Chapter 7 The Normal Probability Distribution Chapter 7.1 Uniform and Normal Distribution Objective A: Uniform Distribution A1. Introduction Recall: Discrete random variable probability distribution Special case: Binomial distribution Finding the probability of obtaining a success in n independent trials of a binomial experiment is calculated by plugging the value of a into the binomial formula as shown below: P( x a) n Ca p a (1 p) n a Continuous Random variable For a continued random variable the probability of observing one particular value is zero. i.e. P( x a) 0 Continuous Probability Distribution We can only compute probability over an interval of values. Since P( x a) 0 and P ( x b) 0 fora continuous variable, P ( a x b) P ( a x b) To find probabilities for continuous random variables, we use probability density functions. 1 Two common types of continuous random variable probability distribution: 1) Uniform distribution. 2) Normal distribution. A2. Uniform distribution 1 ba a b Note: The area under a probability density function is 1. Area of rectangle Height Width 1 Height (b a) Height 1 for a uniform distribution (b a) Example 1: A continuous random variable x is uniformly distributed with 10 x 50 . (a) Draw a graph of the uniform density function. 1 40 10 50 Area of rectangle = Height x Width 1 = Height x (b - a) 1 Height = (𝑏 − 𝑎) 1 1 = (50−10) = 40 (b) What is P(20 x 30) ? Area of rectangle = Height x Width 1 = 40 * (30 - 20) 1 40 1 = 40 * 10 1 = 4 = 0.25 20 30 2 (c) What is P( x 15) ? Area of rectangle = Height x Width 1 P (x< 15) = P (x≤ 15) = 40 * (15 – 10) = P (10≤ x ≤ 15) = 1 40 *5 1 = 40 = 0.125 1 40 10 15 Objective B: Normal distribution – Bell-shaped Curve 3 Example 1: Graph of a normal curve is given. Use the graph to identify the value of and . 530 2 2 1 1 100 X 330 430 530 630 730 Example 2: The lives of refrigerator are normally distributed with mean 14 years and standard deviation 2.5 years. (a) Draw a normal curve and the parameters labeled. 6.5 9 11.5 14 16.5 19 21.5 X (b) Shade the region that represents the proportion of refrigerator that lasts for more than 17 years. 4 (c) Suppose the area under the normal curve to the right x 17 is 0.1151 . Provide two interpretations of this result. Notation: P (x≥17) = 0.1151 The area under the normal curve for any interval of values of the random variable x represents either: − The proportions of the population with the characteristic described by the interval of values. 11.51% of all refrigerators are kept for at least 17 years. −the probability that a randomly selected individual from the population will have the characteristic described by the interval of values. The probability that a randomly selected refrigerator will be kept for at least 17 years is 11.51%. Chapter 7.2 Applications of the Normal Distribution Objective A: Area under the Standard Normal Distribution The standard normal distribution – Bell shaped curve – =0 and =1 1 0 3.5 The random variable for the standard normal distribution is Z . 2 1 Negative Z 0 1 2 3.5 Z Positive Z Use the 𝑍 table (Table V) to find the area under the standard normal distribution. Each value in the body of the table is a cumulative area from the left up to a specific Z -score. Probability is the area under the curve over an interval. The total area under the normal curve is 1. 0 Z Z 5 Under the standard normal distribution, (a) What is the area to the right 0 ? 0.5 (b) What is the area to the left 0 ? 0.5 Example 1: Draw the standard normal curve with the appropriate shaded area and use StatCrunch to determine the shaded area. Open StatCrunch → select Stat → Calculators → Normal →select Standard→select ≤ → Input desired value for X → compute → record results (a) Find the shaded area that lies to the left of -1.38. 0.0838 Z -1.38 P( Z 1.38) 0.0838 (b) Find the shaded area that lies to the right of 0.56. Similar steps as in part (a) except you want to select ≥ and input value, compute and record results Z 0 0.56 P (Z > 0.56) = 0.28773972 6 (c) Find the shaded area that lies in between 1.85 and 2.47. Open StatCrunch → select Stat → Calculators → Normal →select Between → Input desired values for X range → compute → record results 0 P (1.85 ≤ Z ≤ 2.47) = 0.02540112 1.85 2.47 Objective B: Finding the 𝒁-score for a given probability Z Area 0.5 Example 1: Area 0.5 Area 0.5 Draw the standard normal curve and the z -score such that the area to the left of the z -score is 0.0418. Use StatCrunch to find the z -score. Open StatCrunch→Select Stat→ Calculator→ Normal → Standard → Input the value for P (x ≤ ) = 0.0418 Compute and record the results P (Z <-1.73) = 0.0418 0.0418 Z ? 0 7 Example 2: Draw the standard normal curve and the 𝑍-score such that the area to the right of the 𝑍-score is 0.18.Use StatCrunch to find the 𝑍-score. Similar to example 1, input P (x ≥________) = 0.18, compute P (Z > 0.91536509) = 0.18 0.18 Z ? Example 3: Draw the standard normal curve and two 𝑍-scores such that the middle area of the standard normal curve is 0.70. Use StatCrunch to find the two 𝑍-scores. If the middle area is 0.70, the total tailed areas is 0.30 (1-0.70) and the left tailed area is 0.15 (0.30/2). We will use StatCrunch to find the z –score for the lower bound then use the symmetric concept to find the z –score for the upper bound. Open StatCrunch → Select Stat → Calculator → Normal → Standard → Input the value for P (x ≤ _____) = 0.15 Compute and record the results P(-1.04< Z <1.04 ) = 0.70 0.15 70% Z 1.04 0.15 Z 1.04 (Due to symmetry ) Objective C: Probability under a Normal Distribution Step 1: Draw a normal curve and shade the desired area. X Step 2: Convert the values X to Z -scores using Z . Step 3: Use StatCrunch to find the desired area. 8 Assume that the random variable X is normally distributed with mean 50 Example 1: and a standard deviation 7 . (Note: this is not the standard normal curve because 0 and 1 .) (a) P( X 58) Z X 50 58 58 50 7 X 8 1.14 7 ≈0.8735 P( Z 1.14) 0.8735 0 1.14 Z (b) P (45 X 63) X 45 Z X 45 50 7 5 7 Z 0.71 X 63 Z X 63 50 7 13 7 Z 1.86 P (-0.71 ≤ Z ≤ 1.86) = 0.72970517 ≈ 0.7297 9 Example 2: Redo Example 1 Use StatCrunch and random variable X directly without converting to Z first. (a) P( X 58) Open StatCrunch → Select Stat → Calculator → Normal → Standard → Input the values for Mean, Std. Dev. and P (x ≤ 58) = _____ →Compute P (x ≤ 58) = 0.87.45105 (b) P (45 X 63) Open StatCrunch → Select Stat → Calculator → Normal → Between → Input the values for Mean, Std. Dev. and P (45 ≤ x ≤ 63) = _____ →Compute P (45 ≤ x ≤ 63) = 0.73082932 10 Example 3: GE manufactures a decorative Crystal Clear 60-watt light bulb that it advertises will last 1,500 hours. Suppose that the lifetimes of the light bulbs are approximately normal distributed, with a mean of 1,550 hours and a standard deviation of 57 hours, use StatCrunch to find what proportion of the light bulbs will last more than 1650 hours? Open StatCrunch → Select Stat → Calculator → Normal → Standard → Input the values for Mean, Std. Dev. and P (x ≥ 1650) = _____ →Compute P( X 1650 ) 0.0396822 Objective D: Finding the Value of a Normal Random Variable Step 1: Draw a normal curve and shade the desired area. Step 2: Use StatCrunch to find the appropriate cutoff Z -score. X Step 3: Obtain X from Z by the formula Z or X Z . Example 1: The reading speed of 6th grade students is approximately normal (bell-shaped) with a mean speed of 125 words per minute and a standard deviation of 24 words per minute. (a) What is the reading speed of a 6th graderwhose reading speed is at the 90 percentile? Open StatCrunch→Select Stat→ Calculator→ Normal → Standard → Input the value for Mean = 0, Std. Dev. = 1, and P (x ≤ ) = 0.90 Compute and record the results 11 X Z X 125 1.2815516 (24) X ≈ 155.76 (b) Determine the reading rates of the middle 95 percentile. 95% in the middle means each tail is 5% divided by 2 = 2.5% = 0.025 Open StatCrunch→Select Stat→ Calculator→ Normal → Standard → Input the value for Mean = 0, Std. Dev. = 1, and P (x ≤ ) = 0.025 Compute and record the results X Z X 125 (1.959964) (24) X ≈ 77.96 Open StatCrunch→Select Stat→ Calculator→ Normal → Standard → Input the value for Mean = 0, Std. Dev. = 1, and P (x ) = 0.025 Compute and record the results X Z X 125 (1.959964) (24) X ≈ 172.04 The middle 95% reading speed are between 77.96 words per minute to 172.04 words per minute. 12 Example 2: Redo Example 1 Use StatCrunch to find X directly without converting from Z to X . Open StatCrunch → Select Stat → Calculator → Normal → Standard → Input the values for Mean = 125, Std. Dev. = 24, and P (x ___) = 0.90 → Compute (a) What is the reading speed of a 6th grader whose reading speed is at the 90 percentile? X ≈ 155.76 (b) Determine the reading rates of the middle 95% percentile. Open StatCrunch→Select Stat→ Calculator→ Normal → Between → Input the value for Mean = 125, Std. Dev. = 24, and P ( ≤ x ≤ ) = 0.95 Compute and record the results The middle 95% reading speed are between 77.96 words per minute to 172.04 words per minute. 13 Chapter 7.3 Normality Plot Recall: A set of raw data is given, how would we know the data has a normal distribution? Use histogram or stem leaf plot. Histogram is designed for a large set of data. For a very small set of data it is not feasible to use histogram to determine whether the data has a bell-shaped curve or not. We will use the normal probability plot to determine whether the data were obtained from a normal distribution or not. If the data were obtained from a normal distribution, the data distribution shape is guaranteed to be approximately bell-shaped for n less than 30. Perfect normal curve. The curve is aligned with the dots. Almost a normal curve. The dots are within the boundaries. Not a normal curve. Data is outside the boundaries. 14 Example 1: Determine whether the normal probability plot indicates that the sample data could have come from a population that is normally distributed. (a) Not a normal curve. The sample data do not come from a normally distributed population. There is no guarantee that this sample data set is normally distributed. (b) A normal curve. The sample data come from a normally distribute population. There is a guarantee that this sample data set is approximately normally distributed. 15