Normal Probability

Distribution

Anisa Fahmi
3 April 2018

6.1 - 1
 Preview
Chapter focus is on:
• Continuous random variables
• Normal distributions
2
1 æ x- µ ö
- ç ÷
2è s ø
e
f (x ) =
s 2p
Formula 6-1
Distribution determined
by fixed values of mean
Figure 6-1 and standard deviation
6.1 - 2
 Uniform Distribution

A continuous random variable has a

uniform distribution if its values are
spread evenly over the range of
probabilities. The graph of a uniform
distribution results in a rectangular shape.

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 Density Curve
A density curve is the graph of a continuous
probability distribution. It must satisfy the
following properties:

2. Every point on the

curve must have a
1. The total area under vertical height that is 0
the curve must equal 1. or greater. (That is, the
curve cannot fall below
the x-axis.)

Because the total area under the density curve is equal to 1,

there is a correspondence between area and probability.
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 Using Area to Find Probability
Given the uniform distribution illustrated, find
the probability that a randomly selected
passenger has a waiting time greater than 2
minutes
The shaded area
represents waiting
times greater than 2
minutes. Because
the total area under
the density curve is
equal to 1, there is a
correspondence
between area and
probability → 0.6
6.1 - 5
 Standard Normal Distribution
The standard normal distribution is a
normal probability distribution with µ = 0
and s = 1. The total area under its density
curve is equal to 1.

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Table A-2

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 Thermometers
The Precision Scientific Instrument Company manufactures
thermometers that are supposed to give readings of 0ºC at
the freezing point of water. Tests on a large sample of these
instruments reveal that at the freezing point of water, some
thermometers give readings below 0º (denoted by negative
numbers) and some give readings above 0º (denoted by
positive numbers). Assume that the mean reading is 0ºC and
the standard deviation of the readings is 1.00ºC. Also
assume that the readings are normally distributed. If one
thermometer is randomly selected, find the probability that, at
the freezing point of water, the reading is less than 1.27º.

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continue

P (z < 1.27) = 0.8980

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Look at Table A-2

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 continue
P (z < 1.27) = 0.8980

The probability of randomly selecting a thermometer

with a reading less than 1.27º is 0.8980.
Or 89.80% will have readings below 1.27º.
6.1 - 11
 Thermometers Again
If thermometers have an average (mean) reading of 0 degrees
and a standard deviation of 1 degree for freezing water, and if
one thermometer is randomly selected, find the probability that
it reads (at the freezing point of water) above –1.23 degrees.
P (z > –1.23) = 0.8907

Probability of randomly selecting a thermometer with a reading above –1.23º is

0.8907.
Or 89.07% of the thermometers have readings above –1.23 degrees.
6.1 - 12
 Thermometers III
A thermometer is randomly selected. Find the probability that it reads
(at the freezing point of water) between –2.00 and 1.50 degrees.

P (z < –2.00) = 0.0228

P (z < 1.50) = 0.9332
P (–2.00 < z < 1.50) =
0.9332 – 0.0228 = 0.9104

The probability that the chosen thermometer has a reading between – 2.00 and
1.50 degrees is 0.9104.
If many thermometers are selected and tested at the freezing point of water,
then 91.04% of them will read between –2.00 and 1.50 degrees. 6.1 - 13
 Finding z Scores
When Given Probabilities

5% or 0.05

(z score will be positive)

Finding the 95th Percentile

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 Finding z Scores
When Given Probabilities - cont

5% or 0.05

1.645
(z score will be positive)
Finding the 95th Percentile
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 Finding z Scores
When Given Probabilities - cont

(One z score will be negative and the other positive)

Finding the Bottom 2.5% and Upper 2.5%

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 Finding z Scores
When Given Probabilities - cont

(One z score will be negative and the other positive)

Finding the Bottom 2.5% and Upper 2.5%

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 Section 6-3
Applications of Normal
Distributions

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 Key Concept
This section presents methods for working with normal
distributions that are not standard. That is, the mean
is not 0 or the standard deviation is not 1, or both.
The key concept is that we can use a simple
conversion that allows us to standardize any normal
distribution so that the same methods of the previous
section can be used.

x–µ
Conversion Formula z= s

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Converting to a Standard
Normal Distribution

x–µ
z= s

6.1 - 20
 Weights Water Taxi
Passengers

In the Chapter Problem, we noted that the safe load for a

water taxi was found to be 3500 pounds. We also noted
that the mean weight of a passenger was assumed to be
140 pounds. Assume the worst case that all passengers
are men. Assume also that the weights of the men are
normally distributed with a mean of 172 pounds and
standard deviation of 29 pounds. If one man is randomly
selected, what is the probability he weighs less than 174
pounds?

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 continue

µ = 172 174 – 172

z = = 0.07
s = 29 29
P ( x < 174 lb.) = P(z < 0.07)
= 0.5279

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Lightest and Heaviest
Use the data from the previous example
to determine what weight separates the
lightest 99.5% from the heaviest 0.5%?

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 Lightest and Heaviest (continue)

x = µ + (z ● s)
x = 172 + (2.575 • 29)
x = 246.675 (247 rounded)

The weight of 247 pounds separates the lightest 99.5%

from the heaviest 0.5%
6.1 - 24
 Section 6-4
Sampling Distributions
and Estimators

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 Definition

The sampling distribution of a statistic (such as the sample

mean or sample proportion) is the distribution of all values
of the statistic when all possible samples of the same size
n are taken from the same population. (The sampling
distribution of a statistic is typically represented as a
probability distribution in the format of a table, probability
histogram, or formula.)
The sampling distribution of the mean is the distribution of
sample means, with all samples having the same sample
size n taken from the same population. (The sampling
distribution of the mean is typically represented as a
probability distribution in the format of a table, probability
histogram, or formula.)
6.1 - 26
A friend of the author has three children with ages of 4, 5,
and 9. If two ages are randomly selected with replacement
from the population {4, 5, 9}, identify the sampling
distribution of the sample mean by creating a table
representing the probability distribution of the sample
mean. Do the values of the sample mean target the value
of the population mean?

!
"=$=%
6.1 - 27
 Properties

Sample means target the value of the

population mean. (That is, the mean
of the sample means is the population
mean. The expected value of the
sample mean is equal to the
population mean.)

The distribution of the sample means

tends to be a normal distribution.

6.1 - 28
 Definition
The sampling distribution of the variance is the distribution
of sample variances, with all samples having the same
sample size n taken from the same population. (The
sampling distribution of the variance is typically
represented as a probability distribution in the format of a
table, probability histogram, or formula.)

Properties
v Sample variances target the value of the population
variance. (That is, the mean of the sample variances is
the population variance. The expected value of the
sample variance is equal to the population variance.)
v The distribution of the sample variances tends to be a
distribution skewed to the right.
6.1 - 29
Consider repeating this process: Roll a die 5
times to randomly select 5 values from the
population {1, 2, 3, 4, 5, 6}, then find the mean x
of the results. What do we know about the
behavior of all sample means that are generated
as this process continues indefinitely?

Specific results from 10,000 trials

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Definition
The sampling distribution of the proportion is
the distribution of sample proportions, with
all samples having the same sample size n
taken from the same population.
p = population proportion
!
" = sample proportion

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 Properties
Sample proportions target the value of
the population proportion. (That is, the
mean of the sample proportions is the
population proportion. The expected
value of the sample proportion is equal
to the population proportion.)

The distribution of the sample

proportion tends to be a normal
distribution.

6.1 - 32
 Unbiased Estimators Biased Estimators

These statistics are These statistics are biased

unbiased estimators. That
is, they each target the
value of the corresponding
population parameter:
!̅ , # $ , %̂
These statistics are
better in estimating the
population parameter.
estimators. That is, they
do not target the value of
the corresponding
population parameter:
Median, Range, Standard
deviation (s)

*Important Note: The sample standard deviations do not

target the population standard deviation s, but the bias is
relatively small in large samples, so s is often used to
estimate s even though s is a biased estimator of s
6.1 - 33
 use the population of ages {56, 49, 58, 46} of the four U.S.
presidents (Lincoln, Garfield, McKinley, Kennedy) when
they were assassinated in office. Assume that random
samples of size n = 2 are selected with replacement
Sampling Distribution of the Sample Mean
a. After identifying the 16 different possible samples, find the
mean of each sample, then construct a table representing
the sampling distribution of the sample mean. In the table,
combine values of the sample mean that are the same.
b. Compare the mean of the population {56, 49, 58, 46} to the
mean of the sampling distribution of the sample mean.
c. Do the sample means target the value of the population
mean? In general, do sample means make good
estimators of population means? Why or why not?
Repeat Exercise using medians, ranges, & variances.
6.1 - 34
Sample Sample Sample Sample Sample
means medians ranges varians Sample Probability
mean !
"
46, 46 46 46 0 0
46, 49 47.5 47.5 3 4.5 46 1/16
46, 56 51 51 10 50 47,5 2/16
46, 58 52 52 12 72 51 2/16
49, 46 47.5 47.5 3 4.5 52 2/16
49, 49 49 49 0 0
49 1/16
49, 56 52.5 52.5 7 24.5
52,5 2/16
49, 58 53.5 53.5 9 40.5
56, 46 51 51 10 50
53,5 2/16
56, 49 52.5 52.5 7 24.5 56 1/16
56, 56 56 56 0 0 57 2/16
56, 58 57 57 2 2 58 1/16
58, 46 52 52 12 72
the mean of the sample = 52.25
58, 49 53.5 53.5 9 40.5
the mean of the population
58, 56 57 57 2 2 =(46+49+56+58)/4 = 52.25
58, 58 58 58 0 0
6.1 - 35
Sample Probability Sample Probability Sample Prob.
median range variances (!" )
46 1 0 4/16 0 4/16
47.5 2 2 2/16 2 2/16
49 1 3 2/16 4,5 2/16
51 2 7 2/16 24,5 2/16
52 2 9 2/16 40,5 2/16
52.5 2 10 2/16 50 2/16
53.5 2 12 2/16 72 2/16
56 1
the mean of the sample
57 2 the mean of the sample variances = 24.1875
58 1 ranges = 5,375 # $ = 24.1875
the range of the population
the mean of the sample = 58 – 46 = 12
medians = 52.25
the median of the
population = 52.5

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 Section 6-5
The Central Limit
Theorem

6.1 - 37
 Key Concept
The Central Limit Theorem tells us that for a population with
any distribution, the distribution of the sample means
approaches a normal distribution as the sample size
increases.
The procedure in this section form the foundation for
estimating population parameters and hypothesis testing.

Central Limit Theorem

For all samples of the same size n with n >30, the sampling
distribution of !̅ can be approximated by a normal distribution
with mean # and standard deviation $& %
Simple random samples all of size n are selected from the
population so that all possible samples of the same size n
have the same chance of being selected.)
6.1 - 38
 Conclusions
The distribution of sample x will,
as the sample size increases,
approach a normal distribution.

Central
The mean of the sample
Limit means is the population
mean µ.
Theorem
The standard deviation of all
sample means is !# "

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NOTATION

the mean of
the sample •"#̅ = "
means

' (often called

the standard
deviation of •&#̅ = the standard

sample mean ( error of the

mean)

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 Normal Distribution

As we proceed
from n = 1 to
n = 50, we see
that the
distribution of
sample means
is approaching
the shape of a
normal
distribution.

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 Uniform Distribution

As we proceed
from n = 1 to
n = 50, we see
that the
distribution of
sample means
is approaching
the shape of a
normal
distribution.

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 U-Shaped Distribution

As we proceed
from n = 1 to
n = 50, we see
that the
distribution of
sample means
is approaching
the shape of a
normal
distribution.

6.1 - 43
The central limit Theorem and the Sampling Dist. of !
"

Given The original

population has mean
# and standard
deviation $

Simple random
samples of the same
size n are selected
from the population

" is a normal distribution parameters:

The distribution of !
#%̅ = # When working with a mean for
(
$%̅ = ) some sample of n values, be
sure to use the value of (0 ) for
%̅,-
z score conversion of *̅ : + = . the standard deviation.
/ 6.1 - 44
 Water Taxi Safety
Passengers died when a water taxi sank in Baltimore’s Inner
Harbor. Men are typically heavier than women and
children, so when loading a water taxi, assume a worst-case
scenario in which all passengers are men. Assume the
population of weights of men is normally distributed with a
mean of 172 lb and a standard deviation of 29 lb. The water
taxi that sank had a stated capacity of 20 passengers, and
the boat was rated for a load limit of 3500 lb.
a) Find the probability that if an individual man is randomly
selected, his weight is greater than 175 lb.

b) Find the probability that 20 randomly selected men will

have a mean weight that is greater than 175 lb (so that their
total weight exceeds the safe capacity of 3500 pounds).
6.1 - 45
 continue
a) Find the probability that if an
individual man is randomly selected,
his weight is greater than 175 lb.
z = 175 – 172 = 0.10 P(x > 175) = 0.4602
29

6.1 - 46
 continue
b) Find the probability that 20 randomly
selected men will have a mean weight
that is greater than 175 lb (so that their
total weight exceeds the safe capacity of
3500 pounds).

z = 175 – 172 = 0.46 P(!" > 175) = 0.3228

29
20 It is much easier for an
individual to deviate
from the mean than it
is for a group of 20 to
deviate from the mean.

6.1 - 47
 Interpretation of Results

Given that the safe capacity of the water taxi

is 3500 pounds, there is a fairly good chance
(with probability 0.3228) that it will be
overloaded with 20 randomly selected men.

6.1 - 48
Correction for a Finite Population
In applying the central limit theorem, our use of "#̅ = &( '
assumes that the population has infinitely many members.
When sampling without replacement and the sample size n is
greater than 5% of the finite population of size N (that is, n >
0.05N ), adjust the standard deviation of sample means by
multiplying it by the finite population correction factor:

s N–n
sx = n N–1

finite population
correction factor 6.1 - 49
 Section 6-6
Normal as Approximation
to Binomial

6.1 - 50
 Key Concept
A method for using a normal distribution as an
approximation to the binomial probability distribution.

For a proportion !, if the conditions of np ≥ 5 and

nq ≥ 5 are both satisfied, then probabilities from a
binomial probability distribution can be
approximated well by using a normal distribution
with mean μ = np and standard deviation " = $!%

Because a binomial probability distribution

typically uses only whole numbers for the random
variable x, but the normal approximation is
continuous, we use a “continuity correction” with a
whole number x represented by the interval from
& − 0.5 to & + 0.5
6.1 - 51
x = at least 8
(includes 8 and above)

x = more than 8
(doesn’t include 8)

x = at most 8
(includes 8 and below)

x = fewer than 8
(doesn’t include 8)

x = exactly 8
6.1 - 52
 Number of Men Among Passengers
Finding the Probability of
“At Least 122 Men” Among 213 Passengers

1. Verify that !" ≥ 5 and !% ≥ 5!

2. ) = !" = 106.5
3. / = !"% = 7.30
454.67489.6
4. 2 3 = 121.5 = :.;8
= 2.06

6.1 - 53