Chapter

The Normal Distribution

Elementary Statistics
Larson Farber
1

Properties of a Normal
Distribution

Inflection point

Inflection point

The mean, median, and mode are equal

Bell shaped and symmetric about the mean
The total area under the curve is one or 100%
The curve approaches but never touches the x- axis
as it extends farther away from the mean.
The graph curves downward between - and +
and curves upward to the left of - and to the
right of + . The points at which the curvature
2
changes are called inflection points.

Means and Standard

Deviations

Curves with different means, same standard deviation

10 11 12 13 14 15 16 17 18 19 20

Curves with different means

different standard deviations

9 10 11 12 13 14 15 16 17 18 19 2021
22
3

Empirical Rule

68%

About 68% of the

area lies within 1
standard deviation
of the mean

-3 -2 -1 +1 +2 +3
About 95% of the
area lies within 2
standard deviations
About 99.7% of the area lies
within 3 standard deviations
of the mean

Determining Intervals
= 4.2 hrs
= 0.3 hrs

x
0
1
2
3
3.33 3.62 3.91 4.2
4.5
4.8
5.1

An instruction manual claims that the assembly time

for a product is normally distributed with a mean of
4.2 hours and standard deviation 0.3 hours. Determine
the interval in which 95% of the assembly times fall.
95% of the data will fall within 2 standard
deviations of the mean.
- 2 (0.3) = 3.6 and +2 (0.3) = 4.8.
95% of the assembly times will be between
5
3.6 and 4.8 hrs.

The Standard Score

The standard score, or z-score, represents the
number of standard deviations a random
variable x falls from the mean .

value - mean
x
z

standard deviation

The test scores for a civil service exam are

normally distributed with a mean of 152 and
standard deviation of 7. Find the standard zscore for a person with a score of:
(a) 161
(b) 148
(c) 152
(a)

161 152
z
7
z 1.29

(b)

148 152
z
7
z 0.57

(c)

152 152
z
7
z0
6

Larson/Farber Ch 5

From z-Scores to Raw

Scores
To transform a standard z-score to a data value, x
use the formula

x=+z
The test scores for a civil service exam are normally
distributed with a mean of 152 and standard deviation
of 7. Find the test score for a person with a standard
score of
(a) 2.33
(b) -1.75
(c) 0

(a) x = 152 + (2.33)(7) = 168.31

(b) x = 152 + ( -1.75)(7) = 139.75

(c) x = 152 + (0)(7) = 152

7
Larson/Farber Ch 5

The Standard Normal

Distribution
The standard normal distribution has a
mean of 0 and a standard deviation of 1.
Using z- scores any normal distribution can be
transformed into the standard normal distribution.

4 3 2 1 0 1 2 3 4
8
Larson/Farber Ch 5

Cumulative Areas

The
total
area
under
the curve
is one.
-3 -2 -1 0 1 2 3

The cumulative area is close to 0 for z-scores

close to -3.49.
The cumulative area for z = 0 is 0.5000
The cumulative area is close to 1 for z scores
close to 3.49.
9

Cumulative Areas
Find the cumulative area for a z-score
of -1.25.
0.1026

-3 -2 -1 0 1 2 3
Read down the z column on the left to z = -1.2.

Then move across that row to the column under 0.05.

The value in the cell is 0.1056, the cumulative area.

The probability that z is at most -1.25 is 0.1056.

P ( z -1.25) = 0.1026 10

From Areas to z-scores

Find the z-score that corresponds to a
cumulative area of 0.9803.

0.9803
0.9803

z
4 3 2 1 0 1 2 3 4
Locate 0.9803 in the area portion of the table.
Read the values at the beginning of the
corresponding row and at the top of the column.
The z-score is 2.06.
11
z = 2.06 is roughly the 98th percentile.

Finding Probabilities
To find the probability that z is less than a
given value, read the cumulative area in the
table corresponding to that z-score.
Find P( z < -1.24)

-3 -2 -1 0 1 2 3

Read down the z-column to -1.2 and across to .04.

The cumulative area is 0.1075. P ( z < 1.24) = 0.1075
12

Finding Probabilities
To find the probability that z is greater than
a given value, subtract the cumulative area
in the table from 1.
Find P( z > -1.24)
Required area

0.1075

0.8925

-3 -2 -1 0 1 2 3

The cumulative area (area to the left) is 0.1075.

So the area to the right is 1 - 0.1075 = 0.8925.
13
P( z > -1.24) = 0.8925

Larson/Farber Ch 5

Finding Probabilities
To find the probability z is between two given
values, find the cumulative areas for each and
subtract the smaller area from the larger.
Find P( -1.25 < z < 1.17)

-3 -2 -1 0 1 2 3
1. P(z < 1.17) = 0.8790

2. P(z < -1.25) =0.1056

3. P( -1.25 < z < 1.17) = 0.8790 - 0.1056 = 0.7734

14

Summary
To find the probability that
z is less than a given value,
read the corresponding
cumulative area.
-3 -2 -10 1 2 3

To find the probability

that z is greater than a
given value, subtract the
cumulative area in the
table from 1.
-3 -2 -10 1 2 3
To find the probability z
is between two given
values, find the
cumulative areas for each
and subtract the smaller
area from the larger.

-3 -2 -1 0 1 2 15
3

Probabilities and Normal

Distributions
If a random variable, x is normally distributed, the
probability that x will fall within an interval is equal
to the area under the curve in the interval.
IQ scores are normally distributed with a mean of 100
and standard deviation of 15. Find the probability that
a person selected at random will have an IQ score less
than 115.
B
4 3.99 1

100 115

To find the area in this interval, first find the standard

score equivalent to x = 115.

115 100
z
1
15

16

Probabilities and Normal

Distributions
B

4 3.99 1

Normal Distribution
= 100
= 15

Standard Normal
Distribution

SAME

SAME

Find P(x < 115)

100 115

4 3.99 1

=0
=1
Find P(z < 1)
0 1

P( z< 1) = 0.8413, so P( x<115) = 0.8413

17
Larson/Farber Ch 5

Application
Monthly utility bills in a certain city are normally
distributed with a mean of $100 and a standard
deviation of $12. A utility bill is randomly selected.
Find the probability it is between $80 and $115.
Normal Distribution
= 100
= 12

80 100
z
1.67
12

P(80 < x < 115)

115 100
z
1.25
12

P(-1.67 < z < 1.25)

0.8944 - 0.0475 = 0.8469
The probability a utility bill
is between $80 and $115 is
0.8469.
18

Finding Percentiles
Monthly utility bills in a certain city are normally
distributed with a mean of $100 and a standard
deviation of $12. What is the smallest utility bill
that can be in the top 10% of the bills?
t

1.28 1.29 4

90%
10%
z
Find the cumulative area in the table that is closest
to 0.9000 (the 90th percentile.) The area 0.8997
corresponds to a z-score of 1.28.
To find the corresponding x-value, use x = + z
x = 100 + 1.28(12) = 115.36.
$115.36 is the smallest value for the top1910%.

Sampling Distributions
A sampling distribution is the probability
distribution of a sample statistic that is formed
when samples of size n are repeatedly taken
from a population. If the sample statistic is the
sample mean, then the distribution is the
sampling distribution of sample means.

Sample

x3

Sample

x1

Sample

x4

Sample

x5

Sample

x2

Sample

x6

The sampling distribution consists of the values of the

sample means, 1
2
3
4
5
6

x , x , x , x , x , x ,...
20

The Central Limit Theorem

If a sample n 30 is taken from a population with
any type distribution that has a mean =
and standard deviation =

the sample means will have a normal distribution

and standard deviation

with a mean

x
xx
xx
xx x
xxx
x x x
x x xx x
x x x x x

x
n
21

The Central Limit Theorem

If a sample of any size is taken from a population
with a normal distribution and
mean = and
standard deviation = ,

the distribution of means of sample size n , will be

normal
with a mean x

x
standard deviation
x
xx
xx x

x
xxx
x x x
n
xxxxx
x x x x x
Larson/Farber Ch 5

22

Application
The mean height of American men (ages 20-29) is
= 69.2 inches and = 2.9 inches. Random
samples of 60 men in this age group are selected.
Find the mean and standard deviation (standard
error) of the sampling distribution.
= 69.2
= 2.9

69.2
Distribution of means of sample size 60 , will be
normal with a mean x 69.2
2.9
standard deviation (standard error) x

x
x
xx
xx x
xxx
x x x
xxxxx
x x x x x

60
0.3744
23

Interpreting the Central

Limit Theorem
The mean height of American men (ages 20-29) is
= 69.2. If a random sample of 60 men in this
age group is selected, what is the probability the
mean height for the sample is greater than 70?
Assume = 2.9.
since n > 30
The sampling distribution of

will be normal

x 69.2

mean

standard deviation

2.9
x
0.3744
60

Find the z-score for a sample mean of 70:

x 70 69.2
z

2.14
x
0.3744
24

Interpreting the Central

Limit Theorem

1.87 1.88 4

P(

> 70)

= P (z > 2.14)
= 1 - 0.9838

2.14

= 0.0162

There is a 0.0162 probability that a sample

of 60 will have a mean greater than 70.
25

Application
Central Limit Theorem
During a certain week the mean price of gasoline in
California was = $1.164 per gallon. What is the
probability that the mean price for the sample of 38
gas stations in California is between $1.169 and
$1.179? Assume = $0.049.
The sampling distribution of
mean

will be normal

x x 1.164

standard deviation

0.049
x

0.0079
n
38

Calculate the standard z-score for sample values of

$1.169 and $1.179.

1.169 1.164
0.63
0.0079

1.179 1.164
z
1.90
0.0079
26

Application
Central Limit Theorem
P( 0.63 < z < 1.90)
= 0.9713 - 0.7357
= 0.2356
z
.63

1.90

The probability is 0.2356 that the mean for

the sample is between $1.169 and $1.179.

27

Normal Approximations
to the Binomial
Characteristics of a Binomial Experiment
There are a fixed number of trials. (n)
The n trials are independent and
repeated under identical conditions
Each trial has 2 outcomes,
S = Success or F = Failure.
The probability of success on a single
trial is p and the probability of failure
is q. P(S) = p P(F) =q p + q = 1
The central problem is to find the
probability of x successes out of n
trials. Where x = 0 or 1 or 2 n.

x is a count of the number of successes

in n trials.
28

Application
34% of Americans have type A+ blood. If 500
Americans are sampled at random, what is the
probability at least 300 have type A+ blood?
Using techniques of chapter 4 you could calculate
the probability that exactly 300, exactly 301
exactly 500 Americans have A+
blood type and add the probabilities.

Oryou could use the normal curve

probabilities to approximate the binomial
probabilities.
If np 5 and nq 5, the binomial random variable x is
approximately normally distributed with
mean

= np

and

npq
29

Why do we require
np 5 and nq 5?
n=5
p = 0.25, q = .75
np =1.25 nq = 3.75
0

4 4

n = 20
p = 0.25
np = 5 nq = 15
4

1 2

9 10 11 12 13 14 15 16 17 18 19 20

n = 50
p = 0.25
np = 12.5
nq = 37.5
0

10

20

30

40

50

30

Binomial Probabilities
The binomial distribution is discrete with a
probability histogram graph. The probability that a
specific value of x will occur is equal to the area of
the rectangle with midpoint at x.
If n = 50 and p = 0.25 find P (14 x 16)
Add the areas of the rectangles with
midpoints at
x = 14, x = 15 and x = 16.
0.111 + 0.089 + 0.065 = 0.265
0.111

0.089
0.065

14

15

16

P (14 x 16)
31 = 0.265

Larson/Farber Ch 5

Correction for Continuity

Use the normal approximation to the binomial to find
P(14 x 16) if n = 50 and p = 0.25
Check that np= 12.5 5 and nq= 37.5 5.

14

15

16

The interval of values under the normal curve is

13.5 x 16.5.
To ensure the boundaries of each rectangle are
included in the interval, subtract 0.5 from a left-hand
boundary and add 0.5 to a right-hand boundary.
32

Normal Approximation to
the Binomial
Use the normal approximation to the binomial to
find P(14 x 16) if n = 50 and p = 0.25
Find the mean and standard deviation using
binomial distribution formulas.

np 50(.25) 12.5

npq 50(.25)(.75) 3.0618

Adjust the endpoints to correct for continuity

P(13.5 x 16.5)

Convert each endpoint to a standard score

13.5 12.5
z
0.33
3.0618

16.5 12.5
z
1.31
3.0618

P(0.33 z 1.31) = 0.9049 - 0.6293 = 0.2756

33
Larson/Farber Ch 5

Application
A survey of Internet users found that 75% favored
government regulations on junk e-mail. If 200
Internet users are randomly selected, find the
probability that fewer than 140 are in favor of
government regulation.
Since np=150 5 and nq = 50 5 you can use
the normal approximation to the binomial.

np 200(.75) 150
npq 200(.75)(.25) 6.1237
Use the correction for continuity P(x < 139.5)

139.5 150
z
1.71
6.1237
P(z < -1.71) = 0.0436
The probability that fewer than 140 are in
favor of government regulation is 0.0436

34