Normal and standard Normal Distribution Part 5 after

1- Normal Distribution (denoted By X):

Properties
1- Takes Bell shape and its tails extend from −∞ to ∞
2- Symmetric distributions (mean = median = mode)
3- Probability = area under the normal curve
4- Total area under the curve =total probability =1 0.5 0.5
5-𝑷( 𝑿 > 𝝁 + 𝒄) = 𝑷( 𝑿 < 𝝁 − 𝒄)
μ
Note: The normal distribution is always denoted as:
X : Random variable X
X~𝑵(𝝁, 𝝈𝟐) means that ~ : Follow
N : Normal distribution
𝝁 : mean
𝝈𝟐 : variance

2- Standard Normal Distribution (denoted By Z):

Properties
The same properties as the normal distribution, but the
μ =0
mean μ = 0 and variance σ𝟐 = 1
σ =1
i.e: Z follow normal distribution with mean μ = 0 0.5 0.5
and variance σ𝟐 = 1 i.e: Z~𝑵(0,1)
μ

Note: To calculate the probabilities from normal (X),

We should transform it to standard normal (Z) as follow:

1
 How to calculate the probability from standard normal distribution (Z):

We use one of the following rules:

1- P(Z ≤ a) = 𝚽(a)

2- P(Z ≥ a) = 1 - 𝚽(a) Imp. Notes

3- P(Z ≤ - a) = 𝚽(- a)= 1 - 𝚽(a)  P(Z ≤ a) = p(Z<a)

i.e: P(Z =a) = 0
4- P(Z ≥ - a) = 1 - 𝚽(- a) = 1 - [1- 𝚽(a)] = 𝚽(a)
 P(Z<0) =p(Z>0) =0.5
5- P(a ≤Z≤ b) = 𝚽(b) - 𝚽(a)  𝚽(3.49‫ = )أي رقم أكبر من‬1

6- P(-a ≤Z≤ a) = 𝚽(a) - 𝚽(- a)  𝚽(-3.49‫ = )أي رقم أصغر من‬0

= 𝚽(a) – [1– 𝚽(a)]

= [2𝚽(a)] – 1

Note: From the probability we can find:

1) Percentage: Percentage = probability × 100
2) Expected number: Expected number = probability × total number

Note: How to find the probability from the table:

Ex: find 𝚽(1.95) ?

We divide the number 1.95 into two parts

1.9 0.05

Z .00 .01 .. .. .05 .. .08 .09

0.0 .5000 .5040
0.1 .5398 .5438
..
..
1.9 0.9744
..

𝚽(1.95) = 0.9744

2
Ex: Find the following probabilities?

1) P(Z ≤ 0.75) = 𝚽(𝟎. 𝟕𝟓) = 𝟎. 𝟕𝟕𝟑𝟒

2) P(Z ≤ - 2) = 𝚽(-2) = 1– 𝚽(2)

=1 – 0.9772
=0.0228

3) P(Z ≥ 2.09) = 1– 𝚽(2.09)

=1– 0.9817
=0.0183

4) P(Z ≥ -0.08) = 1– 𝚽(-0.08)

= 1– [1– 𝚽(0.08)]
= 𝚽(0.08) = 0.5139
= 0.5139

5) P(Z ≤ 0) = 𝚽(0)
= 0.50

6) P(1.35 ≤ Z≤ 2.6) = 𝚽(2.6) – 𝚽(1.35)

= 0.9953 – 0.9115
= 0.0838

7) P(-2 ≤ Z≤ 1.5) = 𝚽(1.5) – 𝚽(-2)

= 𝚽(1.5) – [1- 𝚽(2)]
= 0.9332 – [1- 0.9772]
= 0.9332 – 0.0228
= 0.9104

8) P(-1.96 ≤Z≤ 1.96) = 𝚽(1.96) – 𝚽(-1.96)

= 𝚽(1.96) – [1- 𝚽(1.96)]
= [2 𝚽(1.96)] –1
= [2 × 0.9750] –1
= 1.95 –1 Imp. Notes
= 0.95 To calculate the probabilities from
normal variable (X):
9) P(Z ≤ 5.6) = 𝚽(5.6)
= 1 ‫حفظ‬ 1): Convert X to Z, where:

10) P(Z ≤ -5.6) = 1 – 𝚽(5.6)

= 1–1
= 0 2) Applied the previous rules of Z

3
Ex: Let 𝐗 be a continuous random variable that is normally distributed with a mean of
40 and a standard deviation of 4. Find the probability that 𝐗 assumes a value:
1. Less than 45 2. Less than 32
3. Greater than 49. 4. Greater than 37.
4. Between 33 and 47. 6. from 34 to 51.
Solution
𝐗 = normally distributed the mean μ = 40
The standard deviation σ = 4

1. Probability that X less than 45:

P(X < 45) =

= 𝚽(1.25)
=0.8944
2. Probability that X less than 32:
P(X < 32) =
= 𝚽(-2)
= 1- 𝚽(2)
= 1- 0.9772
X
= 0.0228 Z
2 0
3. Probability that X greater than 49:
P(X > 49) = = 1- 𝚽(2.25)
= 1- 0.9878 = 0.0122

4. Probability that X greater than 49:

P(X > 37) =
= 1- 𝚽(- 0.75) = 𝚽(0.75) = 0.7734

5. Probability that X lies between 33 and 47:

P(33 <X < 47) =
= 𝚽(1.75) - 𝚽(-1.75) = [2𝚽(1.75)] - 1
= [2 × 0.9599] – 1 = 1.9988 – 1 = 0.9198

6. Probability that X lies between 34 and 51:

P(34 <X< 51) =
= 𝚽(2.75) - 𝚽(-1. 5) = 𝚽(2.75) - [1- 𝚽(1.5)]
= 0.9970 - [1- 0.9332]
= 0.9302

4
 Ex: The mean and standard deviation for the lifetime of a population of light bulbs
are 1200 and 150 hours respectively. Assuming these lifetimes are normally
distributed, calculate the following probabilities and percentages:
1. A light bulb will last (survive) over 1500 hours
2. A light bulb will last (survive) less than 1401 hours
3. A light bulb will last between 954 and 1494 hours
4. If the population number of bulbs is 10,000 bulbs, calculate the expected
number of bulbs for each of the above probabilities

Solution

∵ Lifetimes are normally distributed ∴ lifetimes =X μ = 1200

σ = 150

1. A light bulb will last (survive) over 1500 hours

P(X > 1500) = = 1 - 𝚽(2)
= 1 – 0.9772 =0.0228
Percentage = 0.0228 × 100 = 2.28%

2. A light bulb will last (survive) less than 1401 hours

P(X < 1401) = = 𝚽(1.34) = 0.9099
Percentage = 0. 9099 × 100 = 90.99%

3. A light bulb will last between 954 hours and 1494 hours
P(954<X<1401) =
= 𝚽(1.96) - 𝚽(-1. 64) = 𝚽(1.96) - [1- 𝚽(-1.64)]
= 0.9750 - [1- 0.9495]
= 0.9245
Percentage = 0. 9245× 100 = 92.45%

4. The Expected number = Probability × Total number

For 1. The expected number over 1500 = 0.0228 × 10000
= 228 bulbs
For 2. The expected number less than 1401 = 0.9099 × 10000
= 9099 bulbs
For 3. The expected number between 954 hr. and 1494 hr.
= 0.9245 × 10000
= 9245 bulbs

5
Ex: If the time required finishing some race is normally distributed with a mean of 40
minutes, and standard deviation of 5 minutes. Find:
1. The probability of finishing the race in less than 32.5 minutes.
2. The percentage of runners who will finish the race in more than 50.75 minutes
3. The expected number of runners who will finish the race in an amount of
time ranging from 30 minutes to 52.5 minutes, if 5000 runners
participate in the race

Solution

 The time required finishing the race are normally distributed ∴ Time =X
μ = minutes , σ = 5 minutes

1. The probability of finishing the race in less than 32.5 minutes:

P(X < 32.5) =

= 𝚽(-1.5) = 1– 𝚽(1.5)
= 1– 0.9332
= 0.0668

2. The percentage of runners who will finish the race in more than 50.75 minutes

P(X > 50.75) =

= 1– 𝚽(2.15)
= 1– 0.9842
= 0.0158
Percentage = 0.0.015 × 100
= 1.58%

3. The probability of finishing the race from 30 minutes to 52.5 minutes:

P(30 <X< 52.5) =
= 𝚽(2.5) - 𝚽(-2)
= 𝚽(2.5) - [1- 𝚽(2)]
= 0.9938 - [1- 0.9772]
= 0.9710
Expected number = 0.9710 × 5000
= 4855 runners

6
 H.W

1- Let x denote the time it takes to run a road race. Suppose x is normally distributed with a mean of
190 minutes and a standard deviation of 21 minutes. If one runner is selected at random, what is
the probability that this runner will complete this road race?
a. In less than 150 minutes?

b. In 205 to 245 minutes?

2- Suppose the times spent watching TV has a normal distribution with a mean of 231 and standard
deviation of 45 minutes. What is the probability of watching TV for
a. More than 290 minutes per day?
b. Less than 150 minutes per day?
c. 180 to 320 minutes per day?
d. 270 to 350 minutes per day?

3- The monthly income of 5,000 workers at the Microsoft plant is distributed normally. Suppose the
mean monthly income is $1,250 and the standard deviation is $250.
1- What is the probability of the workers who earn less than $1750 per month?
2- What is percentage of the workers who earn more than $1125 per month?
3- What is probability of the workers who earn more than $3250 per month?
4- What is probability of the workers who earn exactly $1000 per month?
5- How many workers earn between $750 and $1500 per month?

4- A company pays its workers an average wage of $1000 a week with a standard deviation of $200.
If the wages are normally distributed, determine the probability of the workers who get wages:
1.Less than $ 1300
2.Less than $ 600
3.Greater than $ 1184
4.Greater than $ 750
5.between $ 590 and $ 1250
6.If the total number of workers is 5000 find the number of workers getting wages between $ 590
and $ 1250

5- The speeds of cars on the highway have a normal distribution with mean of 90 km/h and variance of
25 km/h.
1. What probability of cars averaged less than 78 km/h?
2.If a police car stopped cars that were going more than 100 km/h, how many cars would they
stop if there were 8000 cars on the highway?

Standard Normal Curve Area

7
 (z)  P(Z  z)
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224

0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621

1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441

1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817

2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952

2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990

3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998