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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)
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
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)
0.98 0 0.98
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
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:
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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
..
.
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E 6.3 ~ Applications of Normal Distributions
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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
32.0 32.025 x
0 1.25 z
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
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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(, )
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6.4 ~ Notation
z-score used throughout statistics in a variety of ways
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
0 z(0.10) z
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Example
Example: Find the numerical value of z(0.80):
z(0.80) 0 z
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Notes
The values of z that will be used regularly come from
one of the following situations:
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Example
Example: Find the numerical value of z(0.99):
0.01
z(0.99) 0 z
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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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