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7.

1 Properties of the Normal Distribution


1. We find the probability, P(X = x), for a discrete random variable X, by plugging
the value x into the probability function (for the binomial probability), look for the
value of the probability in a table, or (for equally likely outcomes) use

number of outcomes in E
P(E ) = .
number of outcomes in the sample space

2. How do we find probabilities for a continuous random variable?

3. Note that because the number of outcomes for a continuous random variable is
infinite, the last method tells us that, for continuous random variables, the
probability of any single outcome is zero.

4. Thus, for a continuous random variable, we will find the probability over an
interval in the sample space. To do this, we will use a probability density
function.

5. Probability Density Function: A probability density function is an equation


used to compute the probabilities of a continuous random variable over specified
intervals in its sample space. A probability density function must have the
following properties.

a. The area under the graph of the equation over all possible values of the
random variable must equal one.

b. The height of the graph of the equation must be greater than or equal to
zero for all possible values of the random variable. That is its graph must
lie on or above the horizontal axis for all values of the random variable.

c. Then the area under the probability density function for a continuous
random variable over an interval represents the probability of
observing a value of that random variable in that interval.

6. Uniform Probability Distribution: If all values of a continuous random variable


are equally likely, that is all intervals of the same width have the same probability,
then the probability distributions in said to be uniform.

The probability density function for a uniform probability distribution is a


rectangle over the possible values of the random variable and having an area of 1.

7. A continuous random variable is said to be a normally distributed variable or to


have a normal probability distribution if its relative frequency histogram has
the shape of a normal curve. (The normal curve is a kind of bell shaped curve.)
It is approximately normally distributed if its relative frequency histogram
approximates the normally curve.

8. Properties of the Normal Density Curve (See page 322.)

a. It is completely determined by its mean and standard deviation.

b. The formula for the normal curve with mean µ and standard deviation
e − ( x − µ ) / 2σ
2 2

σ is y = and is called the normal probability density


σ 2π
function. It has the following shape.

µ −σ µ µ +σ
c. It is symmetric and centered about the mean, µ .

d. The highest point occurs at x = µ .

e. It has inflection points at µ − σ and µ + σ . (Inflection points are points


where a curve changes the direction of its curvature or concavity.)

f. The area under the normal density curve is one. (This is true with all
density functions.)

g. The standard deviation determines the spread of the curve. The larger the
standard deviation, the flatter and more spread out the curve will be.

h. The area under the curve to the left of µ equals the area under the curve
to the right of µ . Both of these areas are equal to 1/2.

i. The curve gets close to the horizontal axis outside the range of µ − 3σ to
µ + 3σ . (Approximately 99.7% of the area under the normal curve lies in
the interval between µ − 3σ and µ + 3σ .) And, the bigger or smaller x
gets, the closer the curve gets to the horizontal axis. (But, it never touches
this axis because it never equals zero.)
9. Interpret Areas under a Normal Curve: (See page 324.) Suppose that a
random variable X is normally distributed with a mean of µ and a standard
deviation of σ . The area under its associated normal curve for any range of the
values of the random variable X represents either

• the proportion of the population that has the characteristics described by the
range, or
• the probability that a randomly selected individual from the population will
have the characteristics described by the range.

10. Standard Normal Distribution: Standard Normal Curve: A normally


distributed variable with a mean of 0 and a standard deviation of 1 is said to
have the standard normal distribution. Its associated curve is called the
standard normal curve.

11. Standardized Normally Distributed Variable: The standardized version of a


normally distributed random variable X with mean µ and standard deviation σ
is
X −µ
Z= .
σ

This standardize variable, Z, is also normally distributed, but its mean is 0 and its
standard deviation is 1. It is called the standard normal distribution.

12. We can find the area under the normal curve associated with a normally
distributed random variable by using a table of areas under the standard
normal curve. This is because the proportion of observation of the original
normally distributed variable that lie between a and b is the same as the
proportion of observations of the standard normal variable, Z, that lie between
a−µ b−µ
and .
σ σ

13. A calculator can perform a simulation of a normally distributed random


variable.

Press MATH then PRB. Select #6 randNorm( then enter the mean, µ , then
a comma, then the standard deviation, σ , then a comma, and then the number
of trials you want to simulate. To store this data in a list L1, next press STOR and
2nd 1 (L1).