0.

22

Normal Distribution
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2
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1
0
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 Definition 0.22

A Continuous random variable X is said to follow a .

normal distribution with mean 𝝁 and variance 𝝈𝟐 and 2
.
its probability density function is given by, 1
0.00
0 -5 5

1 𝑥−𝜇 2
1 −
𝑓 𝑥 = 𝑒 2 𝜎 ~N(𝝁, 𝝈𝟐 ) where -∞< 𝑥, μ < ∞, 𝜎 > 0
𝜎 2𝜋
Standard Normal Distribution:
A Normal distribution whose mean is 0 and variance is 1.

𝑍2
1 − 𝒙−𝝁
𝑓 𝑧 = 𝑒 2 ~N(𝟎,𝟏) , where -∞< 𝑧 < ∞ and 𝒁=
2𝜋 𝝈
Note :
Mean and Variance of Normal distribution is :𝝁 and 𝝈𝟐
Standard deviation of Normal distribution is : 𝝈
Mean and Variance of Standard Normal distribution is: 0 & 1
 0.22

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Characteristics of Normal distributions: 2
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1
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The Curve is bell shaped and symmetrical curve

about the line x=μ
Mean, Median and mode of the distribution are
coincide.
Since f(x) being the probability, can never be
negative.
P(-∞<Z< ∞) =1
Area Property: P(-∞<Z< 0) =0.5
P(0 <Z< ∞) =0.5
 P(μ-σ<X<μ+σ) = .6826 0.5 0.5

 P(μ-2σ<X<μ+2σ) = .9544
 P(μ-3σ<X<μ+3σ) = .9973 ∞- 0 ∞
STATISTICAL TABLE –NORMAL DISTRIBUTION (0r) Z Test
STATISTICAL TABLE –NORMAL DISTRIBUTION (0r) Z Test
Example
The average seasonal rainfall in a place is 16 inches with a
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standard deviation of 4 inches. What is the probability 2
that in a year the rainfall in that place will be between 20 .
and 24 inches? 1
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Answer:
Given mean (𝝁)=16 inches and Standard deviation (𝝈)= 4 inches
𝒙−𝝁 𝒙−𝟏𝟔
The Normal Variate 𝒁= , 𝒁=
𝝈 𝟒0.22
To find P(20≤x≤24) :

𝟐𝟎−𝟏𝟔 𝟐𝟒−𝟏𝟔
P( <𝐙< ) = P(1< 𝑍 <2)
𝟒 𝟒

= P(0< 𝑍 <2) - P(0 < 𝑍 <1)

= .4772 – 0.3413

= 0.1359 0.00
-5 5
10 2
Example
The weekly wages of 1000 workmen are normally 0.22

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distributed around a mean of Rs.70 with a standard 2
deviation of Rs.5. Estimate the number of workers whose .
weekly wages will be (i) More than Rs.72 (ii) Less than 1
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Rs.69 (iii) Between Rs.69 and Rs.72

0 -5 5

Answer:
Given mean (𝝁)=70 inches and Standard deviation (𝝈)= 5 inches
𝒙−𝝁 𝒙−𝟕𝟎
The Normal Variate 𝒁 = , 𝒁=
𝝈 𝟓
(i) To find P(More than Rs.72): P (X>72)
𝑷(𝑿 > 𝟕𝟐) = 𝑷 𝒁 > 𝟎. 𝟒 = 𝟎. 𝟓 − 𝑷(𝟎 < 𝒁 < 𝟎. 𝟒) = 0.5 – 0.1554 = 0.3446
Out of 1000 workmen, the number of workers whose wages are greater
than 72 is = 1000 * 𝑷(𝑿 > 𝟕𝟐) = 344.6 ≃ 345
(ii) To find P(Less than Rs.69): P (X<69)
𝑷(𝑿 < 𝟔𝟗)= 𝑷(𝒁 < −𝟎. 𝟐) = 𝟎. 𝟓 − 𝑷 𝟎 < 𝒁 < 𝟎. 𝟐 = 0.5 -0.0793 = 0.4207
Out of 1000 workmen, the number of workers whose wages are less than
69 is = 1000 * 𝑷(𝑿 < 𝟔𝟗) = 420.7 ≃ 421
(ii) To find P(69<X<72):
𝑷(𝟔𝟗 < 𝑿 < 𝟕𝟐)= 𝑷(−𝟎. 𝟐 < 𝒁 < 𝟎. 𝟒) = 0.0793+0.1554 = 0.2347
Out of 1000 workmen, the number of workers whose wages are lies between
Rs.69 and Rs.72 is = 1000 * 𝑷(𝟔𝟗 < 𝑿 < 𝟕𝟐)= 234.7 ≃ 235
 Using Spread Sheets to Compute
Normal Distributions 0.22

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2
Format of Normal distribution in Excel: .
1
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0
=NORM.DIST (x, mean, SD, False)
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A B C
Mean SD
1 2000 500
2 3 Sigma Values Probability
3 Probability f (x )
4 3 3000 =NORM.DIST(B4,B$1,C$1,FALSE)
5 2.9 3500 =NORM.DIST(B5,B$1,C$1,FALSE)
6 2.8 4000 =NORM.DIST(B6,B$1,C$1,FALSE)
7 2.7 4500 =NORM.DIST(B7,B$1,C$1,FALSE)
8 2.6 5000 =NORM.DIST(B8,B$1,C$1,FALSE)
9 2.5 5500 =NORM.DIST(B9,B$1,C$1,FALSE)
 Normal Distribution 0.22

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2
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1
0.00

Normal Distributions 0 -5 5

0.0009

0.0008

0.0007

0.0006
PROBABILITY OF X

0.0005

0.0004

0.0003

0.0002

0.0001

0
0 500 1000 1500 2000 2500 3000 3500 4000
X
 0.22

Sigma =  = Deviation .
2
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1
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0 -5 5

-3
-7
-6
-5
-4

-2
-1

7
1
2
3

6
0

4
between + / - 1 68.27 %

between + / - 2 95.45 %

between + / - 3 99.73 %

between + / - 4 99.9937 %

between + / - 5 99.999943 %

between + / - 6 99.9999998 %

 Comparison Between 3 σ and 6 σ
The 3 sigma Company The 6 sigma Company
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2
 Spends 15~25% of  Spends 5% of sales .
sales dollars on cost of dollars on cost of 1
failure failure
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 Relies on inspection to  Relies on capable

find defects process that don’t
produce defects
 Does not have a  Use Measure, Analyze,
disciplined approach to Improve, Control and
gather and analyze Measure, Analyze,
data Design
 Benchmarks themselves  Benchmarks themselves
against their against the best in the
competition world
 Believes 99% is good  Believes 99% is
enough unacceptable
 0.22

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APPLICATION OF NORMAL DISTRIBUTIONS: 2
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1
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Real Life – Achievements made by

students based on different
methodology followed in teaching.

Calculation of errors made by chance in

experimental measurements.

Engineering field in experiments

conducted by varying the conditions
 0.22

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APPLICATION OF NORMAL DISTRIBUTIONS: 2
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1
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Business Field – Prices of Commodity,
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Effects of Advertising, man power

handling based on stress management.

Computation of hit probability of a shot

Seasonality and cyclic issues

Statistical inference in almost every

branch of science.
Example
X is a normal variate with means 30 and S.D is 5. Find
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the following (i) P(2𝟔 < 𝐗 <40) (ii) P(𝐗 >45) 2
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1
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Answer:
Given mean (𝝁)=30 and Standard deviation (𝝈)= 5
𝒙−𝝁 𝒙−𝟑𝟎
The Normal Variate 𝒁= , 𝒁=
𝝈 𝟓
(i) To find P(X>45) :
𝟒𝟓−𝟑𝟎
P(X>45) ⇒ P(Z> 𝟓 )
P(Z>0.3) = 0.5 – 0.4987 = 0.0013

(ii) To find P(2𝟔 < 𝐗 <40):

P(2𝟔 < 𝐗 <40) = P(-0.8 < 𝑍 <2) = P(0< 𝑍 <0.8) +P(0 < 𝑍 <2)
= 0.2881+0.4772 = 0.7653
Example
A Normal distribution has mean 𝝁=20 and standard
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deviation 𝝈=10 . Find the value of P(15≤x ≤40). 2
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1
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Answer:
Given mean (𝝁)=20 and Standard deviation (𝝈)= 10
𝒙−𝝁 𝒙−𝟐𝟎
The Normal Variate 𝒁= , 𝒁=
𝝈 𝟏𝟎
To find P(15≤x≤40) :

𝟏𝟓−𝟐𝟎 𝟒𝟎−𝟐𝟎
P( <𝐙< ) = P(-0.5 < 𝑍 <2)
𝟏𝟎 𝟏𝟎

= P(-0.5 < 𝑍 <0) +P(0 < 𝑍 <2)

= P(0< 𝑍 <0.5) +0.4772 = 0.1915+0.4772

= 0.6687
Example
A manufacturer produces air mail envelopes whose weight
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is normal with mean 1.950 gm and standard deviation is 2
0.025 gm. The envelopes are sold in lots of 1000. How .
many envelopes in a lot may be heavier than 2 grams? 1
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Answer:
Given mean (𝝁)=1.950 gm and Standard deviation (𝝈)= 0.025 gm
𝒙−𝝁 𝒙−𝟏.𝟗𝟓
The Normal Variate 𝒁= , 𝒁=
𝝈 𝟎.𝟎𝟐𝟓
To find P(X>2):

= P(Z > 2) = 0.5 – P(0< 𝑍 <2)

= 0.5 – 0.4772

= 0.0228

Out of 1000, the number of envelopes heavier than 2 is

= 1000* P(X>2) =23
Example
In test of 2000 bulbs electric bulbs, it was found that the 0.22

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life of a particular make, was normally distributed with an 2
average life of 2040 hours and standard deviation of 60 .
hrs. Estimate the number of bulbs likely to burn for (i) 1
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More than 2150 hrs (ii) Less than 1950 hrs (iii) more
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than 1920 but less than 2160 hrs.

Answer:
Given mean (𝝁)=2040 hrs and Standard deviation (𝝈)= 60 hrs
𝒙−𝝁 𝒙−𝟐𝟎𝟒𝟎
The Normal Variate 𝒁 = , 𝒁=
𝝈 𝟔𝟎𝟓
(i) To find P(More than 2150 hrs): P (X>2150)
𝑷(𝑿 > 𝟐𝟏𝟓𝟎) = 𝑷 𝒁 > 𝟏. 𝟖𝟑𝟑 = 𝟎. 𝟓 − 𝟎. 𝟒𝟔𝟔𝟒 = 𝟎. 𝟎𝟑𝟑𝟔
The number bulbs expected to burn for more than 2150 hrs: 67
(ii) To find P(Less than R1950 hrs): P (X<1950)
𝑷 𝑿 < 𝟏𝟗𝟓𝟎 = 𝑷 𝒁 < −𝟏. 𝟓 = 𝟎. 𝟓 − 𝟎. 𝟒𝟑𝟑𝟐 = 𝟎. 𝟎𝟔𝟔𝟖
The number bulbs expected to burn for less than 1950 hrs: 134
(ii) To find P(1920<X<2160):
𝑷 𝟏𝟗𝟐𝟎 < 𝑿 < 𝟐𝟏𝟔𝟎 = 𝑷 −𝟐 < 𝒁 < 𝟐 = 𝟐𝑷 𝟎 < 𝒁 < 𝟐 =0.9546
The number bulbs expected to burn lies between 1920 and 2160 is 1909
Example
In a normal distribution 31% of the items are under 45
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and 8% are over 64. Find the mean and the standard 2
deviation. .
1
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Answer:
0.22

The Value of Z corresponding to the area

0.19 is 0.5 nearly. 𝑷(𝑿 < 𝟒𝟓)

𝟒𝟓−μ
Z= =-0.5⇒ -0.5 σ+ μ = 45 ----- 1
σ
The Value of Z corresponding to the area 0.42
0.42 is 1.4 nearly. 𝑷(𝑿 > 𝟔𝟒) 0.19

𝟔𝟒−μ
Z= =1.4⇒ 1.4 σ+ μ = 64 --------- 2 0.31 0.08
σ 0.00
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From equation 1 & 2 , we get 𝝁 = 50 and 𝝈 =10
Example
In a distribution exactly normal, 7% of the items are
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under 35 and 89% are under 63. What are the mean and 2
the standard deviation of the distribution? .
1
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Answer:
0.22

The Value of Z corresponding to the area

0.43 is 1.47 nearly. 𝑷(𝑿 < 𝟑𝟓)

𝟑𝟓−μ
Z= =-1.47 ⇒ -1.47σ+ μ = 35 ----- 1
σ
The Value of Z corresponding to the area 0.39
0.39 is 1.23 nearly. 𝑷(𝑿 < 𝟔𝟑) 0.43

𝟔𝟑−μ
Z= =1.23⇒ 1.23 σ+ μ = 63 --------- 2 0.07 0.11
σ 0.00
-5 5
From equation 1 & 2 , we get 𝝁 = 50.288 and 𝝈 =10.36