Ist 214-Statictics Ii: Week 5: Continuous Random Variables and Normal Distribution - Z Values

IST 214- STATICTICS II
Week 5: Continuous Random Variables and

Normal Distribution - Z Values
Prof. Dr. Erginbay Uğurlu
1
Normal Distribution
P ( a  x  b)
a  b x
2
Normal Distribution
 The normal probability distribution is the most

important distribution in all of statistics
• Many continuous random variables have normal

or approximately normal distributions
• Need to learn how to describe a normal

probability distribution
3
Normal Distribution
1. A continuous random variable
2. Description involves two functions:
a. A function to determine the ordinates of the graph
picturing the distribution
b. A function to determine probabilities
3. Normal probability distribution function:

1 ( x-m) 2
1 -
f ( x) = e 2 s
s 2p
This is the function for the normal (bell-shaped) curve
4. The probability that x lies in some interval is the area

under the curve
4
Normal Distribution
  3   2         2   3
5
Normal Distribution
• Illustration
b
P (a  x  b)   f ( x )dx
a
a b x
6
The Standard Normal Distribution
 There are infinitely many normal probability

distributions
• They are all related to the standard normal

distribution
• The standard normal distribution is the

normal distribution of the standard variable z
(the z-score)
7
Standard Normal Distribution
Properties:
The total area under the normal curve is equal to 1
The distribution is mounded and symmetric; it extends
indefinitely in both directions, approaching but never
touching the horizontal axis
The distribution has a mean of 0 and a standard deviation of
1
The mean divides the area in half, 0.50 on each side
Nearly all the area is between z = -3.00 and z = 3.00
8
Z Values
0 z
 The table contains the area under the standard

normal curve between 0 and a specific value of z
9
Z Values
 Example: Find the area under the standard normal

curve between z = 0 and z = 1.45
0 145
. z
• A portion of Table 3:
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06
..
.
1.4 0.4265
..
.
P (0  z  1.45)  0.4265
10
Z Values
 Example: Find the area under the normal curve

to the right of z = 1.45; P(z > 1.45)
Area asked for

0.4265
0 145
. z
P ( z  145
. )  0.5000  0.4265  0.0735
11
Z Values
 Example: Find the area to the left of z = 1.45; P(z <

1.45)
0.5000 0.4265
0 145
. z
P ( z  145
. )  0.5000  0.4265  0.9265
12
Z Values
 Example: Find the area between the mean (z = 0)

and
z = -1.26
Area asked for
 126
. 0 1.26 z
P ( 126
.  z  0)  0.3962
13
Using the TI 83/84
 Find the area to the left of z = -0.98
 Use -1E99 for - ∞ and enter 2nd DISTR
 Normalcdf (-1e99, -0.98) which gives .164

Area asked for
-0.98 0
14
Z Values
 Example: Find the area between z = -2.30 and z =

1.80
0.4893 0.4641
- 230
. 0 180
.
P ( -230
. < z < 180
. ) = P ( -2.30 < z < 0) + P ( 0 < z < 180
. )
= 0.4893 + 0.4641 = 0.9534
15
Standardization
 Suppose x is a normal random variable with

mean m and standard deviation s
• The random variable z  x   has a standard normal


distribution
 c x
c
0 z
 16
Example
 Example: A bottling machine is adjusted to fill bottles

with a mean of 32.0 lt of soda and standard deviation of
0.02. Assume the amount of fill is normally distributed
and a bottle is selected at random:
1) Find the probability the bottle contains between 32.00 lt

and 32.025 lt
2) Find the probability the bottle contains more than 31.97 lt
17
 Example: A bottling machine is adjusted to fill bottles with a mean of 32.0 lt
of soda and standard deviation of 0.02. Assume the amount of fill is normally
distributed and a bottle is selected at random:
1) Find the probability the bottle contains between 32.00 lt

and 32.025 lt
18
 Example: A bottling machine is adjusted to fill bottles with a mean of 32.0 lt
of soda and standard deviation of 0.02. Assume the amount of fill is normally
distributed and a bottle is selected at random:
2) Find the probability the bottle contains more than 31.97 lt
19
Example
1) Find the probability the bottle contains between 32.00 lt and 32.025 lt
2) Find the probability the bottle contains more than 31.97 oz
Area asked
for
32.025 x
32.0
0 1.25 z
Solutions:
32.00 - m 32.00 - 32.0
1) When x = 32.00 ; z= = = 0.00
s 0.02
32.025 - m 32.025 - 32.0

When x = 32.025; z= = = 1.25
s 0.02
20
Solution Continued
Area asked for
32.0 32.025 x
0 125
. z
æ 32.0 - 32.0 x - 32.0 32.025 - 32.0 ö

P (32.0 < x < 32.025) = P ç < < ÷
è 0.02 0.02 0.02 ø
= P ( 0 < z < 1.25) = 0. 3944
21
Example
2)
3197
. 32.0 x
- 150
. 0 z
æ x -32.0 3197
. - 32.0 ö
P( x > 3197
. ) = Pç > ÷ = P( z > -150)
.
è 0.02 0.02 ø
= 0.5000 + 0.4332 = 0.9332
22
Notation
 If x is a normal random variable with mean

m and standard deviation s, this is often
denoted:
x ~ N(m, s)
 Example: Suppose x is a normal random variable
with m = 35 and s = 6. A convenient notation to
identify this random variable is: x ~ N(35, 6).
23

Ist 214-Statictics Ii: Week 5: Continuous Random Variables and Normal Distribution - Z Values

Uploaded by

Copyright:

Available Formats

Ist 214-Statictics Ii: Week 5: Continuous Random Variables and Normal Distribution - Z Values

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Ist 214-Statictics Ii: Week 5: Continuous Random Variables and Normal Distribution - Z Values

Uploaded by

Copyright:

Available Formats

IST 214- STATICTICS II

Week 5: Continuous Random Variables and

Prof. Dr. Erginbay Uğurlu

 The normal probability distribution is the most

• Many continuous random variables have normal

• Need to learn how to describe a normal

3. Normal probability distribution function:

4. The probability that x lies in some interval is the area

 There are infinitely many normal probability

• They are all related to the standard normal

• The standard normal distribution is the

 The table contains the area under the standard

 Example: Find the area under the standard normal

 Example: Find the area under the normal curve

Area asked for

 Example: Find the area to the left of z = 1.45; P(z <

 Example: Find the area between the mean (z = 0)

Area asked for

 Find the area to the left of z = -0.98

 Use -1E99 for - ∞ and enter 2nd DISTR

 Normalcdf (-1e99, -0.98) which gives .164

 Example: Find the area between z = -2.30 and z =

 Suppose x is a normal random variable with

• The random variable z  x   has a standard normal

 Example: A bottling machine is adjusted to fill bottles

1) Find the probability the bottle contains between 32.00 lt

1) Find the probability the bottle contains between 32.00 lt

2) Find the probability the bottle contains more than 31.97 lt

32.025 - m 32.025 - 32.0

Area asked for

æ 32.0 - 32.0 x - 32.0 32.025 - 32.0 ö

 If x is a normal random variable with mean

You might also like