The Normal Distribution

Possible Outcomes

HHH HTH THH TTH

HHT HTT THT TTT
Probability distribution
of the random variable X
No. Heads Probability
x P(X=x)
0 0.125
1 0.375
2 0.375
3 0.125
1.000
 Probability histogram for the
number of heads obtained in 3 tosses
of a balanced dime
Relative-frequency histogram
& superimposed normal curve
 Normally Distributed
Variables & Normal-
Curve Areas
For a normally distributed variable, the
percentage of all possible observations that lie
within any specified range equals the
corresponding area under its associated
normal curve, expressed as a percentage
 Normally Distributed
Variable

A normally distributed variable is one whose

distribution has the shape of a normal curve.
A normal curve
Graph of generic normal
distribution
Three normal distributions
 Characteristics of a
Normal Curve

1. Bell-shaped with center at the mean, m.

2. Extends to infinity in both directions.
3. Area under the curve equals 1.
4. > 99% of area falls within +/- 3s from m.
Graph of generic normal
distribution
 Standardized Variable
For a variable x, the variable
z= x-m
s
is called the standardized version of x
or
the standardized variable
corresponding to the variable x.
 Standard Normal
Distribution/Curve

A normally distributed variable having mean 0

and standard deviation 1 is said to have the
standard normal distribution. It’s associated
normal curve is called the standard normal
curve.
Standard Normal Curve
Standardizing normal
distributions
Finding percentages from
areas under the standard
normal curve
Standard Normal Distribution
and Standard Normal Curve
 Basic Properties of the
Standard Normal Curve
1. Total area under SNC is 1.
2. SNC extends indefinitely in both directions,
approaching, but never touching the x-axis.
3. SNC is symmetric about 0. The two halves
are mirror images of each other.
4. Almost all the area under the SNC lies
between –3 and +3.
 Finding the area under the
standard normal curve to the
left of 1.23
 Finding the area under the
standard normal curve to the
left of 1.23
 Finding the area under the
standard normal curve to the
right of 0.76
 Finding the area under the
standard normal curve to the
right of 0.76
 Finding the area under the
standard normal curve that
lies between –0.68 and 1.82
 Finding the area under the
standard normal curve that
lies between –0.68 and 1.82
Summary
Finding the z-score having
area 0.04 to its left
Areas under the standard
normal curve
Finding the z-score having
area 0.04 to its left
 The za Notation

The symbol za is used to

denote the z-score having area
alpha to its right under the
standard normal curve.
The za notation
z 0.025
z 0.025
z 0.05
z 0.05
Finding two z-scores dividing
the area under the SNC
Finding two z-scores dividing
the area under the SNC
To Determine % or P(X) for a
NDV
1. Sketch the normal curve associated with the
variable.
2. Shade the region of interest: mark the x-
values.
3. Compute the z-scores for the x-values.
4. Use the table to compute the area under the
Standard Normal Curve.
Graph of Procedure
To Determine Observations
for a % or P(X) for a NDV
1. Sketch the normal curve associated with
the variable.
2. Shade the region of interest.
3. Use the table to obtain z-scores for shaded
region.
4. Obtain the x-value having the z-score
obtained the step above.
 Example
An article by Scott M. Berry titled “Drive for
Show and Putt for Dough” (Chance,1999,
Vol. 12(4),pp. 50-54)discussed driving
distances of PGA players. The mean distance
for tee-shots on the 1999 men’s PGA tour is
272.2 yards with a standard deviation of
8.12 yards. Assume that the 1999 tee-shot
distances are normally distributed.
 Example
a. Find the percentage of tee-shots between 260
and 280 yards.
b. Find the percentage of tee-shots greater than
300 yards.
c. Find the 95th percentile.
 68.26 -95.44-99.74 Rule
For a Normally distributed variable:
1. > 68.26% of all possible observations lie
within one standard deviation on either side
of the mean (between m-s and m+s).
2. > 95.44% of all possible observations lie
within two standard deviations on either side
of the mean (between m-2s and m+2s).
3. > 99.74% of all possible observations lie
within two standard deviations on either side
of the mean (between m-3s and m+3s).
68.26-95.44-99.74 Rule
 Example
a. Find the percentage of tee-shots between 260
and 280 yards.
b. Find the percentage of tee-shots greater than
300 yards.
c.Find the 95th percentile.