Variables can be either discrete or

continuous. A continuous random

variable is one that can assume an
uncountable number of values.
It involves measurement of something,
such as the height of a randomly
selected students, the weight of a
newborn baby, or the length of time
that the battery of a cellphone lasts.
Consider the following data pertaining to hospital weights (in
pounds) of all the 36 babies that were born in the maternity
ward of a certain hospital.

4.94 4.69 5.16 7.29 7.19 9.47 6.61 5.84 6.83

3.45 2.93 6.38 4.38 6.76 9.01 8.47 6.8 6.4
8.6 3.99 7.68 2.24 5.32 6.24 6.19 5.63 5.37
5.26 7.35 6.11 7.34 5.87 6.56 6.18 7.35 4.21
Compute the average weight of the new born babies.
What is the standard deviation of the given data above?
The Normal Distribution: Height

Anthony J Greene 4
 A Normal Distribution:
Age At Retirement
2000
1800
1600
1400
1200
1000
800
600
400
200
0
31-35 36-40 41-45 46-50 51-55 56-60 61-65 66-70 71-75 76-80 81-85 86-90 91-95 96-100

5
Normally Distributed Variables

• The most common continuous (interval/ratio) variable type

• Occurs predominantly in nature (biology, psychology, etc.)
• Determined by the principles of Probability

6
 Probability and the Normal
Distribution
Probability is the Underlying Cause of the
Normal Distribution

7
 Possible outcomes
for four coin tosses
HHHH HHHT HHTH HHTT
HTHH HTHT HTTH HTTT
THHH THHT THTH THTT
TTHH TTHT TTTH TTTT

There are 16 possibilities because there are 2

possible outcomes for each toss and 4 tosses: 24
In general the possible outcomes are mn where m is
the number of outcomes per event and n is the
number of events
8
Probability distribution of the number of
heads obtained in 4 coin tosses
No. of Heads Probability
x P(X=x)
0 0.0625 = 1/16
1 0.2500 = 4/16
2 0.3750 = 6/16
3 0.2500 = 4/16
4 0.0625 = 1/16
1.0000 1
9
 Probability distribution of the
number of heads obtained in 4 coin
tosses
0.40
0.35
0.30
0.25
0.20
0.15
0.10
0.05
0.00
0 1 2 3 4

10
 Another Example
2 Dice
Possible outcomes:
1,1 1,2 1,3 1,4 1,5 1,6
2,1 2,2 2,3 2,4 2,5 2,6
3,1 3,2 3,3 3,4 3,5 3,6
4,1 4,2 4,3 4,4 4,5 4,6
5,1 5,2 5,3 5,4 5,5 5,6
6,1 6,2 6,3 6,4 6,5 6,6
11
 Another Example

x f (x)
2 1
3 2 7
6
4 3 5

5 4 4
3
6 5
2
7 6 1
0
8 5 2 3 4 5 6 7 8 9 10 11 12

9 4
10 3
11 2
12 1 12
 Examples of the Normal Distribution
• Age • Calories Eaten per Day
• Height • Hours of Work Done per
• Weight Day
• I.Q. • Eyeblinks per Hour
• Sick Days per Year • Insulting Remarks per
• Hours Sleep per Night Week
• Words Read per Minute • Number of Pairs of
Socks Owned

13
The most important distribution in statistical science is
a normal distribution, which has a "bell-shaped" curve.
There are many reasons why the normal distribution is
considered the most important curve in statistics.
(a) Many random variables are either normally
distributed or, at least, approximately normally
distributed. Heights, weights, examination scores, the
log of the length of life of some equipment are among
a few random variables that are approximately
normally distributed. Although the distributions are
only approximately normal, the approximation is
usually quite close.
(b) It is easy for mathematical statisticians to
work with the normal curve. A number of
hypothesis tests and the regression model are
based on the assumption that the underlying
data have normal distributions.
(b) It is easy for mathematical statisticians to
work with the normal curve. A number of
hypothesis tests and the regression model are
based on the assumption that the underlying
data have normal distributions.

A normal distribution is a continuous

distribution just like the uniform and triangular
distribution. However, the left and right tails of
the normal distribution extend indefinitely but
come infinitely close to the x-axis.
 Graph of a Normal Distribution
34% 34%
13.5% 13.5%
2.35% 2.35%

17
The graph of the normal distribution depends on
two factors: (1) the mean and (2)the standard
deviation σ.
In fact, the mean and standard deviation
characterize the whole distribution. That is, we can
get areas under the normal curve given information
about the mean and standard deviation.
The mean determines the location of the center of
the bell shaped curve. Thus, a change in the value
of the mean shifts the graph of the normal curve
to the right or to the left.
The standard deviation determines the shape
of the graphs (particularly, the height and
width of the curve). When the standard
deviation is large, the normal curve is short
and wide, while a small value for the standard
deviation yields a skinnier and taller graph.
 Shapes of the Normal Distribution
Kurtosis
• Leptokurtic – more peaked
• Platykurtic - flat-topped curves
• Mesokurtic - normal/ordinary

Anthony J Greene 21
Every normal curve (regardless of its mean or
standard deviation) conforms to the following
"empirical rule" (also called the 68-95-99.7
rule):
• About 68% of the area under the curve falls
within 1 standard deviation of the mean.
• About 95% of the area under the curve falls
within 2 standard deviations of the mean.
• Nearly the entire distribution (About 99.7% of
the area under the curve) falls within 3 standard
deviations of the mean.
"empirical rule" (68-95-99.7 rule):
• About 68% of the area under the curve falls
within 1 standard deviation of the mean.
"empirical rule" (68-95-99.7 rule):
• About 95% of the area under the curve falls
within 2 standard deviations of the mean.
"empirical rule" (68-95-99.7 rule):
• Nearly the entire distribution (About 99.7% of
the area under the curve) falls within 3 standard
deviations of the mean.
• Determine what frequency and relative
frequency of babies weights are within
a. one standard deviation from the mean
b. Two standard deviations from the mean
c. Three standard deviations from the mean

4.94 4.69 5.16 7.29 7.19 9.47 6.61 5.84 6.83

3.45 2.93 6.38 4.38 6.76 9.01 8.47 6.8 6.4
8.6 3.99 7.68 2.24 5.32 6.24 6.19 5.63 5.37
5.26 7.35 6.11 7.34 5.87 6.56 6.18 7.35 4.21
• Determine what frequency and relative
frequency of babies weights are within
a. one standard deviation from the mean
4.94 4.69 5.16 7.29 7.19 9.47 6.61 5.84 6.83
3.45 2.93 6.38 4.38 6.76 9.01 8.47 6.8 6.4
8.6 3.99 7.68 2.24 5.32 6.24 6.19 5.63 5.37
5.26 7.35 6.11 7.34 5.87 6.56 6.18 7.35 4.21

36 x 0.68 = 24.48
• Determine what frequency and relative
frequency of babies weights are within
b. two standard deviations from the mean
4.94 4.69 5.16 7.29 7.19 9.47 6.61 5.84 6.83
3.45 2.93 6.38 4.38 6.76 9.01 8.47 6.8 6.4
8.6 3.99 7.68 2.24 5.32 6.24 6.19 5.63 5.37
5.26 7.35 6.11 7.34 5.87 6.56 6.18 7.35 4.21

36 x 0.95 = 34.2
• Determine what frequency and relative
frequency of babies weights are within
c. three standard deviations from the mean
4.94 4.69 5.16 7.29 7.19 9.47 6.61 5.84 6.83
3.45 2.93 6.38 4.38 6.76 9.01 8.47 6.8 6.4
8.6 3.99 7.68 2.24 5.32 6.24 6.19 5.63 5.37
5.26 7.35 6.11 7.34 5.87 6.56 6.18 7.35 4.21

36 x 0.997 = 35.892
What do we do with Normal Distributions?

1. Determine the position of a given score

relative to all other scores.
2. Compare distributions.

30
 Comparing Two Distributions

Two distributions of exam scores. For both distributions, µ = 70,

but for one distribution, σ = 12. The position of X = 76 is very
different for these two distributions.
31
Properties of the Normal Distribution:
1. The normal distribution curve is bell-
shaped.
2. The mean, median and mode are equal and
located at the center of the distribution.
3. The normal distribution curve is unimodal.
4. The curve is symmetrical about the mean.
5. The curve is continuous.
6. The curve never touches the x-axis.
7. The total area under the normal
distribution curve is equal to 1 or 100%.
Properties of the Normal Distribution:
8. The normal curve satisfies the Empirical
Rule: (a) Approximately 68% of the area
under the normal curve is within one standard
deviation from the mean;
(b) Approximately 95% of the area under the
normal curve is within two standard
deviations from the mean; and
(c) nearly everything, approximately 99.7% of
the area under the normal curve, is within
three standard deviations from the mean.
Standard Normal Distribution

A normally distributed variable having mean

0 and standard deviation 1 is said to have the
standard normal distribution. Its associated
normal curve is called the standard normal
curve.
 Transformation to Standard Units

The idea is to transform (reversibly) any normal distribution into

a STANDARD NORMAL distribution with μ = 0 and σ = 1

35
 Height a) in inches b) in centimeters
inches X 2.54 = centimeters

0.16 0.16
0.14 0.14
0.12 0.12
0.1 0.1
0.08 0.08
0.06 0.06
0.04 0.04
0.02 0.02
0 0
56 60 64 68 72 76 80 142 152 162 172 182 192 202

36
Transformations

37
 Standardized Normally Distributed
Variable

A normally distributed variable, x, is converted to a standard

normal distribution, z, with the following formula

x
z


38
Standardizing normal distributions

39
 Standard Normal Distributions
• The z-score transformation is entirely
reversible but allows any distribution to be
compared (e.g., I.Q. and SAT score; does a top
I.Q. score correspond to a top SAT score?)
• z-scores all have a mean of zero and a
standard deviation of 1, which gives them the
simplest possible mathematical properties.
 Standard Normal Distributions
An example of a z transformation from a
variable (x) with mean 3 and standard deviation
2
Understanding x and z-scores

42
Basic Properties of the Standard
Normal Curve
Property 1: The total area under the standard normal curve
is equal to 1.
Property 2: The standard normal curve extends indefinitely
in both directions, approaching, but never touching, the
horizontal axis as it does so.
Property 3: The standard normal curve is symmetric about
0; that is, the left side of the curve should be a mirror image
of the right side of the curve.
Property 4: Most of the area under the standard normal
curve lies between –3 and 3.
 The Normal Distribution:
why use a table?

x2
1 d

 ( X   ) / 2
P
2 2
e
x1 2 2 dx
 Finding percentages for a normally
distributed variable from areas under
the standard normal curve

Because the standard normal distribution is the same for all

variables, it is an easy way to determine what proportion of scores
is less than a, what proportion lies between a and b, and what
proportion is greater than b (for any distribution and any desired
points a and b). 45
Finding the area under the standard
normal curve to the left of z = 1.23
Finding the area under the standard
normal curve to the right of z = 0.76
Finding the area under the standard
normal curve that lies between
z = –0.68 and z = 1.82
Find the area under the standard normal curve.
1.between 0 and 1.96 0.4750
2.between 0 and 0.99 0.3389
3.between 0 and 2.31 0.4896
4.between -1.75 and 0 0.4599
5.between -0.48 and 0 0.1844
6.to the right of 0.44 0.3300
7.to the right of -1.42 0.9222
8.to the left of -1.6 0.0548
9.to the left of 0.78 0.7823
10.to the right of 2.07 0.0192
 The Normal Distribution Curve as a Probability

The normal distribution curve can be used as a

probability distribution curve for a normally
distributed variables. The area under the curve
corresponds to a probability.

For probabilities a special notation is used. For

example, if the problem is to find the probability of
any z value between 0 and 1.5, this probability is
written as P(0 < z < 1.5).
• What is P(Z > 1.6) ? P( Z < 1.6) = 0.9452

0 1.6 z
P(Z > 1.6) = 1 – P(Z < 1.6)
= 1 – 0.9452
=0.0548
• What is P(Z < 1.52) ? P(Z < 1.52)

0 1.52

P(Z < 1.52) = 0.9357 8.52

• What is P(0.9 < Z < 1.9) ?
 • What is P(0.9 < Z < 1.9) ? P (Z < 0.9)

P(0.9 < Z < 1.9)

0 0.9 1.9
P(0.9 < Z < 1.9) = P( Z < 1.9) – P (Z < 0.9)
=0.9713 – 0.8159
= 0.1554
Find the probabilities for each using the
standard normal distributions.
1. P(0 < z < 1.65) 0.4505 or 45.05%
2. P(-2.3 < z < 0) 0.4893 or 48.93%
3. P (z > 0.56) 0.2877 or 28.77%
4. P(z < -1.8) 0.0359 or 3.59%
5. P(-2.3 < z < 0.79) 0.7745 or 77.45%
The z
Notation

The symbol zα is used to denote the

z-score having area α (alpha) to its
right under the standard normal
curve. We read “zα” as “z sub α” or
more simply as “z α.”
 Finding z 0.025

1- 0.025 = 0.975
The z corresponding to 0.9750 in the left tail is 1.96.
The z corresponding to 0.025 in the right tail is 1.96
 Finding z 0.05

𝑧0.05 = 1.645

1- 0.05 = 0.95

The z corresponding to 0.95 in the left tail is 1.645

The z corresponding to 0.05 in the right tail is 1.645
Find the z value that corresponds to the given area.

1. 3.

z = 2.13 z = -2.13

2. 4.

z = -1.32 z = -1.26
Find the z value that corresponds to the given area.

5. 7.

z = 1.98 z = -1.91

6. 8.

z = 1.84 z = 0.56
Finding the two z-scores dividing the area
under the standard normal curve into a
middle 0.95 area and two outside 0.025
areas

The z corresponding to 0.025 in both tails is ±1.96

From x or z to P
Finding percentages for a normally
distributed variable from areas under the
standard normal curve
Finding percentages for a normally distributed
variable from areas under the standard normal
curve

1. ,  are given.
2. a and b are any two values of the variable x.
3. Compute z-scores for a and b.
4. Consult the z distribution table.
5. Perform the necessary operation.
Given that a quiz has a mean score
of 14 and an s.d. of 3, what
proportion of the class will score
between 9 & 16?

1.  = 14 and  = 3.
2. a = 9 and b = 16.
9−14 −5
3. za = = = −1.67
3 3

16−14 2
zb = = = 0.67
3 3
Given that a quiz has a mean score
of 14 and an s.d. of 3, what
proportion of the class will score
between 9 & 16?

4. In the z distribution table the area to the left of -1.67 is 0.0475

and the area to the left of 0.67 is 0.7486
5. The area between a and b is therefore
0.7486-0.0475 = 0.7011 or 70.11%
Therefore, 70.11% of the class will score between 9 and 16 in
the given quiz.
 Determination of the percentage of people having
IQs between 115 and 140

Shaded Area = 0.9938 – 0.8264 = 0.1674

Therefore, 16.74% of the people have an IQ between 115 and 140.
The time required to build a computer is
normally distributed with a mean of 50 minutes
and a standard deviation of 10 minutes:

• What is the probability that a computer is

assembled in a time between 45 and 60
minutes?
The mean height of 1000 students at a certain
school is 140 cm and the standard deviation is
10 cm. Assuming that the heights are normally
distributed.
1. How many students stand less than 110 cm?
2. How many students stand between 120 and
145 cm?
3. How many students stand more than 150
cm?
4. Find the heights that will be included in the
middle 78.14% of the group.
The mean height of 1000 students at a certain
school is 140 cm and the standard deviation is
10 cm. Assuming that the heights are normally
distributed.
1. How many students stand less than 110 cm?
ans. 1
2. How many students stand between 120 and 145 cm?
ans. 668
3. How many students stand more than 150 cm? ans. 159
4. Find the heights that will be included in the middle 78.14%
of the group. ans. 128-152
• OK, we’ve converted P(45 < X < 60) for a normal
distribution with mean = 50 and
standard deviation = 10 to

• P(–0.5 < Z < 1) [i.e. the standard normal

distribution with mean = 0 and standard
deviation = 1 so

• Where do we go from here?!

 Calculating Normal Probabilities…
P(–0.5 < Z < 1) looks like this:

The probability is the area

under the curve…

We will add up the

two sections: 0
P(–0.5 < Z < 0) and –.5 … 1
P(0 < Z < 1)
 Calculating Normal Probabilities…
• We can use Table 3 in
• Appendix B to look-up
• probabilities P(0 < Z < z)

• We can break up P(–0.5 < Z < 1) into:

• P(–0.5 < Z < 0) + P(0 < Z < 1)

• The distribution is symmetric around zero, so (multiplying through

by
• minus one and re-arranging the terms) we have:
• P(–0.5 < Z < 0) = P(0.5 > Z > 0) = P(0 < Z < 0.5)
• Hence: P(–0.5 < Z < 1) = P(0 < Z <0.5) + P(0 < Z < 1)
 Calculating Normal Probabilities…
• Recap: The time required to build a computer is
normally distributed with a mean of 50 minutes and a
standard deviation of 10 minutes
What is the probability that a computer is assembled
in a time between 45 and 60 minutes?

P(45 < X < 60) = P(–0.5 < Z < 1) = 0.5328

“Just over half the time, 53% or so, a computer will have
an assembly time between 45 minutes and 1 hour”

8.73
 Example
• The return on investment is normally distributed with a
mean of 10 and a standard deviation of 5. What is the
probability of losing money?

• We want to determine P(X < 0). Thus,

 X   0  10 
P ( X  0)  P  
  5 
 P ( Z   2)
 0.0228

There is a 2.28% of losing money.

• If the standard deviation is 10 the probability of losing
money is P(X < 0)

 X   0  10 
P( X  0)  P  
  10 
 P( Z   1)
 0.5  P(0  Z  1)
 0.5  0.3413
 0.1587
• Thus, increasing the standard deviation increases the
probability of losing money, which is why the standard
deviation (or the variance) is a measure of risk.

8.75
In a job fair, 3 000 applicants applied for a job.
Their mean age was found to be 28 with a
standard deviation of 4 years.

1. How many applicants are below 20 years old?

2. How many applicants are above 32 years old?
3. How many applicants have ages between 24 and 32
years old?
4. Find the ages such that 67% is below it.
5. Find the ages that belongs to the upper 14.92% of
the group.
6. Find the ages that will be included in the middle
68.26% of the group.