Normal Distribution

-  µ +
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❖ Properties of normal distribution ( X )

➢ It takes a bell shape extends from -  to + 

➢ Symmetric about it is mean ( mean = median = mode)

➢ Total area under curve = 1

➢ The area = probability.

➢ A normal distribution is denoted as. X  N ( ,  2)

➢ µ (any value +ve or –ve or 0 )

➢  2 → non negative value

➢ 0 ≤ probability ≤ 1

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Page 1
 Standard Normal distribution ( Z )

* If X is a random variable have a normal distribution X  N ( ,  2).

x−
* Then Z =  (0, 1)


-∞ µ = 0 ∞

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❖ Properties of standard normal distribution( Z )

➢ It takes a bell shape extends from ( -  to +  )

➢ Symmetric about it is mean → mean ( µ ) = median = mode.

2 )
➢ variance ( = 1, standard deviation ( ) =1

➢ Total area under curve = 1

➢ The area = probability.

➢ mean= median =mode =0

➢ area greater than zero =0.5

➢ area smaller than zero = 0.5

➢ 0 ≤ probability ≤ 1

➢ the mean may denoted as expected value [ E (X) ]

➢ the variance may denoted as var (x )

Page 2
 Note

➢ X → refer to Normal distribution

➢ Z→ refers to standard normal.

x−
➢ To transfer from X To Z Use → Z=

➢ At standard normal →  = 0 &  2=1

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❖ We use table to compute standard normal distribution

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Note
❖ The table calculates area to the left of the positive numbers only.

- . +

Important Rules for All Problems

Page 3
1) P (Z  a) =  (a) 2) P (Z  a) = 1- P (Z  a)

* From table directly = 1 -  (a).

a a

3)P (Z  - a) = P (Z  a )=1-  (a) 4)P (Z  - a)= P (Z  a) =  (a)

-a
-a

5) P (a  Z  b) =  (b) -  (a) 6) P (-a  Z  - b) =  (a) -  (b)

a b -a -b

Page 4
 7) P (-a <Z< b) 8) P ( -a  Z a)

=  (b) -  (-a) = = 2 (a) - 1

 (b) - [1 -  (a)]

-a b -a a

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V. IMP NOTES

➢ P ( Z ≥ 3.49 or any no ≥ 3.49 ) = 0

➢ P ( Z ≤ 3.49 ) = 1

➢ P ( Z ≤ any no greater than 3.49 ) =1

➢ p ( Z ≥ 0 ) = P(Z ≤ 0 ) = 0.5

➢ p ( Z= any number ) = 0

Exercises

Ex: assume that the time that students spend in watching T.V has a
normal distribution with average of 40 hours and standard deviation of 4
hours

Page 5
Find the following probabilities that the time they sped in watching
T.V IS
1) less than 45 hours
2) less than 32 hours
3) greater than 49 hours
4) greater than 37 hours
5) between 50 , 55 hours
6) between 33 , 47 hours
7) between 34 , 51 hours
8) between 34 , 38 hours

Solution
➢ µ = 40 , σ = 4

➢ X (time spend in watching T.V) ~ N (40,16)

1-P(X < 45) = P(Z< 45−40

4
) = P (Z<1.25)=ϕ(1.25) =0.8944
1.25

1- P(X < 32) = P(Z<32−40

4
) = P (Z<-2)=1-ϕ(2) =1-0.9772=0.0228

-2
2- P(X ˃49) = P(Z˃ 49−40
4
) = P (Z ˃2.25)=1-ϕ(2.25) =1-0.9878=0.0122

2.25

3- P(X ˃37) = P(Z˃37−40

4
) = P (Z ˃-0.75)=ϕ(0.75) =0.7734

-0.75

Page 6
 50−40 55−40
5-P( 50 < X < 55)=P ( <Z< )= P( 2.5 < Z < 3.75)
4 4

=ϕ(3.75) – ϕ (2.5) =1-0.9938 = 0.0062

2.5 3.75

33−40 47−40
6- P( 33 < X < 47 )=P ( <Z< )= P( -1.75 < Z < 1.75)
4 4

= 2ϕ(1.75) – 1 = 2(0.9599) -1 =0.9198

-.175 1.75

34−40 51−40
7- P( 34 < X < 51)=P ( <Z< )= P( -1.5 < Z < 2.75)
4 4

=ϕ(2.75) – ϕ (-1.5) = ϕ(2.75) –[1- ϕ (1.5)] = 0.9970 - 1+ 0.9332=0.9302

-1.5 2.75
34−40 38−40
8- P( 34 < X < 38 )=P ( <Z< )= P( -1.5 < Z < -0.5)
4 4

=P( 0.5 < Z < 1.5) = ϕ(1.5) – ϕ (0.5) =0.9332 -0.6915 =0.2417

-1.5 -0.5
Ex: If the math score of the student's follow normal distribution with mean=
70, variance =100

Find the percentage probability of student score:-

(1) less than 85.5

(2) more than 90

Page 7
 (3) between 50 and 60
(4) between 60 and 80
(5) equal 50
(6) If the total no of students = 10000 students.
Find the expected no. of students for each of the previous probabilities

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Solution

➢ X (math scores) ~ N (70 , 100) → µ =70 ,σ =10

85−70
1) p(X ≤ 85 ) = P( Z ≤ )
10

= P (Z ≤ 1.55) = Φ (1.55) = 0.9394 x 100=93.94%

90−70
2) p(X ˃ 90 ) = P( Z ≤ )
10

= 1 – Φ (2) = 1 – 0.9772 = 0.0228 x 100 = 2.28

50−70 60−70
3) P( 50 < X < 60 )=P ( <Z< )
10 10

= P (-2 ≤ Z ≤ -1) = (1 ≤ Z ≤ 2) = Φ (2) – Φ (1) = 0.9772 – 0.8413

=0.1359 x100 =13.59%

60−70 80−70
4) P( 60 < X < 80 )=P ( <Z< )
10 10

= P (-1 ≤ Z ≤ 1) = 2P (Z ≤ 1) -1

= 2 (0.8413) -1 = 0.6826 x100 =68.26 %

5) P(X = 50) = P(Z = 50−70

10
) = P (Z = - 2) = zero( the continuous probability
must be as interval form)
6) TO calculate the expected number we must multiply each result by
10000
(1) = 0.9394 x 10000 =9394
(2) = 0.0228 x 10000 =228

Page 8
 (3) = 0.1359 x 10000 =1359
(4) = 0.6826 x 10000 =6826

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Ex: Suppose that the production time/unit of certain product follow normal
distribution with mean 42min and standard deviation 4 min:

Find

(1) the percentage of unit expected to be produced in less than 48 minutes

(2) between 35 min & 50min
(3) more than 32 min
(4) more than 42 min
(5) more than 60 min
(6) less than 65 min

Sol:

➢ X ( production time per unit ) ~ N (42, 16)

48 - 42
(1) P(x < 48) = P (Z < ) = P (Z < 1.5)
4
= Φ (1.5) = 0.9332 x100 = 93.32
35−42 50−42
( 2 ) p(35 ≤ x ≤ 50 ) = P ( <Z< )
4 4

= P ( -1.75 < Z < 2)= P (Z < 2) – P (Z < -1.75)

= ϕ(2) - [ 1- ϕ (1.75)] = 0.9772 – [1 – 0.9599)] = 0.9371

32−42
(3) P(x > 32) = p ( z ˃ )=
4

= P (Z > - 2.5) = P (Z < 2.5) =ϕ(2.5) = 0.9938

42−42
(4) P(x > 42) = p ( z ˃ )=
4

Page 9
 = P (Z > 0) = P (Z < 0 ) = 0.5
60−42
(5) P(x > 60) = p ( z ˃ ) = P (Z > 4.5) = 0
4

65−42
(6) P(x < 65) = p ( z < ) = P (Z < 5.75) =ϕ(5.75) = 1
4

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Home work

(1) A company pays its workers an average wage of $1000 an hour

with a standard deviation of $200 .if the wages are normally
distributed, determine the following probability of the workers
getting wages:
a) less than $1300
b) less than $600
c) greater than $1184
d) greater than $750
e) between $590 and $1250
f) if the total number of workers is 5000,find the number of workers
getting wages between $590 and $1250

Page 10
 Continue normal distribution

Ex: Fast auto service grantees that the maximum waiting time for its
customers is 20 minutes for oil and lube service on their cars. It also
guarantees that any customer who has to wait longer than 20 minutes for
this service will receive a 50% discount on the charges. It is estimated that
the mean time taken for oil and lube service at this garage is 15 minutes per
car and the standard deviation is 2.4 minutes. Suppose the time taken for
oil and lube service on a car follow a normal distribution

a) What is the percentage of the customers will receive the 50%

discount on their charges

b) Is it possible that a car may take longer than 25 minutes for oil and
lube service?
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SOLUTION

➢ μ = 15 , σ = 2.4

20−15
a) P (X > 20) = P (Z > ) = P(Z > 2.08) = 1- ∅ (2.08)
2.4

= 1 – 0.9812 = 0.0188

25−15
b) P (X > 25) = P (Z > ) = P (Z > 4.16) = 1- ∅ (4.16)
2.4

=1–1=0

So it’s not possible to take > 25 minutes.

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Ex: Suppose the life span of calculator manufactured by Texas instruments
have a normal distribution with mean of 54 months and a standard deviation
of 8 months. The company guarantees that any calculator that starts
malfunctioning within 36 months of the purchase will be replaced by a new
one. About what percentage of calculators made by this company are
expected to be replaced

SOLUTION

➢ μ = 54 , σ=8
36−54
a) P (X < 36) = P (Z < ) = P(Z < -2.25) = 1 – ϕ(2.25)× 100
8

➢ 1-(.9878) X 100 = 1.22% 1.22%

-2.25
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Ex: The transmission on a model of a specific car has a warranty for 40,000 miles.
It is known that the life of such a transmission has a normal distribution with a
mean-of 72.000 miles and a standard deviation of 12.000 miles.

a. What percentage of the transmissions will fail before the end of the warranty
period?

b. What percentage of the transmissions will be good for more than.100000 miles?

C. find P( X < mode)

SOLUTION

μ = 72000 , σ = 12000
a) P(X ≤ 40000)= P(Z ≤
40000−72000
) = P (Z ≤ -2 .66 ) = 1 - ∅ (2.66) =1 – 0.9961 = 0.0039
12000

100000−72000
B) P (X > 100000) = P (Z > ) = P (Z > 2.33) = 1- ∅ (2.33) =
12000
1 –0.9901 = 0.0099
72000−72000
C) P( X < mode) = P( X <72000) = P(Z ≤ ) = P (Z ≤ 0 ) = 0.5
12000

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 Choices
(1) Which of the following is NOT true regarding the normal distribution?
a) Mean, median and mode are all equal
b) It has a single peak
c) It is symmetrical
e) None of the above

(2) Which of the following is NOT a characteristic of the normal probability

distribution?
a) Positively-skewed
b) Bell-shaped
c) Symmetrical
d) Asymptotic
e) All of the above

(3) Which of the following is true in a normal distribution?

a) Mean equals the mode and the median
b) Mode equals the median
c) Mean divides the distribution into two equal parts
d) All of the above are 'correct
e) None of the above'

(4) What is the distribution with a mean of 0 and a standard deviation of 1

called?
a) Frequency. Distribution
b) z-score
c) Standard normal distribution
d) Binomial probability distribution
e) None of the above

(5) The mean of a normal distribution is 400 pounds. The standard deviation is 10
pounds. What is the area between 415 pounds and the mean of 400 pounds?
a) 0.5000
b) 0.1932
c) 0.4332
d) 0.3413
e) None of the above

Page 13
(6)The annual commissions per salesperson employed by a manufacturer of light
machinery averaged $40,000 with a standard deviation of $5,000. What percent
of the sales persons earn between $32,000 and $42,000?
a) 60.06%
b) 39.94%
c) 34.13%
d) 81.66%
e) None of the above

(7) The distribution of weights of a large group of high school students is normally
distributed with μ = 55 kg and σ = 5 kg. Which of the following is true?
(a) About 16 percent of the students will be over 60 kg.
(b) About 2.5 percent will be below 45 kg.
(c) Half of them can be expected to weigh less than 55 kg.
(d) About 84 percent will weigh more than 50 kg.
(e) All the above are true.

(8) If X has normal with (0, σ2), then P (X < -a ) = y (for all a> 0)
a) P ( X > a )
b) P( X < a )
c) P( X > -a )
d) P( X < a ) + P ( X > -a )
e) None of the above

(9) If X ~ N (50,4) ,then P( X > 54 )=

a) 0016-
b) 0.84
c) 0.95
d) 0.025
e) None of the above

(10) If X~ N (80,10) ,and P(X < A)= 0.49, then

a) A> 80
b) A<80
c) A<90
d) A>90
e) None of the above

Page 14
(11) At standard normal distribution p ( z < 0.3)
a) > 0.5
b) <0.5
c) =0.5
d) None of the above

(12)At standard normal distribution p ( z < - 0.3)

a) > 0.5
b) <0.5
c) =0.5
d) None of the above
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SOLUTION

NO Answer
1- (e)

2- (a)

3- (D)

4- (c)
5- (c) µ = 400, σ =10→p ( 400 ≤ x ≤ 415) = p ( 0 ≤ z ≤ 1.5 )=
ɸ(1.5) - ɸ(0) = 0.9332 - 0.5 = 0.4332

6- (e) µ = 40000,σ = 5000→p ( 32000 ≤ x ≤ 42000) =

p ( -2 ≤ z ≤ 0.4 ) = ɸ (0.4) - ɸ (-2) =
ɸ(0.4) - [1-ɸ(-2)] =0.6554 - ( 1- 0.9772)=0.6326x100=63.26

7- (C) because , µ = 55 & 50% more than µ & 50 % less than µ

8- (e) because all answers depend on normal distribution but the true is
the standard normal (Z not X)
9- (E) µ = 50 ,σ 2= 4 , σ = 2 → P( X ˃ 54) = P(Z ˃ 2 ) = 1- ɸ(2)= 0.0228
10- ( B) because µ = 80 and (A must be left ofµ)
11- (a)
12- (b)

Page 15
 Summary of Rules

1) P (Z ≤ a) = ɸ (a) from table directly

2) P (Z ≥ a) = 1- P (Z ≤ a)= 1 -  (a).

3) P (Z ≤- a) = P (Z ≥ a)=1 -  (a)

4) P (Z ≥ - a)= P (Z ≤ a) =  (a)

5) P (a ≤ Z ≤ b) =  (b) -  (a)

6) P (-a ≤ Z ≤ - b) =  (a) -  (b) (change the sign)

7) P (-a < Z < b) =  (b) -  (-a) = (b) - [1 -  (a)]

8) P ( -a ≤ Z ≤ a ) = 2  (a) – 1

9) P( Z ≤ any +ve no ) = no > 0.5

10) P( Z ≤ any - ve no ) = no < 0.5

11) P(Z ≤ 0 ) = 0.5

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Page 16
 Some values must be known

-1.645 1.645

➢ p ( -1.645 < Z < 1.645 ) =0.9

➢ P (Z ˃ 1.645 ) = 0.05
➢ P (Z < - 1.645 ) = 0.05
➢ P (Z < 1.645 ) = 0.95
➢ P (Z ˃ -1.645 ) = 0.95

-1.96 1.96

➢ p ( -1.96 < Z < 1.96 ) =0.95

➢ P (Z ˃ 1.96 ) = 0.025
➢ P (Z < - 1.96 ) = 0.025
➢ P (Z < 1.96 ) = 0.975

Page 17
 ➢ P (Z ˃ -1.96 ) = 0.975

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➢ p ( -2.33 < Z < 2.33 ) =0.98

➢ P (Z ˃ 2.33 ) = 0.01
➢ P (Z < - 2.33 ) = 0.01
➢ P (Z < 2.33 ) = 0.99 -2.33 2.33
➢ P (Z ˃ -2.33 ) = 0.99

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➢ p ( -2.576< Z < 2.576) =0.99

➢ P (Z ˃ 2.576) = 0.005
➢ P (Z < - 2.576) = 0.005
➢ P (Z < 2.576) = 0.995 -2.576 2.576
➢ P (Z ˃ -2.576) = 0.995

Page 18
 Continue normal distribution

➢ Determining the XA value when an area under the normal

distribution curve is known

1) Graph the normal curve and determine the position of(X A) right or left of
(µ) according to the example

2) Start your answer by P( X ≤ xA ) = known value

3) If the known value more than 0.5, search by this value inside the table and

use this formula → XA= µ +σ (zA)

4) If the known value less than 0.5, search by the complementary value inside

the table and use this formula → XA = µ + σ (-zA)

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Ex (1): Suppose the life span of calculator manufactured by Texas

instruments has a normal distribution with mean of 54 months and a
standard deviation of 8 months.

a) What should the warranty period to be replace a malfunctioning

calculator if the company does not want to replace more than 1
% of all the calculators sold?
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Solution
➢ The company objective is to replace at most 1% of all calculators sold.
➢ P (X < xA) =0.01 → < 0.5
➢ Complementary = 1- 0.01=0.99 0.01
➢ Searching inside table about (0.99)
➢ xA = µ + σ (-ZA) = 54 +(8)(-2.33)
XA 54
➢ xA≃ 35 months

Page 19
Ex (2): most of graduates want to take the scholarship

➢ This scholarship require to get high score in GRE (graduate record

examination)
➢ The best (superior) 4.95% of applicants will receive the scholarship
➢ If the GRE ~ N (500,10000)
➢ How high does your GRE score have to be qualified for the scholarship

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Solution

500 XA

➢ µ = 500 , σ = 100

4.95
➢ the given area is =0.0495 ,which is area to the right
100

➢ area to left = 1- 0.0495 = 0.9505

➢ P (X ≤ xA) =0.9505→more than 0.5

➢ Search about 0.9505

➢ we will find (1.65 )

➢ → xA = µ + σ (ZA)= 500 + 100(1.65)= 665

➢ so the minimum score for the scholarship is 665

Page 20
EX (3) the time required to finish some race is normally distributed with
mean of 40 minutes and standard deviation of 5 minutes, find

1) probability of finishing a race in at most 32.5 minutes

2) probability of finishing a race in at least 45 minutes
3) the time that a runner would record to be in superior 10.03%

Solution

➢ µ = 40 minutes
➢ σ = 5 minutes
32.5−40
1) p( x ≤ 32.5 ) = p(Z ≤ ) = P (Z ≤ -1.5) = ∅ (-1.5) = 1- ∅ (-1.5)=0.0668
5
45.5−40
2) p( x ≥ 45 ) = p(Z ≥ ) = P (Z ≥ 1.1) = 1-∅ (1.1) = ------------------
5
--------------------------------------------------------------------------------------

3)

XA 40

10.03
➢ the given area is =0.1003 which is area to left
100
➢ the area to left XA = 0.1003
➢ the area to left is smaller than 0.5
➢ the complementary is 1- 0.1003 = 0.8997
➢ search at table by this number to find (1.28 )
➢ so xA = µ + σ (-ZA)
➢ xA = 40 + 5 (-1.28) =33.6 minutes

Page 21
 Notes

➢ if the example about scores ,then the superior scores is to right of the
mean and the inferior scores is to left of the mean

➢ if the example about time to finish certain task ,then the superior time is
to left of the mean and the inferior time is to right of the mean

➢ if the example about speed of runners ,then the superior speed is to right
of the mean and the inferior speed is to left of the mean

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Ex: 4 A company pays its workers an average wage of $1000 an hour with
a standard deviation of $200 .if the wages are normally distributed,
determine the following probability of the workers getting wages:

a) less than $1300

b) less than $600
c) greater than $1184
d) greater than $750
e) between $590 and $1250
f) if the total number of workers is 5000,find the number of workers
getting wages between $590 and $1250
g) find the minimum wage of the highest (superior) 5.05 %
h) find the maximum wage of the highest (Inferior) 9.85 %

Page 22
 Solution

➢ µ = 1000 , σ = 200

G)

0.9495 0.0505

1000 XA

➢ p (X‹ XA) = 0.9495 ˃ 0.5→ BY searching in table about this

value (z=1.64) or searching in the table
XA = µ + σ (Z) = 1000 + (200)(1.64)=1328

H)

0.0985 0.9015

XA 1000
➢ p (X‹ XA) = 0.0985 ‹ 0.5→ BY searching in table about the
complementary of this value(0.9015) (z=1.29)
XA = µ + σ (-Z) = 1000 + (200)(-1.29)=742

Page 23
Ex:5 )The print on the package of 100 -watt general electric soft -
white light bulbs states that these blubs have an average life of 750
hours. Assume that the lives of all such bulbs have a normal distribution
with a mean of 750 hours and a standard deviation of 50 hours
A) Let x be the life of such a light bulbs. Find x so that only 2.5% of
such light bulbs have lives longer than this value
b) Let x be the life of such a light bulbs. Find x so that about 80% of
such light bulbs have lives longer than this value

Solution

➢ µ =750, σ = 50

A) P(X< xA) = 0.975 (more than 0.5)

➢ search by 0.975

➢ xA = µ + σ (ZA) = 750 + (50) (1.96) = 848

b) P(X< xA) = 0.2(less than 0.5)

➢ search by complementary (1- 0.2=0.8)

➢ xA= µ+ σ (-ZA) =750+ (50) (-0.85) =707.5

Page 24
 Linear combination of normal distribution

Theory (1) let (X) be a random variable with mean µx and

Variance σ2x → [ x ~ N ( µx , σ2x ) ]

➢ if there is a random sample ( n ) selected from normal distribution
then this sample will also follow normal distribution with mean (𝝁𝑿̅ )
and variance 𝝈𝟐 𝑿̅

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Note

X → refer to population

➢ Mean of (X) = µx

➢ Variance of (X) = σ2x

̅ → refer to sample
𝐗

➢ Mean of 𝐗
̅ = 𝛍𝐗̅ = µx
𝛔𝟐
➢ Variance of 𝐗
̅ = 𝛔𝟐 𝐗̅ =
𝐧

̅ = 𝛔𝐗̅ = 𝝈×
➢ Standard deviation of 𝐗 𝐧 √

𝑿−𝝁×
❖ to transfer from X to Z → Z =
𝝈×

𝑿− 𝛍𝐗̅
❖ to transfer from 𝐗
̅ to Z → Z =
𝛔𝐗̅

Page 25
Theory (2)

❖ If Y is another variable related to the basic variable (X) by this equation

Y = a ± b X

➢ mean of (Y) = E(Y) = µy = a ± b µx

➢ Variance of (Y) = σ2Y = b2. σ2x

❖ if a random sample was selected from the normal variable

(Y),then:

➢ Mean of y̅ = E (y̅) = E(Y) = µ y = a ± b µx

𝑣𝑎𝑟 𝑦
➢ variance of y̅ = σ2 y̅ =var(y̅) = 𝑛

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𝒚−𝝁𝒚
❖ to transfer from Y to Z→ Z =
𝝈𝒚

𝒚−𝝁 𝐲̅
❖ to transfer from 𝐲̅ to Z→ Z =
𝝈𝐲̅

𝒗𝒂𝒓𝒊𝒂𝒍𝒆−𝒎𝒆𝒂𝒏
Note: to transfer from any variable to ( Z) → Z =𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒏

Page 26
Ex:

➢ if the life time of some types of car batteries (X) is normally

Distributed with mean = 40 months and variance =25 months

➢ Suppose the price of the battery (Y) is related to its life time by the
following equation

Y = 29 + 2.4 X

➢ A random sample of 25 batteries was drawn find:

1) the means and variances of the random variables X

̅ , Y , y̅

2) the percentage of batteries whose price (y) are less than 116

3) the probability that sample mean life time (X

̅ ) will be between 38 and 42
months batteries

4) the probability that sample mean price ( y̅ ) will exceed 128

5) if the manufacturer is willing to replace only 2. 28% of the ,how long a

guarantee should he offer

--------------------------------------------------------------------------------------

Solution

➢ X → refer to the life time of all batteries

X → refer to the life time of sample batteries
➢ ̅
➢ Y→ refer to price of all batteries
➢ y̅ → refer to price of sample batteries

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1) X → refer to the life time of all batteries

µx = 40 hours , σ2x = 25 , σx =5

̅ → refer to the life time of sample batteries, where (n=25)

➢ 𝐗
μX̅ = µx = 40
σ2 25
σ2 X̅ = = 25 =1
n

𝜎×
σX̅ = =1
√n
X~N ( 40,1)
➢ ̅

➢ Y→ refer to price of all batteries where ( a =29 , b = 2.4 )

µy = a ± b µx = 29 + 2.4(40) =125

σ2Y = b2. σ2x = (2.4)2 . ( 25 ) = 144

σY = √144 =12
➢ Y~N ( 125, 12)

➢ 𝐲̅ → refer to price of sample batteries

𝜇 y̅ = µy = 125

𝑣𝑎𝑟 𝑦 144
σ2 y̅ = = = 5.76
𝑛 25

σ y̅ = √5.76 = 2.4
➢ 𝐲̅ ~ N ( 125 , 2.4)

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 116−𝑚𝑒𝑎𝑛 𝑜𝑓 𝑦 116−125
2) p ( y ‹ 116 ) = p ( Z ‹ 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑦 ) = p ( Z ‹ )
12

= p ( Z ‹ - 0.75) = 1 – Φ ( 0.75 ) = 1- 0.7734 = 0.2266 x 100 =22.66%

38−μX 42−μX
3) p ( 38 ≤ X
̅ ≤ 42 ) = p ( ̅
≤z≤ ̅
)
σX
̅ σX
̅

38−40 42−40
=p( ≤z≤ ) = p ( -2 ≤ 𝑍 ≤ 2 ) =
1 1

= [2Φ(2)] – 1 = [2(0.9772)] – 1 = 0.9544

128−𝜇 y̅ 128−125
4) p (𝐲̅ ˃ 128 ) = p ( Z ˃ ) = p ( Z ˃ )
σ y̅ 2.4

= p ( Z ˃ 1.25 ) =1- Φ ( 1.25 ) = 1- 0.8944 =0.1056

5) The company objective is to replace at most 2.28% of all batteries sold.

➢ P (X < xA) =0.0228 → < 0.5
0.0228
➢ Complementary = 1- 0.0228=0.9772
XA 40
➢ Searching inside table about (0.9772)

➢ xA = µ + σ (-ZA) = 40+(5)(-2)

➢ xA≃ 30 months

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Ex:

➢ let X~ N(20,256),and a sample of n= 64 was drawn

➢ if y is another variable related to X by this formula
➢ Y = 2 +0.2 X
➢ find the following probabilities
1) the means and variances of the random variables 𝐗
̅ , Y , 𝐲̅ and
write their sampling distributions
2) p ( 17 ≤ 𝐗 ̅ ≤ 23)
3) p ( y ˃ 14.7 )
4) p (4.9‹ 𝐲̅‹ 5.4)
5) find the values of X1 and X2 such as probability that
➢ p( X ˃ X1 ) =0.202
➢ P(X‹ X2 ) =0.505

SOLUTION

µx = 20 hours , σ2x = 256 , σx =16 ,n=64

σ2 256 𝜎×
̅ → μX̅ = µx = 20,
➢ 𝐗 σ2 X̅ = = =16, σX̅ = =4
n 16 √n
̅~N ( 20,16)
➢ 𝐗

➢ Y→ ( a =2 , b = 0.2 )
➢ µy = a ± b µx = 2 + 0.2(20) =6
➢ σ2Y = b2. σ2x = (0.2)2 . ( 256 ) = 10.24, σY = √10.24 =3.2
➢ Y~N ( 6,10.24)

➢ 𝐲̅ →
➢ 𝜇 y̅ = µy = 6, σ2 y̅ =
𝑣𝑎𝑟 𝑦 10.24
= = 0.16, σ y̅ = √0.16 = 0.4
𝑛 64

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 ➢ 𝐲̅ ~ N ( 6,0.16)
17−20 23−20
2) p ( 17 ≤ 𝐗
̅ ≤ 23) = p ( ≤z≤ )
4 4
= p ( -0.75 ≤ 𝑍 ≤ 0.75 ) =
= [2Φ(0.75)] – 1 = [2(0.7734)] – 1 = 0.5468

14.7−6
3)p ( y ˃ 14.7 ) = p ( z ˃ ) = p ( z ˃ 2.72 ) = 1- Φ(2.72)
3.2
=1-0.9967=0.003

4.9−6 5.4−6
4) p (4.9‹ 𝐲̅‹ 5.4) = p ( ≤z≤ )
0.4 0.4

= p ( -2.75 ≤ 𝑍 ≤ -1.5 ) =Φ(2.75) –Φ(1.5)=0.9970 -0.9332=0.0638

5)

0.798 0.202

20 X1

➢ p (x‹ X1) = 0.798 ˃ 0.5

➢ x = µ + σ (Z) = 20 + (16)(0.83)=33.28

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