Normal Distributions

• Graphs of Normal Probability Distributions

• Standard Units and Areas Under the
Standard Normal Distribution
• Areas Under Any Normal Curve
• Normal Approximation to the Binomial
Distribution
 Graphs of Normal Probability
Distributions

µ
The curve is bell-shaped with the highest point
over the mean µ.
 µ

It is symmetrical about a vertical line through µ.

 µ

The curve approaches the horizontal axis but

never touches or crosses it.
 Downward cup

Inflection points

Upward cup Upward cup

µ–σ µ µ+σ

The inflection (transition) points between

cupping upward and downward occur above µ
+ σ and µ – σ.
Exercise 1
• The points A, B, and C are indicated on the normal curve in the
figure. One of these points is μ, one is μ + σ, and one is μ - 2σ.

6 10 12
A B C
• Which point corresponds to he mean? What is the value of μ?
• Which point corresponds to μ + σ?
• Which point corresponds to μ - 2σ?
Empirical rule
For a distribution that is symmetrical and bell-shaped
(in particular, for a normal distribution):
Approximately 68.2% of the data values will
lie within one standard deviation on each
side of the mean.
Approximately 95.4% of the data values will
lie within two standard deviations on
each side of the mean.

Approximately 99.7% (or almost all) of the

data values will lie within three standard
deviations on each side of the mean.
 2.15% 2.15%
13.6% 34.1% 34.1% 13.6%

µ–3σ µ–2σ µ–σ µ µ+σ µ+2σ µ+3σ

68.2%

95.4%

99.7%
Exercise 2
• The playing life of a Sunshine radio is normally distributed with
mean of 600 hours and standard deviation of 100 hours. What
is the probability that a radio selected at random will last from
600 to 700 hours?
Exercise 3
• The yearly wheat yield per acre on a particular farm is normally
distributed with mean of 35 bushels and standard deviation of 8
bushels.
• What is the probability that the yield will be between 19 to 43
bushels per acre?
 2.15% 2.15%
13.6% 34.1% 34.1% 13.6%

µ–3σ 35–2(8) 35-8 35 35+8 µ+2σ µ+3σ

68.2%
• μ+σ = 35+8 = 43
• μ-σ = 35-8 = 27
• μ -2σ = 35- 2(8) = 19
• P ( 19 to 43) = 68.2% + 13.6% = 81.8
Exercise 4
• Assuming that the heights of college women are normally distributed,
with mean 65 in. and standard deviation of 2.5 in, answer the
following questions:
• What percentage of women are taller than 65 inches?
• What percentage of women are shorter than 65 inches?
• What percentage of women are between 62.5 inches and 67.5 inches?
• What percentage of women are between 60 inches and 70 inches?
Exercise 5
• What percentage of the area under a normal curve lies
• To the right of 𝜇?
• Between 𝜇 − 2𝜎 and 𝜇 + 2𝜎
• To the right of 𝜇 + 3𝜎
Standard Units and Areas Under the
Standard Normal Distribution

72 64
82 74
Definition

The z value or z score gives the number of

standard deviations between the original
measurement x and the mean µ of the x
distribution.

x–µ
z = ────
σ
TABLE 6-2
x Values and Corresponding
z Values
x Values in Corresponding z
Original Value or Standard
Distribution Unit
x=µ z=0
x>µ z>0
x<µ z<0
Definition

Given an x distribution with mean µ and

standard deviation σ, the raw score x
corresponding to a z score is

x = zσ + µ
Exercise
A pizza parlor franchise specifies that the average amount of cheese
on a large pizza should be 8 oz and the standard deviation only 0.5
oz. An inspector picks out a large pizza at random in one of the pizza
parlors and finds that it is made with 6.9 oz of cheese. Assume that
the amount of cheese on a pizza follows a normal distribution. If the
amount of cheese is more than 3 standard deviations below the
mean, the parlor will be in danger of losing its franchise.
Is the pizza parlor in danger of losing its franchise?
Exercise
• Marulla’s z score on a collge entrance exam is 1.3. If the raw
score have a mean of 480 and a standard deviation of 70
points, what is her raw score?
Definition

The standard normal distribution is a normal

distribution with mean µ = 0 and standard
deviation σ = 1.
Areas Under the Standard Normal Curve
• Find the area under the standard normal curve between z=0 and z=1
• Find the area under the standard normal curve between z=0 and z=2.53
• Find the area under the standard normal curve between z=-2.34 to z=0
• Find the area under the standard normal curve between z=-3.00 and
z=2.65
• Find the area under the standard normal curve to the left of z= -0.94
• Find the probability P(z≥1.15)
• between 0.0 and 0.85
• between –0.33 and 0.00
• greater than 0.62
• between –1.57 and –0.89
• less than –0.29
• between –0.33 and 2.40
Areas Under Any Normal Curve

Let x have a normal distribution with µ = 10 and

σ = 2. Find the probability that an x value
selected at random from this distribution is
between 11 and 14. In symbols, find P(11 ≤ x ≤
14).
• The sunshine radio cassette deck life was normally distributed
with a mean of 2.3 years and a standard deviation of 0.4 years.
We wanted to know the probability that the cassette deck will
break down during the guarantee period of 2 years.
• Porphyrin is a pigment in blood protoplasm and other body fluids that is
significant in body energy and storage. Let x be a random variable that represents
the number of milligrams of porphyrin per deciliter of blood. In healthy adults, x
is approximately normally distributed with mean =38 and standard deviation =
12. What is the probability that
• x is less than 60?
• x is greater than 16?
• x is between 16 and 60?
• x is more than 60?

27
• In the town of Rockwood, a survey found that the number of hours
grade school children watch TV per week is normally distributed with
mean 20 hours and standard deviation 2 hours. If a child is chosen at
random, what is the probability that he or she watches TV
• Less than 14 hours per week?
• More than 22 hours per week?
• Between 18 and 20 hours per week?
• A Flight for Life helicopter service is available for emergencies
occurring 15 to 90 miles from the hospital. Other emergencies are
serviced by ambulance. A study of the service shows that the
response time is normally distributed with a mean of 42 minutes and
standard deviation of 8 minutes. For a random call, what is the
probability that the response time will be
• Between 30 and 45 minutes?
• Less than 30 minutes?
• More than 60 minutes?
• An average light bulb manufactured by the Acme Corporation lasts
300 days with a standard deviation of 50 days. Assuming that bulb life
is normally distributed, what is the probability that an Acme light bulb
will last at most 365 days?
• Suppose scores on an IQ test are normally distributed. If the test has a
mean of 100 and a standard deviation of 10, what is the probability
that a person who takes the test will score between 90 and 110?
• 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.
• 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.
• A radar unit is used to measure speeds of cars on a motorway. The
speeds are normally distributed with a mean of 90 km/hr and a
standard deviation of 10 km/hr. What is the probability that a car
picked at random is travelling at more than 100 km/hr?
• For a certain type of computers, the length of time between charges
of the battery is normally distributed with a mean of 50 hours and a
standard deviation of 15 hours. John owns one of these computers
and wants to know the probability that the length of time will be
between 50 and 70 hours.
• The length of life of an instrument produced by a machine has a
normal distribution with a mean of 12 months and standard deviation
of 2 months. Find the probability that an instrument produced by this
machine will last

a) less than 7 months.

b) between 7 and 12 months.

 Normal Approximation to the
Binomial Distribution
Consider a binomial distribution where
n = number of trials
r = number of successes
p = probability of success on a single trial
q = 1 – p = probability of failure on a single trial

If np > 5 and nq > 5, then r has a binomial distribution that is

approximated by a normal distribution with

𝜇 = 𝑛𝑝 𝜎 = 𝑛𝑝𝑞
 How to make the continuity correction

Convert the discrete random variable r (number of successes) to

the continuous normal random number variable x by doing the
following:
1. If r is a left-point of an interval, subtract
0.5 to obtain the corresponding normal
variable x; that is, x = r – 0.5.
2. If r is a right-point of an interval, add 0.5
to obtain the corresponding normal
variable x; that is, x = r + 0.5.
E.g., P(6 ≤ r ≤ 10)

6 7 8 9 10

P (5.5 ≤ x ≤ 10.5) [5.5,10.5]

5.5 and 10.5 are like class
boundaries in histograms.
E.g., P (6 ≤ r ≤ 10)

6 7 8 9 10

P (5.5 ≤ x ≤ 10.5) [5.5,10.5]

E.g., P (r ≤ 4)

0 1 2 3 4

P (x ≤ 4.5) (–∞,4.5]
When using the normal approximation to the
binomial distribution, we figure a single
inequality as going to –∞ or ∞.
• For many years of observation a biologist knows the probability
is only 0.65 that any given Arctic tern will survive the migration
from its summer nesting area to its winter feeding grounds. A
random sample of 500 Arctic terns were banded at their
summer nesting area. Use the normal approximation to the
binomial to find the probability that between 310 and 340 of the
banded Arctic terns will survive the migration.
• USA Today reported that 11% of all books sold are of the romance
genre. If a local bookstore sells 316 books on a given day, what is the
probability that
• Less than 40 are romances
• At least 25 are romances
• Between 25 and 40 are romances (including 25 and 40)
• In the solution to this problem, what is n? p? q? is it a good approximation?
• The Denver Post stated that 80% of all new products introduced in
grocery stores fail (are taken off the market) within 2 years. If the
grocery store chain introduces 66 new products, what is the
probability that within 2 years
• 47 or more fail
• 58 or fewer fail
• 15 or more succeed
• Fewer than 10 succeed?
Sampling Distributions
• The sampling distribution of a statistic is the probability
distribution for the possible values of the statistic that results
when random samples of size n are repeatedly drawn from the
population.
The Central Limit Theorem
• States that under general conditions, sums and means of
random samples of measurements drawn from a population
tend to possess an approximately normal distribution
The Standard Deviation of a Statistic
• It is used as an estimator of a population parameter.
• It is often called the standard error of the estimator.
• The standard error of the mean is abbreviated as SE.
• Based on the Central Limit Theorem, if x bar is the mean of the
random sample size n taken from a population with mean µ and
finite variance σ2, then the limiting form of the distribution of

𝑥−𝜇
𝑧= 𝜎
𝑛
As n ∞, is the standard normal distribution n(0,1)
Example:
• Suppose a team of biologists has been studying the Pinedale
children’s fishing pond. Let x represent the length of a single trout
taken at random from the pond. This group of biologists has
determined that x has a normal distribution with mean of 10.2 inches
and standard deviation of 1.4 inches.

48
• What is the probability that a single trout taken at random from the
pond is between 8 and 12 inches long?
• What is the probability that the mean length of five trout taken at
random is between 8 and 12 inches?

49
Estimating µ with large samples
• the reliability of an estimate will be measured by the confidence
level, c
• zc is the critical value for a confidence level of c

Level of confidence, c Critical value, zc

.75 1.15
.80 1.28
.85 1.44
.90 1.645
.95 1.96
.98 2.33
.99 2.58
Error of Estimate
• E is the maximal error tolerance on the error of estimate for a
given confidence level c

• c confidence interval for µ

Example
• Julia enjoys jogging. She has been jogging over a period of
several years, during which time her physical condition has
remained constantly good. Usually she jogs 2 miles per day.
During the past year Julia has sometimes recorded her times
required to run 2 miles. She has a sample of 90 of these times.
For these 90 times the mean was 15.60 minutes and the
standard deviation was 1.80. Find a 0.95 confidence interval for
µ.
• A large loan company specializes in making automobile loans for used
cars. The board of directors wants to estimate the average amount
loaned for cars during the past year. The company takes a random
sample of 225 customer files for this period. The mean amount
loaned for this sample of 225 loans is $8200 and the standard
deviation is s=$750. Find a 0.95 confidence interval for the mean

53
Estimating µ with small samples
• n ≤ 30

ҧ
𝑥−𝜇
•𝑡= 𝑠
𝑛

• Degrees of freedom:
• d.f. = n-1

54
• A company has a new process for manufacturing large artificial
sapphires. The production of each gem is expensive, so the number
available for examination is limited. In a trial run 12 sapphires are
produced. The mean weight for these 12 gems is 6.75 carats, and the
sample standard deviation is 0.33 carats. Find a 95% confidence
interval for the mean.

55
Estimating p in Binomial Distribution
• The binomial distribution is completely determined by the number of
trials n and the probability p of success in a single trial.
• For most experiments, the number of trials is chosen in advance.
Then the distribution is completely determined by p.

56
Point estimate for p
𝑟
• 𝑝Ƹ =
𝑛
• 𝑞ො = 1 − 𝑝Ƹ
𝑝ො𝑞ො
• 𝐸 = 𝑍𝑐
𝑛
• E = maximal error tolerance of the error of estimate 𝑝Ƹ − 𝑝 for a
confidence level c.

57
• A random sample of 188 books purchased showed that 66 of the
books were murder mysteries.
• What is the point estimate for p?
• Find a 90% confidence interval for p.

58
Additional examples:
• “Fugitive Task Force Runs 99 Photos in Colorado Springs News Paper:
Police Make 17 Arrests.” This was a headline in the Rocky Mountain
News (January 11, 1994). Find an 85% confidence interval.

59
• In an article exploring blood serum levels of vitamins and lung cancer risks (The
New England Journal of Medicine), the mean serum level of Vitamin E in the
control group was 11.9 mg/liter with standard deviation 4.30 mg/liter. There
were 196 patients in the control group. (These patients were free of all cancer,
except possibly skin cancer, in the subsequent 8 years). Using this information,
find a 95% confidence interval for the mean serum level of vitamin E in all
persons similar to the control group.

60
• The number of pups in wolf dens of the southwestern United States is
recorded below for 20 wolf dens:
5 8 7 5 3 4 3 9 5 8 5
6 5 6 4 7 9 4 3 6
• Compute an 95% confidence interval for the population mean of wolf
pups per den in the southwestern United States.

61
• The US Department of the Interior is checking cattle on the Windgate
open range in Montana. A random sample of 900 cattle shows that 54
are malnourished. Find a 99% confidence interval.

62
Estimating the difference between two
population means
• Point estimation of 𝜇1 − 𝜇2 large samples

𝑥ҧ1 − 𝑥ҧ2 − 𝐸 < 𝜇1 − 𝜇2 < 𝑥ҧ1 − 𝑥ҧ2 + 𝐸

𝑠1 2 𝑠2 2
𝐸 = 𝑍𝑐 +
𝑛1 𝑛2

63
• The average scores in NAT of two sections of Nursing students were
compared. The data is presented below. Estimate the difference in
mean scores using 99% confidence interval. Is there a difference in
the average of NAT scores

Section 1 Section 2
ഥ
𝒙 86 83
𝒔𝟐 8.2 7.3
n 100 100

64
• Point estimation of 𝜇1 − 𝜇2 small samples

𝑥1ҧ − 𝑥ҧ2 − 𝐸 < 𝜇1 − 𝜇2 < 𝑥1ҧ − 𝑥ҧ2 + 𝐸

𝑛1 −1 𝑠1 2 + 𝑛2 −1 𝑠2 2
•𝑠 =
𝑛1 +𝑛2 −2
1 1
• 𝐸 = 𝑡𝑐 𝑠 +
𝑛1 𝑛2

65
• Group1
16 19.6 19.9 20.9 20.1 20.1 16.4 20.6
20.1 22.3 18.8 19.1 17.4 21.1 22.1

• Group II
8.2 5.4 6.8 6.5 4.7 5.9 2.9 7.6
10.2 6.4 8.8 5.4 8.3 5.4

• Compute for 90% confidence interval

66
• Point estimation of 𝑝1 − 𝑝2 large samples
𝑝ො1 − 𝑝ො2 − 𝐸 < 𝑝1 − 𝑝2 < 𝑝ො1 − 𝑝ො2 + 𝐸
𝑝ො1 𝑞ො1 𝑝ො2 𝑞ො2
• 𝐸 = 𝑧𝑐 +
𝑛1 𝑛2

67
• The book Survey Responses: An Education of their Validity, by E.J.
Wentland and K. Smith, includes studies reporting accuracy of
answers to questions from surveys. A study by Locander et al.
considered the question, “Are you a registered voter?” Accuracy of
response was confirmed by a check of city voting records. Two
methods of survey were used: a face to face interview and a
telephone interview. A random sample of 83 people was asked the
same questions during the telephone interview. 74 respondents gave
accurate answers. Another random sample of 93 people was asked
the voter registration question face to face. 89 respondents gave
accurate answers. Find a 95% confidence interval for p1-p2
68
Slovin’s Formula
𝑁
𝑛=
1 + 𝑁𝑒 2
• N=5000
• e=0.05

69
Sample size for estimating µ
2
𝑍𝑐 𝜎
𝑛=
𝐸
• A wildlife study is designed to find the mean weight of salmon caught
by an Alaskan fishing company. As a preliminary study, a random
sample of 50 freshly caught salmon is weighed. The sample standard
deviation is 2.15lbs. How large a sample should be taken to be 99%
confident that the sample mean is within 0.20lb of the true mean
weight?

70
Sample size for estimating 𝑝Ƹ
2
1 𝑍𝑐
𝑛=
4 𝐸
• A company is in business of selling wholesale popcorn to grocery
stores. The company buys directly from farmers. A buyer for the
company is examining a large amount of corn from a certain farmer.
Before the purchase is made, the buyer wants to estimate p, the
probability that the kernel will pop.
• The buyer wants to be 95% sure that the point estimate for p will be
in order either way by less than 0.01.
71