Normal Probability Distribution: 1.

The most important and widely used probability density function is the Normal Distribution where probability curve is a bell shaped symmetrical curve:

2. The most mathematical form of Normal Probability Density Function is:

Where x 3. A normal probability distribution or its probability curve characterised by two quantities and called the parameters of the distribution. 4. Two normal curves with different means and equal standard deviations are as below:

5. The normal curves with different standard deviations and equal means :

6. Two normal curves with different means and different standard deviations :

Area under Normal Curve: 1. The area between two limits of an interval under a normal probability curve cannot be determined analytically. 2. Tables of areas evaluated numerically could have been constructed but it would be impossible for an infinite number of normal curves for all values of and . 3. This problem is overcome by Standard Normal Probability Distribution whose mean is zero ( = 0) and standard deviation is one ( = 1). The standard normal variable is denoted by x:

4. The table of areas under the standard normal curve is used to find area under normal probability curve: 5. Following steps are involved in determining the area or probability of a particular interval of a normal distribution with and : (i) Determine the z-values for each limit of interval,

(ii) (iii)

From the normal area table, determine the area for each z-value, Subtract the smaller area from the larger one.

6. Precisely, a value of random variable x can be converted to value z by:

Where and are the mean and standard deviation of the random variable z. 7. Conversely, the z-value can be converted into random variable x by: x=+z 8. z is the number of standard deviations from or to the mean. All intervals containing the same number of standard deviations from mean will contain the same area under the curve for any normal distribution.

9. Normal Area Table gives an idea under the curve to the left of a z-value. For example, for z = 1.51, the Area under Normal Curve (as shown in the Table) is 0.9345; for z = 2.69, the Area under Normal Curve (from the Table) is 0.0036.
All normal density curves satisfy the following property which is often referred to as the Empirical Rule. 68% of the observations fall within 1 standard deviation of the mean, that is, between - and +. 95% of the observations fall within 2 standard deviations of the mean, that is, between - 2 and +2. 99.7% of the observations fall within 3 standard deviations of the mean, that is, between - 3 and +3. . Thus, for a normal distribution, almost all values lie within 3 standard deviations of the mean. Figure: 5.1Normal Distribution or Normal Curve

Example: The mean and SD of a normal random variable are 34.5 and 5.8 respectively. Find the following areas: (i) (ii) (iii) Solution: (i) to the left of 19.5, i.e., P(x 19.5): to the left of 19.5 to the right of 40 between 19.5 and 40

P( x 19.5) = P( z 2.59) = 0.0048 Where

(ii)

to the right of 40, i.e., P (x 40):

P(40 x ) = P(0.95 z ) = 0.8289 Where

(ii)

between 19.5 and 40, i.e., P(19.5 x 40):

P(19.5 x 40) = P( 2.59 z 0.95) = 0.8289 0.0048 = 0.8241