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The Normal Distribution Introduction: Normal distribution A sample of heights of 10,000 adult males gave rise to the following histogram: Histogram showing the heights of 10000 males 1400 Frequency 1200 1000 800 600 400 200 0 140 148 156 164 172 180 188 More Height (cm ) Notice that this histogram is symmetrical and bell-shaped. This is the characteristic shape of a normal distribution. 2 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution If we were to draw a smooth curve through the mid-points of the bars in the histogram of these heights, it would have the following shape: This is called the normal curve. The normal distribution is an appropriate model for many common continuous distributions, for example: The masses of new-born babies; The IQs of school students; The hand span of adult females; The heights of plants growing in a field; etc. 3 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution 4 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution 5 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution If X has a normal distribution with mean μ, and variance σ2, we write X ~ N[μ, σ2] y x μ–σ μ+σ 68 % of the distribution lies within 1 standard deviation of the mean. 6 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution If X has a normal distribution with mean μ, and variance σ2, we write X ~ N[μ, σ2] y μ – 2σ x μ + 2σ 95 % of the distribution lies within 2 standard deviations of the mean. 7 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution If X has a normal distribution with mean μ, and variance σ2, we write X ~ N[μ, σ2] y μ – 3σ x μ + 3σ 99.7% of the distribution lies within 3 standard deviations of the mean. 8 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution 68% of young men have a height between 173cm and 189 cm 95% of young men have a height between 165cm and 197 cm 99.7% of young men have a height between 157cm and 205 cm Only 0.15% of young men have a height taller than 205 cm, or shorter than 157 cm. Page 822-823 Exercise 26B Q3, 5, 9, 11, 13 9 of 33 © Boardworks Ltd 2005 Introduction: Normal distribution No matter what the values of and are, if it shows a normal distribution the total area under the curve is 1. We can consider partial areas under the curve as representing probabilities. So in a normal distribution we could find the probability of P(X < 5) by finding the shaded area in the diagram 10 of 33 © Boardworks Ltd 2005 Probabilities using a calculator Illustrate your answers 11 of 33 © Boardworks Ltd 2005 Probabilities using a calculator Illustrate your answers 12 of 33 © Boardworks Ltd 2005 Probabilities using a calculator Illustrate your answers b P(X > 194) = 1 P(X< 194) = 1 0.480061126….. = 0.520 (to 3 s.f.) 13 of 33 © Boardworks Ltd 2005 Probabilities using a calculator 14 of 33 © Boardworks Ltd 2005 Page 824-825 Exercise 26C Q3, 5, 6, 7, 8 15 of 33 © Boardworks Ltd 2005 The standard normal distribution y x -3 -2 -1 1 2 3 The normal distribution with mean 0 and standard deviation 1 is called the standard normal distribution – it is denoted Z. So, Z ~ N[0, 1] It is easy to transform any normal distribution to a standard normal distribution 16 of 33 © Boardworks Ltd 2005 z-distribution If X ~ N[ , ] then Z 2 N[ , ] 2 X ~ N[0,1]. N[0, 1] y y Standardize x -3 -2 -1 1 2 x 3 z-score tells exactly where the score is located relative to all the other scores in the distribution. It can also allow us to compare different distributions. 17 of 33 © Boardworks Ltd 2005 z-distribution Yousif scores 89% in an Economics test where the class mean was 72% and the standard deviation was 9.5. He scored 56% in a Chemistry test where the class average is 45% and the standard deviation was 6.1. Assuming that the scores for both tests were normally distributed, in which subject did Yousif score better in comparison to his class mates. Economics z 89 72 1.79 9.5 Yousif scored 1.79 standard deviations above the mean. Chemistry 56 45 z 1.80 6.1 Yousif scored 1.80 standard deviations above the mean. Yousif scored better in Chemistry than Economics compared to his class mates. 18 of 33 © Boardworks Ltd 2005 Page 829 Exercise 26D Q2, 5, 6, 7 19 of 33 © Boardworks Ltd 2005 The inverse normal function 20 of 33 © Boardworks Ltd 2005 The inverse normal function 21 of 33 © Boardworks Ltd 2005 The inverse normal function 22 of 33 © Boardworks Ltd 2005 The inverse normal distribution Example: Marks in an examination can be assumed to follow a normal distribution with mean 62 and standard deviation 16. The pass mark is to be chosen so that 86% of candidates pass. Find the pass mark. Let X represent the marks in the examination. X ~ N[62, 256]. We need to find x such that P(X ≥ x) = 0.86. i.e. P(X < x) = 0.14 = 62 and = 16 x = 44.7 So, the pass mark is 44.7%. 23 of 33 © Boardworks Ltd 2005 Page 831-833 Exercise 26E.1 Q1, 3, 5, 7, 8, 9 24 of 33 © Boardworks Ltd 2005 Finding the mean and/or standard deviation A machine is designed to fill jars of coffee so that the contents, X, follow a normal distribution with mean μ grams and standard deviation σ grams. If P(X > 210) = 0.025 and P(X < 198) = 0.04, find μ and σ correct to 3 significant figures. 0.025 0.975 μ 0.025 0.975 210 0 1.96 z Firstly find the z value for 210 grams on your GDC P(Z > z) = 0.025 using your GDC. P(Z < z) = 0.975 z = 1.96 25 of 33 © Boardworks Ltd 2005 Finding the mean and/or standard deviation A machine is designed to fill jars of coffee so that the contents, X, follow a normal distribution with mean μ grams and standard deviation σ grams. If P(X > 210) = 0.025 and P(X < 198) = 0.04, find μ and σ correct to 3 significant figures. z 1.96 x 210 210 1.96 26 of 33 0.025 0.975 0 1.96 © Boardworks Ltd 2005 Finding the mean and/or standard deviation Secondly, we are told that P(X < 198) = 0.04. 0.04 0.04 198 μ Find P(Z < z) = 0.04 using your GDC. –1.75 0 z = -1.75 Solving the two equations simultaneously: μ = 204 g and σ = 3.23 g. 27 of 33 © Boardworks Ltd 2005 Page 834 Exercise 26E.2 Q1, 2, 6, 7, 8 28 of 33 © Boardworks Ltd 2005