Normal Distribution

MATH30-6
Probability and Statistics
 Objectives
At the end of the lesson, the students are expected to
• Standardize normal random variables; and
• Use the table for the cumulative distribution function
of a standard normal distribution to calculate
probabilities.
 Normal Distribution
• Also referred to as a Gaussian distribution

A random X with probability density function

1 − 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎2 −∞<𝑥 <∞
2𝜋𝜎
(4-8)
is a normal random variable with parameters μ, where
−∞ < μ < ∞, and σ > 0. Also
E(X) = μ and V(X) = σ2
(4-9)
and the notation N(μ, σ2) is used to denote the
distribution.
Properties of the Normal Curve
1. The mode, which is the point on the horizontal axis
where the curve is a maximum, occurs at x = μ.
2. The curve is symmetric about a vertical axis through
the mean μ.
3. The curve has its points of inflection at x = μ ± σ; it is
concave downward if μ − σ < X < μ + σ and it is
concave upward otherwise.
4. The normal curve approaches the horizontal axis
asymptotically as we proceed in either direction away
from the mean.
5. The total area under the curve and above the
horizontal axis is equal to 1.
6. The kurtosis is 3. The relative kurtosis is 0.
 Normal Distribution
Some useful results:
P(μ − σ < X < μ + σ) = 0.6827
P(μ − 2σ < X < μ + 2σ) = 0.9545
P(μ − 3σ < X < μ + 3σ) = 0.9973
 Normal Distribution
Standard Normal Random Variable

A normal random variable with

μ = 0 and σ2 = 1

is called a standard normal random variable and is

denoted as Z. The cumulative distribution function of a
standard random variable is denoted as

Φ(z) = P(Z ≤ z)
 Normal Distribution
Standardizing a Normal Random Variable

If X is a normal random variable with E(X) = μ and V(X) =

σ2, the random variable

Z = (X − μ)/σ
(4-10)

is a normal random variable with E(Z) = 0 and V(Z) = 1.

That is, Z is a standard normal random variable.
 Normal Distribution
4-63/125 Use Appendix Table III to determine the
following probabilities for the standard normal random
variable Z:
(a) P(Z < 1.32) (b) P(Z < 3.0)
(c) P(Z > 1.45) (d) P(Z > −2.15)
(e) P(−2.34 < Z < 1.76)
 Normal Distribution
4.65/126 Assume Z has a standard normal distribution. Use
Appendix III to determine the value for z that solves each of the
following:
(a) P(Z < z) = 0.9 (b) P(Z < z) = 0.5
(c) P(Z > z) = 0.1 (d) P(Z > z) = 0.9
(e) P(−1.24 < Z < z) = 0.8

4.66/126 Assume Z has a standard normal distribution. Use

Appendix III to determine the value for z that solves each of the
following:
(a) P(−z < Z < z) = 0.95 (b) P(−z < Z < z) = 0.99
(c) P(−z < Z < z) = 0.68 (d) P(−z < Z < z) = 0.9973
 Normal Distribution
4.67/126 Assume X is normally distributed with a mean of 10
and a standard deviation of 2. Determine the following:
(a) P(X < 12) (b) P(X > 9)
(c) P(6 < X < 14) (d) P(2 < X < 4)
(e) P(−2 < X < 8)

4.68/126 Assume X is normally distributed with a mean of 10

and a standard deviation of 2. Determine the value for x that
solves each of the following:
(a) P(X > x) = 0.5 (b) P(X > x) = 0.95
(c) P(x < X < 10) = 0.2 (d) P(−x < X − 10 < x) = 0.95
(e) P(−x < X − 10 < x) = 0.99
 Normal Distribution
4.72/126 The time until recharge for a battery in a laptop
computer under common conditions is normally distributed
with a mean of 260 minutes and a standard deviation of 50
minutes.
(a) What is the probability that a battery lasts more than four
hours?
(b) What are the quartiles (the 25% and 75% values) of battery
life?
(c) What value in life in minutes is exceeded with 95%
probability?
 Normal Distribution
4.75/126 The line width for semiconductor manufacturing is
assumed to be normally distributed with a mean of 0.5
micrometer and a standard deviation of 0.05 micrometer.
(a) What is the probability that a line width is greater than 0.62
micrometer?
(b) What is the probability that a line width is between 0.47 and
0.63 micrometer?
(c) The line width of 90% of samples is below what value?
 Normal Distribution
4.83/126 The life of a semiconductor laser at a constant power
is normally distributed with a mean of 7000 hours and a
standard deviation of 600 hours.
(a) What is the probability that a laser fails before 5000 hours?
(b) What is the life in hours that 95% of the lasers exceed?
(c) If three lasers are used in a product and they are assumed to
fail independently, what is the probability that all three are still
operating after 7000 hours?
 Summary
• Normal / Gaussian distribution

1 − 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎2 −∞<𝑥 <∞
2𝜋𝜎

E(X) = μ

V(X) = σ2
 Summary
• Standardizing a Normal Random Variable

Z = (X − μ)/σ

E(Z) = 0

V(Z) = 1
 Summary
• Cumulative distribution function of a standard random
variable is denoted as

Φ(z) = P(Z ≤ z)
 References
• Montgomery and Runger. Applied Statistics and
Probability for Engineers, 6th Ed. © 2014
• Walpole, et al. Probability and Statistics for Engineers
and Scientists 9th Ed. © 2012, 2007, 2002