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Objectives
1. Use the uniform probability distribution
2. Graph a normal curve
3. State the properties of the normal curve
4. Explain the role of area in the normal density function
Objective – Use the uniform probability distribution
- – a distribution in which all intervals of
the same length are equally likely to occur
- – an equation used to compute
probabilities of continuous random variables. Must satisfy the following two properties:
o The total area under the graph of the equation must equal 1
o The height of the graph of the equation must be greater than or equal to 0 for all possible
values of the random variable
Math 203 Notes – Chapter 7 - The Normal Probability Distribution
Section 7.1 – The Standard Normal Curve & Properties of the Normal Distribution
Example: Illustrating the Uniform Distribution
Suppose that United Parcel Service is supposed to deliver a package to your front door and the arrival time
is somewhere between 10 am and 11 am. Let the random variable x represent the time from 10 am when
the delivery is supposed to take place. The delivery could be at 10 am (x = 0) or at 11 am (x = 60) with all
1-minute interval of times between x = 0 and x = 60 equally likely.
That is, your package is just as likely to arrive between 10:15 and 10:16 as it is to arrive between 10:40 and
10:41. The random variable x can be any value in the interval from 0 to 60, that is, 0 < x < 60.
Because any two intervals of equal length between 0 and 60, inclusive, are equally likely, the random
variable x is said to follow a uniform probability distribution.
The graph illustrates the properties for the example. Notice the area of
the rectangle is and the graph is greater than or equal to zero
for all x between 0 and 60, inclusive.
Because the area of a rectangle is height⋅width, and the width of the
rectangle is 60, the height must be in order for the
area to be 1.
Values of the random variable x less than 0 or greater than 60 are
, thus the function value must
be zero for x less than 0 or greater than 60.
Big Concept:
The area under the graph of a density function over an interval represents the
of observing a value of the random variable in that interval.
Page 2
Example: Area as a Probability
Using the information from the UPS example, answer the following:
1) What is the probability that UPS delivers the package between 10:15 and 10:30 am (inclusive)?
Analysis: The probability of a delivery time that is between 15 and 30 minutes after the hour is the
area under the uniform density function.
2) What is the probability that UPS delivers the package between 10:50 and 11 am (inclusive)?
Page 3
Objective – Graph a Normal Curve
- Relative frequency histograms that are symmetric and bell-shaped are said to have the shape of a
- If a continuous random variable is normally distributed
or has a normal probability distribution, then a relative
frequency histogram of the random variable has the shape
of a normal curve – bell-shaped and symmetric
o This also means the
can be applied
Objective – State the Properties of the Normal Curve
Properties of the Normal Density Curve
1. It is symmetric about its mean, µ
2. Because mean = median = mode, the curve has a
single peak and the highest point occurs at x = µ
3. It has inflection points at µ – σ and µ + σ
4. The under the curve is
5. The area under the curve to the right of µ is
to the area under the curve to
the left of µ, which equals 1/2.
6. As x increases to infinity or decreases to negative
infinity, the graph approaches, but never reaches, the
horizontal axis.
7. The Empirical Rule applies
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Objective – Explain the Role of Area in the Normal Density Function
- – if a random variable x is normally
distributed with mean µ and standard deviation σ, the under the normal curve
for any interval of values of the random variable x represents either:
o The of the population with the characteristic
described by the interval of values
o The that a randomly selected individual from the
population will have the characteristic described by the interval of values
Example: Interpreting the Area Under a Normal Curve
The weights of giraffes are approximately normally distributed with mean µ = 2200 pounds and standard
deviation σ = 200 pounds.
a) Draw a normal curve with the parameters labeled and shade the area under the normal curve to the left
of x = 2100 pounds.
b) Suppose that the area under the normal curve to the left of x = 2100 pounds is 0.3085. Provide two
interpretations of this result.
The of giraffes whose weight is less than 2100 pounds is
The that a randomly selected giraffe weighs less than 2100 pounds
is
Page 5
Section 7.2 – Applications of the Normal Distribution
Objectives
1. Find and interpret the area under a normal curve
2. Find the value of a normal random variable
Objective – Find and interpret the area under a normal curve
We are now going to standardize the Normal Curve:
The Normal Curve The Standard Normal Curve
Standardizing a Normal Random Variable
Suppose that the random variable x is normally distributed with mean µ and standard deviation σ. Then the
random variable
! = ! − !!
is normally distributed with mean and standard deviation
The random variable z is said to have the standard normal distribution.
Page 6
Example: Reviewing z-scores
IQ scores can be modeled by a normal distribution with µ = 100 and σ = 15. Find how many standard
deviations above the mean is an individual whose IQ score is 120.
What if we are asked what proportion of individuals has an IQ score of 120 or higher?
We would need to find the under the standard normal curve.
To find the Area under the Standard Normal Curve given z-scores:
On your calculator, we use the function.
To find the function, hit:
2nd, Dist (vars), arrow to normalcdf, Enter
We then input the following details corresponding to the given z-scores:
normalcdf (lower limit, upper limit)
*Note: The TI-84 does not have a button for infinity, so we use +10^99 to represent infinity when
needed
Page 7
Examples: Finding the Area Under the Standard Normal Curve
Find the area under the standard normal curve to the left of the following z-scores and shade the corresponding area under the provided curve. Also show what you input into your calculator. 1) z = -1.38 2) z = 0.87
Find the area under the standard normal curve to the right of the following z-scores and shade the
corresponding area under the provided curve. Also show what you input into your calculator.
3) z = -0.21 4) z = 1.25
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Find the area under the standard normal curve between the following z-scores and shade the corresponding
area under the provided curve. Also show what you input into your calculator.
5) z = -1.21 and 0.98 6) z = 0.33 and 2.25
To find the Area under any Normal Curve:
Step 1: Draw a normal curve and shade the desired area.
Step 2: Convert the value(s) of x to z-score(s) using ! = !!!!
Step 3: Draw a standard normal curve and shade the desired area.
Step 4: Use the normalcdf calculator function to find the area/probability/percentage for the z-score(s)
found in Step 2.
Page 9
Examples: Finding the Area Under Any Normal Curve
1) IQ scores can be modeled by a normal distribution with µ = 100 and σ = 15.
a. Find the proportion of individuals that have an IQ score of 120 or higher?
b. What is the probability that a randomly selected individual has an IQ between 80 and 125?
normalcdf(120,10^99,100,15) OR
Page 10
c. Find the percentile ranking of an individual whose IQ is 132.
2) In sports betting, Las Vegas sports books establish a “spread” – winning margins for a team that is favored to win a game. In a certain category of games, the margin of victory for the favored team relative to the spread is approximately normally distributed with a mean of 0 points and a standard deviation of 10.9 points. Source: Justin Wolfers, “Point Shaving: Corruption in NCAA Basketball”
a. What is the probability that the favored team wins by 5 or more points relative to the spread?
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b. What is the probability that the favored team loses by 2 or more points relative to the spread?
c. What proportion of games result in the favored team either winning or losing by 12 or more points
relative to the spread?
Page 12
Objective – Find the Value of a Normal Random Variable
Finding the Value of a Normal Random Variable Corresponding to a Specified Proportion, Probability, or Percentile Step 1: Draw a normal curve and shade the area corresponding to the proportion, probability, or percentile. Step 2: Use the invNorm calculator function to find the z-score that corresponds to the shaded area. Step 3: Obtain the normal value from the formula
! = ! + !"
On your calculator, to use the invNorm function, hit: 2nd, Dist (vars), arrow to invNorm, Enter
Then input: invNorm(area to the left of the desired z-score)
Example: Finding the z-score of a Normal Random Variable
Find the z-score that corresponds to the 85th percentile.
Page 13
Example: Finding the Value of a Normal Random Variable in Context of a Problem
Scores on the GRE are normally distributed with mean 1049 and standard deviation 189. (Source:
http://www.ets.org/Media/Tests/GRE/pdf/994994.pdf.) What is the score (on the test, not z-score) of a student
whose percentile rank is at the 90th percentile?
Interpretation: A person who scores on the GRE would rank in the 90th percentile.
Page 14
Example: Finding the Value of a Normal Random Variable in Context of a Problem
It is known that the length of a certain steel rod is normally distributed with a mean of 100 cm and a
standard deviation of 0.45 cm. Suppose the manufacturer wants to accept 90% of all rods manufactured.
Determine the length of rods that make up the middle 90% of all steel rods manufactured.
Page 15
Follow-up concept: !! definition
The notation
(pronounced “z sub alpha”) is the z-score such that the area under
the standard normal curve to the of !! is !.
Examples: Finding the values of !!
Find the value of !! for the following questions.
1) !!.!" 2) !!.!"
Importantvocabulary!
Page 16
Objective – Use normal probability to assess normality
Suppose that we obtain a simple random sample from a population whose distribution is
Many of the statistical tests that we will perform on small data sets (sample size less than 30) require that
the population from which the sample is drawn be
Up to this point, we have said that a random variable x is normally distributed, or at least approximately
normal, provided the histogram of the data is symmetric and bell-shaped.
This method works well for large data sets, but the shape of a histogram drawn from a small sample of
observations does not always accurately represent the shape of the population.
*Main point: When sample size is small, we need additional methods for assessing the
of a random variable x when we are looking at sample data. To do this, we will use a normal
probability plot.
- – the z-score of the data value
the distribution of the random variable were to be normal
- – graphs observed data on the x-axis
and the normal z-scores on the y-axis
o If sample data is taken from a population that is normally distributed, a normal probability
plot will be approximately (remember this!)
o It is difficult to determine whether a normal probability plot is “linear enough.” If the linear correlation coefficient (Ch.4) between the expected z-scores and the observed data is greater than the critical value for the sample size, then it is reasonable to conclude that the data could come from a population that is normally distributed.
Page 17
Section 7.6 – Assessing Normality
Discussion Example: Interpreting a Normal Probability Plot
A random sample of weekly work logs at an automobile repair station was obtained, and the average
number of customers served per day was recorded. The data is given below. Use the provided normal
probability plot to assess whether the sample data could have come from a population that is normally
distributed.
26 24 22 25 23 24 25 23 25 22 21 26 24 23 24 25 24 25 24 25 26 21 22 24 24
Normal Probability Plot of the Sample Data
Conclusion: The normal probability plot of the data Therefore, we conclude that the sample data come from a
population that is normally distributed.
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Example: Constructing a Normal Probability Plot
A random sample of 20 undergraduate students receiving student loans was obtained, and the amount of
their loans (in dollars) for the 2011–2012 school year was recorded. The data is given below. Determine
whether the data could have come from a population that is normally distributed.
2,500 1,000 2,000 14,000 1,800 3,800 10,100 2,200 900 1,600 500 2,200 6,200 9,100 2,800
2,500 1,400 13,200 750 12,000
On your calculator:
Input the data in any list (I’m using L3).
Hit 2nd, Stat Plot, Enter (to enter Plot1 details), highlight On, Enter
Then fill in the following details:
Type: arrow to the last figure (that’s the normal Probability Plot)
Data List: L3 (or whichever list you used)
Data Axis: X
Mark: Any will work
To generate the graph: Hit Zoom, arrow to ZoomStat (option 9), Enter Conclusion:
The normal probability plot does not appear to be linear. Therefore the sample data is from a population that is likely not normally distributed.
Page 19
Discussion Example: Interpreting a Normal Probability Plot
Suppose that seventeen randomly selected workers at a detergent factory
were tested for exposure to a Bacillus subtillis enzyme by measuring the
ratio of forced expiratory volume (FEV) to vital capacity (VC). A normal
probability plot of the sample data is provided below. Is it reasonable to
conclude that the FEV to VC (FEV/VC) ratio is normally distributed?
Source: Shore, N.S.; Greene R.; and Kazemi, H. “Lung Dysfunction in Workers Exposed to
Bacillus subtillis Enzyme,” Environmental Research, 4 (1971), pp. 512 - 519.
In case you’re interested: FEV is the maximum volume of air a person can exhale in one
second; VC is the maximum volume of air that a person can exhale after taking a deep
breath.
Normal Probability Plot of the Sample Data
0.61 0.7
0.84 0.63
0.78 0.85
0.73 0.82
0.67 0.74
0.87 0.88
0.76 0.85
0.72 0.83
0.64
The normal probability plot does appear to be linear. Therefore the sample data is from a population that is likely normally distributed.
Page 20