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The Normal Distribution

The document discusses the normal distribution and some of its key properties. It describes how a normal distribution is defined by its mean and standard deviation. It then introduces the important 68-95-99.7 rule, which states that for a normal distribution, 68% of observations fall within 1 standard deviation of the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations. The document provides examples to illustrate how to apply this rule.

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Elfren Bulong
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292 views9 pages

The Normal Distribution

The document discusses the normal distribution and some of its key properties. It describes how a normal distribution is defined by its mean and standard deviation. It then introduces the important 68-95-99.7 rule, which states that for a normal distribution, 68% of observations fall within 1 standard deviation of the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations. The document provides examples to illustrate how to apply this rule.

Uploaded by

Elfren Bulong
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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The Normal Distribution

The normal distributions are a very important class of statistical distributions. All
normal distributions are symmetric and have bell-shaped density curves with a single
peak.

To speak specifically of any normal distribution, two quantities have to be specified:


the mean , where the peak of the density occurs, and the standard deviation ,
which indicates the spread or girth of the bell curve. (The greek symbol is
pronounced mu and the greek symbol is pronounced sig-ma.)

Different values of and yield different normal density curves and hence different
normal distributions. Try the applet below for example. You should be able to change
the mean and the standard deviation using the sliders and see the density change.

The normal density can be actually specified by means of an equation. The height of
the density at any value x is given by

Although there are many normal curves, they all share an important property that
allows us to treat them in a uniform fashion.

The 68-95-99.7% Rule


All normal density curves satisfy the following property which is often referred to as
the Empirical Rule.

68%
of the observations fall within 1 standard deviation of the mean, that is,
between and .
95%
of the observations fall within 2 standard deviations of the mean, that is,
between and .
99.7%
of the observations fall within 3 standard deviations of the mean, that is,
between and .
Thus, for a normal distribution, almost all values lie within 3 standard deviations of
the mean.

The check buttons below will help you realize the appropriate percentages of the area
under the curve.

Remember that the rule applies to all normal distributions. Also remember that it
applies only to normal distributions.

An Example
Let us apply the Empirical Rule to Example 1.17 from Moore and McCabe.

The distribution of heights of American women aged 18 to 24 is approximately


normally distributed with mean 65.5 inches and standard deviation 2.5 inches. From
the above rule, it follows that

68%
of these American women have heights between 65.5 - 2.5 and 65.5 + 2.5
inches, or between 63 and 68 inches,
95%
of these American women have heights between 65.5 - 2(2.5) and 65.5 + 2(2.5)
inches, or between 63 and 68 inches.

Again, you can try this out with the example below.

Therefore, the tallest 2.5% of these women are taller than 70.5 inches. (The extreme
5% fall more than two standard deviations, or 5 inches from the mean. And since all
normal distributions are symmetric about their mean, half of these women are the tall
side.)

Almost all young American women are between 58 and 73 inches in height if you use
the 99.7% calculations.

Normal Distribution Calculator


If X is a normally distributed variable with mean μ= and standard

deviation σ= find one of the following probabilities:


P (<X< )
P (X>)
P (X< )
Show me an explanation
Compute
Word Problems
Problem 1:

The ages of all students in a class is normally distributed. The 95 percent of total data is
between the age 15.6 and 18.4. Find the mean and standard deviation of the given data.

Solution:

From 68-95-99.7 rule, we know that in normal distribution 95 percent of data comes under 2-
standard deviation.

Mean of the data = 15.6+18.4215.6+18.42 = 1717

From the mean, 17, to one end, 18.4, there are two standard deviations.

Standard deviation = 18.4−17218.4−172 = 0.70.7

Problem 2:

If mean of a given data for a random value is 81.1 and standard deviation is 4.7, then find the
probability of getting a value more than 83.

Solution:

Standard deviation, σσ = 4.74.7

Mean, Mean μμ = 81.1

Expected value, X = 83

Z-score, zz = X−μσX−μσ

zz = 83−81.14.783−81.14.7 = 0.4042550.404255

Looking up the z-score in the z-table, 0.6700.

Hence, probability (1−0.6700)(1−0.6700) = 0.330.33.

Problem 3:

The average speed of a car is 65 kmph with a standard deviation of 4. Find the probability that
the speed is less than 60 kmph.
Solution:

Mean μμ = 65

Standard deviation, σσ = 4

Expected value, X = 4

Z-score, zz = X−μσX−μσ

z = 60−65460−654 = -1.251.25

Looking up the z-score in the z-table, we get 0.1056.

Hence, probability is 0.1056.

Problem 4:

The average score of a statistics test for a class is 85 and standard deviation is 10. Find the
probability of a random score falling between 75 and 95.

Solution:

The probability of score falling between 75 and 95 can be found after finding the respective z-
scores.

For X = 75, z = 75−851075−8510 = -1.001.00

For X = 95, z = 95−851095−8510 = 2.002.00

Probability is, P(-1.00 < z < 2.00) = P(z < 2.00) - P(z < -1.00)

= 0.9772 - 0.1587 = 0.8185.


How to use this calculator
Example 1:
A normally distributed random variable X has a mean of 20 and a standard deviation of 4. Determine
the probability that a randomly selected x-value is between 15 and 22.
Set up the form

Example 2:
The final exam scores in a statistics class were normally distributed with a mean of 58 and a
standard deviation of 4. Find the probability that a randomly selected student scored more
than 62 on the exam.
Set up the form

Example 3:
The target inside diameter is 50 mm but records show that the diameters follows a normal
distribution with mean 50 mm and standard deviation 0.05 mm. An acceptable diameter is one within
the range 49.9 mm to 50.1 mm. What proportion of the output is acceptable?

Normal Distribution Calculator

If X is a normally distributed variable with mean \mu = and standard

deviation \sigma = find one of the following probabilities:


P~(< X <~)
P~(X>)
P~( X <~~)
Show me an explanation
Result
P (15<X<22)=0.5859
Explanation
Step 1: Sketch the curve.
The probability that 15<X<22 is equal to the blue area under the curve.
x
6
8
10
12
14
16
18
20
22
24
26
28
30
32
34
y
-0.02
0.00
0.02
0.04
0.06
0.08
0.10
0.12
15
22
Step 2:
Since μ=20 and σ=4 we have:
P ( 15<X<22 )=P ( 15−20< X−μ<22−20 )=P ( 15−204<X−μσ<22−204)
Since Z=x−μσ , 15−204=−1.25 and 22−204=0.5 we have:
P ( 15<X<22 )=P ( −1.25<Z<0.5 )
Step 3: Use the standard normal table to conclude that:
P ( −1.25<Z<0.5 )=0.5859
Frequency distribution

Example: Newspapers

These are the numbers of newspapers sold at a local shop over the last 10
days:

22, 20, 18, 23, 20, 25, 22, 20, 18, 20

Let us count how many of each number there is:

Papers Sold Frequency

18 2

19 0

20 4

21 0

22 2

23 1

24 0

25 1

It is also possible to group the values. Here they are grouped in 5s:

Papers Sold Frequency

15-19 2
20-24 7

25-29 1

(Learn more about Grouped Frequency Distributions )

Graphs

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