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S9

E Chapter 6 ~ Normal Probability Distributions

P ( a x b)

a b x
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Standard Normal Distribution
Properties:
The total area under the normal curve is equal to 1
The distribution is mounded and symmetric; it extends indefinitely in both
directions, approaching but never touching the horizontal axis
The distribution has a mean of 0 and a standard deviation of 1
The mean divides the area in half, 0.50 on each side
Nearly all the area is between z = -3.00 and z = 3.00

Notes:

Table 3, Appendix B lists the probabilities associated with the intervals
from the mean (0) to a specific value of z

Probabilities of other intervals are found using the table entries,
addition, subtraction, and the properties above

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Table 3, Appendix B Entries

0 z

The table contains the area under the standard normal curve
between 0 and a specific value of z
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Example
Example: Find the area under the standard normal curve between
z = 0 and z = 1.45

0 145
. z
A portion of Table 3:
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06
..
.
1.4 0.4265
..
.

P (0 z 145
. ) 0.4265
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Example
Example: Find the area under the normal curve to the right
of z = 1.45; P(z > 1.45)

Area asked for


0.4265

0 145
. z

P ( z 145
. ) 0.5000 0.4265 0.0735
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Example
Example: Find the area to the left of z = 1.45; P(z < 1.45)

0.5000 0.4265

0 145
. z

P( z 145
. ) 0.5000 0.4265 0.9265
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Notes

The addition and subtraction used in the previous
examples are correct because the areas represent
mutually exclusive events

The symmetry of the normal distribution is a key factor in determining
probabilities associated with values below (to the left of) the mean. For
example: the area between the mean and z = -1.37 is exactly the same as the
area between the mean and z = +1.37.


When finding normal distribution probabilities, a sketch is
always helpful
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Example
Example: Find the area between the mean (z = 0) and
z = -1.26

Area asked for Area from table


0.3962

1.26 0 1.26 z

P ( 126
. z 0) 0.3962
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Example
Example: Find the area to the left of -0.98; P(z < -0.98)

Area asked for Area from table


0.3365

0.98 0 0.98

P ( z 0.98) 0.5000 0.3365 0.1635


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Example
Example: Find the area between z = -2.30 and z = 1.80

0.4893 0.4641

2.30 0 180
.

P ( 2.30 z 180
. ) P ( 2.30 z 0) P ( 0 z 180
. )
0.4893 0.4641 0.9534
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Example
Example: Find the area between z = -1.40 and z = -0.50

Area asked
for

-1.40 - 0.50 0 0.50 1.40

P ( 1.40 z 0.50) P (0 z 140


. ) P (0 z 0.50)
0.4192 01915
. 0.2277
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Normal Distribution Note

The normal distribution table may also be used to determine
a z-score if we are given the area (working backwards)

Example: What is the z-score associated with the 85th


percentile?

15% 0.3500

implies

P85 0 z
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Solution
In Table 3 Appendix B, find the area entry that is closest to
0.3500:

z 0.00 0.01 0.02 0.03 0.04 0.05


..
.
1.0 0.3485 0.3500 0.3508
..
.

The area entry closest to 0.3500 is 0.3508


The z-score that corresponds to this area is 1.04
The 85th percentile in a standard normal distribution is 1.04

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Example
Example: What z-scores bound the middle 90% of a
standard normal distribution?

90% 0.4500

implies

0 z 0 z

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Solution
The 90% is split into two equal parts by the mean. Find the
area in Table 3 closest to 0.4500:
z 0.00 0.01 0.02 0.03 0.04 0.05
..
.
1.6 0.4495 0.4500 0.4505
..
.

0.4500 is exactly half way between 0.4495 and 0.4505


Therefore, z = 1.645
z = -1.645 and z = 1.645 bound the middle 90% of a normal distribution

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E 6.3 ~ Applications of Normal Distributions

Apply the techniques learned for the z distribution to all


normal distributions

Start with a probability question in terms of


x-values

Convert, or transform, the question into an equivalent probability statement


involving
z-values

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Standardization
Suppose x is a normal random variable with mean and
standard deviation
x
The random variable z has a standard normal

distribution

c x
c
0 z

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Example
Example: A bottling machine is adjusted to fill bottles with a mean
of 32.0 oz of soda and standard deviation of 0.02. Assume the
amount of fill is normally distributed and a bottle is selected at
random:
1) Find the probability the bottle contains between 32.00 oz and 32.025 oz
2) Find the probability the bottle contains more than 31.97 oz

Solutions:
32.00 32.00 32.0
1) When x 32.00 ; z 0.00
0.02

32.025 32.025 32.0


When x 32.025; z 1.25
0.02
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Solution Continued

Area asked for

32.0 32.025 x
0 1.25 z

32.0 32.0 x 32.0 32.025 32.0


P ( 32.0 x 32.025) P
0.02 0.02 0.02
P ( 0 z 1.25) 0. 3944
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Example, Part 2
2)

3197
. 32.0 x
150
. 0 z

x 32.0 3197
. 32.0
P ( x 3197
. ) P P( z 150)
.
0.02 0.02
0.5000 0.4332 0.9332
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Notes
The normal table may be used to answer many kinds of questions
involving a normal distribution

Often we need to find a cutoff point: a value of x such that there is


a certain probability in a specified interval defined by x

Example: The waiting time x at a certain bank is approximately


normally distributed with a mean of 3.7 minutes and a
standard deviation of 1.4 minutes. The bank would like
to claim that 95% of all customers are waited on by a teller within c
minutes. Find the value of c that makes this statement true.

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Solution

0.0500

0.5000 0.4500

3.7 c x
0 1645
. z

P ( x c) 0.95 c 3.7
1645
.
x 3.7 c 3.7 14
.
P 0.95 c (1645 . ) 3.7 6.003
14. 1.4 . )(14
c 3.7 c 6 minutes
P z 0.95
.
14
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Example
Example: A radar unit is used to measure the speed of automobiles
on an expressway during rush-hour traffic. The speeds of
individual automobiles are normally distributed with a
mean of 62 mph. Find the standard deviation of all speeds
if 3% of the automobiles travel faster than 72 mph.

0.0300

0.4700

62 72 x
0 188
. z
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Solution
P( x 72) 0.03 P ( z 188
. ) 0.03

x 72 62
z ; 1.88 =

. 10
188

10 / 188
. 5.32

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Notation
If x is a normal random variable with mean and standard deviation , this is often
denoted:
x ~ N(, )

Example: Suppose x is a normal random variable with = 35 and = 6. A


convenient notation to identify this random variable is: x ~ N(35, 6).

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6.4 ~ Notation
z-score used throughout statistics in a variety of ways

Need convenient notation to indicate the area under


the standard normal distribution

z() is the algebraic name, for the z-score (point on the z axis)
such that there is of the area (probability) to the right of z()

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Illustrations
z(0.10) represents the
value of z such that the 010
.
area to the right under
the standard normal
curve is 0.10
0 z(0.10) z

z(0.80) represents the


value of z such that the
area to the right under 0.80
the standard normal
curve is 0.80
z(0.80) 0 z
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Example
Example: Find the numerical value of z(0.10):

Table shows this area (0.4000)

0.10 (area information


from notation)

0 z(0.10) z

Use Table 3: look for an area as close as possible to 0.4000


z(0.10) = 1.28

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Example
Example: Find the numerical value of z(0.80):

Look for 0.3000; remember


that z must be negative

z(0.80) 0 z

Use Table 3: look for an area as close as possible to 0.3000


z(0.80) = -0.84

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Notes
The values of z that will be used regularly come from
one of the following situations:

1. The z-score such that there is a specified area in one tail of


the normal distribution

2. The z-scores that bound a specified middle proportion of the


normal distribution

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Example
Example: Find the numerical value of z(0.99):

0.01

z(0.99) 0 z

Because of the symmetrical nature of the normal distribution, z(0.99) = -z(0.01)


Using Table 3: z(0.99) = -2.33

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Example
Example: Find the z-scores that bound the middle 0.99 of the normal
distribution:

0.005 0.005
0.495 0.495

z(0.995) 0 z(0.005)
or
-z(0.005)

Use Table 3:
z(0.005) = 2.575 and z(0.995) = -z(0.005) = -2.575
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