
σx = 0.5
39 4
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Chapter 1 The Normal Distribution
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result is – 2. Using megastat, z = -2 is equal to 0.0228. Thus, the
probability of hiring a lawyer less than 39 years old is 2.28%.
Aside from the normal distribution, another important distributions are the
student’s t distribution, the chi-square distribution, and F distribution. Just like the
standard normal distribution, all probabilities and critical values can be obtained
using a specialized table. This table is available in all elementary statistics books.
To generate the probabilities and critical values using Excel, click megastat, then
select Probability and choose continuous probability distribution.
Example 6 Find the critical chi-square value for n = 15, a = 0.05 and the test is
a right tailed.
0.05
23.68
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Chapter 1 The Normal Distribution
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Note: Megastat provides critical values for one-tailed test. However, in finding
the critical values for two-tailed test, the probability ( a ) will be divided
by 2.
Name:_______________________________________ Score:______________
Section:______________________________________ Date: ______________
Exercise 1.1
8. P = 0.3780 to it left
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9. P = 0.2009 to its right
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Chapter 1 The Normal Distribution
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Name:_______________________________________ Score:______________
Section:______________________________________ Date: ______________
Exercise 1.2
Answer the following.
1. If the scores for the test have a mean of 90 and a standard deviation of 10,
find the percentage of scores that will fall below 80.
3. The average grade for an exam is 70, and the standard deviation is 5. If
20% of the class is given A’s, and the grades are curved to follow a normal
distribution, what are the lowest possible A and the highest possible B?
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Chapter 1 The Normal Distribution
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centimeters. Assuming that the lengths are normally distributed, what
percentage of the loaves are
a. longer than 31.2 centimeters?
b. shorter than 28.9 centimeters?
c. between 28.1 and 31.2 centimeters in length?
5. For a medical study, the researchers’ wishes to select people in the middle
30% of the population based on blood pressure. If the mean systolic blood
pressure is 110 and the standard deviation is 20, find upper and lower
readings that would qualify people to participate in the study.
6. A certain university desires to accept only the top 15% of all graduating
seniors who took their entrance test. This test has a mean of 500 and a
standard deviation of 100. Assuming that the scores are normally
distributed, find the cutoff score for the test.
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Chapter 1 The Normal Distribution
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a. What is the probability that the individual waits more than 5
minutes?
b. What is the probability that the individual waits between 6 and 10
minutes?
Name:_______________________________________ Score:______________
Section:______________________________________ Date: ______________
Exercise 1.3
Answer the following.
3. At a large university, the mean age of graduate students who are majoring
in Mathematics is 34.6 years and the standard deviation is 1.2 years. If a
random sample of 64 individuals selected at random, find the probability
that the mean age is
a. below 30 years old
b. above 36 years old
c. between 32 and 35 years old.
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Chapter 1 The Normal Distribution
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4. The time it takes for a certain pain reliever to begin reducing pain is 2
hour2, with standard deviation of 7 minutes. If a random sample of 100
patients who took the pain reliever selected at random, find the probability
that it will take the medication more than 100 minutes to take effect.
5. A certain company manufactures cell phones that have a length of life that
is approximately normally distributed, with mean equal to100 months and
a standard deviation of 7 months. Find the probability that a random
sample of 25 cell phones will have an average life of less than 94 months.
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Chapter 1 The Normal Distribution
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Name:_______________________________________ Score:______________
Section:______________________________________ Date: ______________
Exercise 1.4
Answer the following.
a. f 0.05 ( 9,20 )
b. f 0.01 ( 27,10 )
c. f 0.025 ( 29, 17 )
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Chapter 1 The Normal Distribution
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c 35 0.01
d 20 36.781
e 28 37.697
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