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THE NORMAL
DISTRIBUTION
THE NORMAL
DISTRIBUTION
AND ITS
PROPERTIES
Consider the event of tossing three coins once, then follow these
steps:
1. List all the possible outcomes using the tree diagram
2. Determine the sample space
3. Determine the possible values of the random variables
4. Assign probability values P(x) to each of the random variable
5. Construct a probability histogram to describe the p(x).
Guide Questions:
1. How many possible outcomes are there?
2. What composes the sample space?
3. How will you describe the histogram?
The following are the properties that can be observed from the graph of a normal
distribution, also known as Gaussian Distribution.
1. The graph is a continuous curve and has a domain -∞ < x < ∞.
• This means that x may increase or decrease without bound.
2. The graph is asymptotic to the x-axis. The value of the variable gets closer and closer
but will never be equal to 0.
• As x gets larger and larger in the positive direction, the tail of the curve approaches
but will never touch the horizontal axis. The same thing when the x gets larger and
larger in the negative direction.
3. The highest point on the curve occurs at x = µ (mean).
• The mean (µ) indicates the highest peak of the curve and is found at the center.
• Take note that the mean is denoted by this symbol µ and the standard deviation is
denoted by the symbol σ.
• The median and mode of the distribution are also found at the center of the graph.
This indicates that in a normal distribution, the mean, median, and mode are equal.
4. The curve is symmetrical about the mean.
• This means that the curve will have balanced proportions when cut in halves
and the area under the curve to the right of the mean (50%) is equal to the
area under the curve to the left of the mean (50%).
5. The total area in the normal distribution under the curve is equal to 1.
• Since the mean divides the curve into halves, 50% of the area is to the right
and 50% to its left having a total of 100% o 1.
6. In general, the graph of a normal distribution is a bell-shaped curve with two
inflection points, one on the left and another on the right. Inflection points are
the points that mark the change in the curve’s concavity.
• Inflection point is the point at which a change in the direction of curve at
mean minus standard deviation.
• Note that each inflection point of the normal curve is one standard deviation
away from the mean.
7. Every normal curve corresponds to the
“empirical rule” (also called the 68 – 95 – 99.7%
rule):
• About 68.3% of the area under the curve falls
within 1 standard deviation of the mean.
• About 95.4% of the area under the curve falls
within 2 standard deviation of the mean.
• About 99.7% of the area under the curve falls
within 3 standard deviation of the mean.
EXAMPLE 1:
Suppose the mean is 60 and
the standard deviation is 5,
sketch a normal curve for the
distribution.
EXAMPLE 2:
A continuous random variable X is normally
distributed with a mean of 45 and standard deviation
of 6. illustrate a normal curve and find the probability
of the following:
a.P(39 < X < 51) =
b.P(33 < x < 63) =
c.P(X > 45 =
d.P(x < 39) =
THE
STANDARD
NORMAL
DISTRIBUTION
As mentioned earlier, normal variable is standardized by
setting the mean to 0 and standard deviation to 1. this is for
the purpose of simplifying the process in approximating
areas for normal curves. As shown below is the formula
used to manually compute the approximate area.
However, this formula is seldom used because a table was
created to summarize the approximate areas under the
standard normal curve and to further simplify the process.
This table of probabilities is known as the z-table.
Let us get a closer look at the z-table. The outermost column and row
represent the z-values. The first two digits of the z-value are found in the
leftmost column and the last digit (hundredth place) is found on the first
row.
Suppose the z-score is equal to 1.85, locate the first two digits 1.8 in the
leftmost column and the last digit, .05, can be located at the first row.
Then find their intersection which gives the corresponding area.
Therefore, given z = 1.85, the area is equal to 0.9678.
EXAMPLES:
1. Find the area that corresponds to z = 2.67
2. Find the area that corresponds to z = 1.29.
3. Find the area that corresponds to z = 3.
4. Find the area that corresponds to z = -0.64.
5. Find the area that corresponds to z = -2.33
NOTE:
•The z-table used is the
Cumulative Distribution
Function (CDF) of the
Standard Normal Curve
•The probability notation P(a < Z < b)
indicates that the z-value is between
a and b, P(Z > a) means z-value is
above a and P(Z < a) means z-value is
below a. It would not matter
whether we are considering P(Z < a)
or P(Z ≤ a) or P(Z > a) or P(Z ≥ a).
EXAMPLES:
THE Z-SCORE
THE Z-SCORE
• The z-score is an essential component in standard
normal distribution. This allows us to describe a
given set of data by finding the z-scores. This leads
us to a question of how z-scores are identified?
EXAMPLE:
1.
EXAMPLE:
2.
EXAMPLE:
3.
EXAMPLE:
PRACTICE EXAMPLE:
THE
PERCENTILE
THE PERCENTILE
•A percentile is a measure
used in statistics indicating
the value below which a
given percentage of
observations in a group of
observations fall.
The normal distribution and its properties.pptx

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The normal distribution and its properties.pptx

  • 3. Consider the event of tossing three coins once, then follow these steps: 1. List all the possible outcomes using the tree diagram 2. Determine the sample space 3. Determine the possible values of the random variables 4. Assign probability values P(x) to each of the random variable 5. Construct a probability histogram to describe the p(x). Guide Questions: 1. How many possible outcomes are there? 2. What composes the sample space? 3. How will you describe the histogram?
  • 4. The following are the properties that can be observed from the graph of a normal distribution, also known as Gaussian Distribution. 1. The graph is a continuous curve and has a domain -∞ < x < ∞. • This means that x may increase or decrease without bound. 2. The graph is asymptotic to the x-axis. The value of the variable gets closer and closer but will never be equal to 0. • As x gets larger and larger in the positive direction, the tail of the curve approaches but will never touch the horizontal axis. The same thing when the x gets larger and larger in the negative direction. 3. The highest point on the curve occurs at x = µ (mean). • The mean (µ) indicates the highest peak of the curve and is found at the center. • Take note that the mean is denoted by this symbol µ and the standard deviation is denoted by the symbol σ. • The median and mode of the distribution are also found at the center of the graph. This indicates that in a normal distribution, the mean, median, and mode are equal.
  • 5. 4. The curve is symmetrical about the mean. • This means that the curve will have balanced proportions when cut in halves and the area under the curve to the right of the mean (50%) is equal to the area under the curve to the left of the mean (50%). 5. The total area in the normal distribution under the curve is equal to 1. • Since the mean divides the curve into halves, 50% of the area is to the right and 50% to its left having a total of 100% o 1. 6. In general, the graph of a normal distribution is a bell-shaped curve with two inflection points, one on the left and another on the right. Inflection points are the points that mark the change in the curve’s concavity. • Inflection point is the point at which a change in the direction of curve at mean minus standard deviation. • Note that each inflection point of the normal curve is one standard deviation away from the mean.
  • 6. 7. Every normal curve corresponds to the “empirical rule” (also called the 68 – 95 – 99.7% rule): • About 68.3% of the area under the curve falls within 1 standard deviation of the mean. • About 95.4% of the area under the curve falls within 2 standard deviation of the mean. • About 99.7% of the area under the curve falls within 3 standard deviation of the mean.
  • 7. EXAMPLE 1: Suppose the mean is 60 and the standard deviation is 5, sketch a normal curve for the distribution.
  • 8. EXAMPLE 2: A continuous random variable X is normally distributed with a mean of 45 and standard deviation of 6. illustrate a normal curve and find the probability of the following: a.P(39 < X < 51) = b.P(33 < x < 63) = c.P(X > 45 = d.P(x < 39) =
  • 10. As mentioned earlier, normal variable is standardized by setting the mean to 0 and standard deviation to 1. this is for the purpose of simplifying the process in approximating areas for normal curves. As shown below is the formula used to manually compute the approximate area. However, this formula is seldom used because a table was created to summarize the approximate areas under the standard normal curve and to further simplify the process. This table of probabilities is known as the z-table.
  • 11. Let us get a closer look at the z-table. The outermost column and row represent the z-values. The first two digits of the z-value are found in the leftmost column and the last digit (hundredth place) is found on the first row. Suppose the z-score is equal to 1.85, locate the first two digits 1.8 in the leftmost column and the last digit, .05, can be located at the first row. Then find their intersection which gives the corresponding area. Therefore, given z = 1.85, the area is equal to 0.9678.
  • 12. EXAMPLES: 1. Find the area that corresponds to z = 2.67 2. Find the area that corresponds to z = 1.29. 3. Find the area that corresponds to z = 3. 4. Find the area that corresponds to z = -0.64. 5. Find the area that corresponds to z = -2.33
  • 13. NOTE: •The z-table used is the Cumulative Distribution Function (CDF) of the Standard Normal Curve
  • 14. •The probability notation P(a < Z < b) indicates that the z-value is between a and b, P(Z > a) means z-value is above a and P(Z < a) means z-value is below a. It would not matter whether we are considering P(Z < a) or P(Z ≤ a) or P(Z > a) or P(Z ≥ a).
  • 16.
  • 18. THE Z-SCORE • The z-score is an essential component in standard normal distribution. This allows us to describe a given set of data by finding the z-scores. This leads us to a question of how z-scores are identified?
  • 25. THE PERCENTILE •A percentile is a measure used in statistics indicating the value below which a given percentage of observations in a group of observations fall.