Applications of Normal Distribution The standard normal distribution has been tabulated (usually in the form of value of the

cumulative distribution function ). See graph given. The cumulative distribution of the standard normal distribution is given by
( y) =

1 e dy 2
y2 2

Examples !f " is distributed standard normal ie "# $(%&1) Then

1.*(

1 e dy = %.'2() 2
y2 2

ie. +( , -,1.*() . '2.()/ +(% , - , 1.*() . %.*2() . *2.()/ (Symmetric property)

Examples 1. !f - is a 01 2ith standard normal distribution find the follo2ing probabilities. (a)+(- 1.2) .

. 4

1.2

1 e dx 2
x2 2

. %.33*'
x2 2

1 e dx 2
x2 2

1.2

1 e dx 2

. %.5%%% 4 %.(3*' . %.33*'

(b) +(- 1.1() . 1 6 +(- , 1.1() .17

1.1(

1 e dx 2
x2 2

. 1 6 %.38%3 . %.12'2

(c) +(71.(8 - 2.%1) . +(7 - 2.%1) 7 +(7 - 71.(8) .%.'8826 917+(7 - 1.(8): . %.'883 6 917%.'1*8: . %.'8832 6 %.%35( . 3'25 (2) ;et T be the temperature (o<)n =ay n a given year > distributed normally 2ith mean )3 and S? ). <ind the probability that the temperature is bet2een 8% > 3%.

T . temp in =ay The 01 T # $ ()3& )2) +( 8% T 3% ) . +(

8% )3 T 7 )3 3% )3 ) ) )

.+(%.((

- 2.%)

.+(7 - 2.%)6 +(7 - %.(() . (2.%) (%.(() . %.'882 6 %.)2'( . %.(*8'

(() The radius of the nails of a sample of 3%% is normally distributed 2ith men )) mm and variance 25. <ind the number of nails 2ith radius bet2een )5 and 8% mm. ;et 01 0 . 0adius of nails. Thus 0# $())& 52). P(65 0 8% ) = +(
)5 )) 5

8% )) 5

= + (7%.2% - %.3%) = +(7%.2% - %) 4 +(%.% - %.3) . %.%8'( 4 %.2331. = 0.3674 0e@uired nails . 3%%A%.()8* . 2'* Br . +( - %.3) +( - 7%.2% )

Normal Approximation for inomial !f n is large enough (nC (%) the sDe2 of the distribution is not too great and in such situation if !f " #E(n&p) then for large n "# $(np& np@) The mean and variance for the approximately normal distribution of Y are np and np(1-p)& identical to the mean and variance of the binomial(n,p) distribution. $ote Eut to use the normal approximation to calculate this probability& 2e apply the continuity correction in converting discrete to continuous variable because 2e transform discrete variable to continuous variable.

Ex. F fair die is tossed 13% times. <ind the probability that the face ) 2ill appear bet2een 2' and (2 inclusive. ;et " . $o. of times six appear Thus " # E(13%& 1G)) Hsing normal approx& to Einomial distribution " # $ (np& np@) 2here n . 13% p . 1G) and @.17p . 5G) E(") . np . 13%A1G) . (% 1(") . np@ . 13%A1G)A5G) . 25 S? (") . 5 + (2' " (2) 2' (% " (% (2 (% . +( 5 5 = - 5 ) . + (7%.2 - %.*) . %.155* 4 %.%8'( . %.2(*8 Iith continuity correction 2e are interested + (23.5 " (2.5) 23.5 (% " (% (2.5 (% . +( 5 5 = - 5 ) . + (7%.( - %.5) . %.118' 4 %.1'15 . %.(%'* 2. Jonsider a group of voters in a first year undergraduates in the Hniversity of =oratu2a. The true proportion of voters 2ho favor

candidate F is e@ual to %.*%. Kiven a sample of 2%% voters& 2hat is the probability that more than half of the voters support candidate FL (. The grades on a short @uiM in statistics 2ere %& 1& 2& .. &1% points depending on the number of 1% @uestions. The mean grade . ).8 and sd .1.2. Fssuming the grades to be normally distributed determine (a) / of students scoring ) points and (b) maximum grade of the lo2er 1%/ and (c ) the minimum grade of highest 1%/ in the class.

;et the 01 " . grades of students Then " # $ ().8& 1.22) (a) Hsing continuity correction +(".)) . +(5.5 , " , ).5) 5.5 ).8 " 7 ).8 ).5 7 ).8 . +( 1.2 < 1.2 < 1.2 ) . + (71.% , - ,7%.18) . + (%.18 , - , 1.%) . (1.%) (%.18) . %.3*1(75)85 .28(3 Fns2er . 28.(3/ (b) ;et y1 be the re@uired maximum grade. Thus 2e have to find x such that area to the left of the distribution " is 1%/.

" # $ ().8& 1.22) thus 1.2 = +(-,x1) .1%/ . %.1NN91:& Thus x . 71.23 Eut according to table given 2e have to find x1 such that +(- , x1) . '%/ NN.92: Thus x1 . 1.23 Thus corresponding "1 is given by Y 1 ).8 = 1.23 thus "1 . 5.1)* 1.2 Thus max. grade of the nearest integer . 5

" ).8

Fns2er for the (c ) .3

Poisson !istribution The +oisson distribution is also a discrete distribution 2hich is used to model the number of events occurring 2ithin a given time interval. Examples " . number of accidents bet2een time a and time b Suppose that a researcher spread %.1% ml of a bacterial culture on a nutrient plate. Then " . number of colonies spread on a plate in a given date " . $umber of misprints in a booD of 5%% pages Since +oisson is a discrete distribution& the probability distribution of +oisson variable is given by e +(" . y) . yO for y . %&1&2&
y

!t is denoted by " # + ( ) the average number of events in the given time interval and it is Dno2n as the Pshape parameter of the distributionQ.
is

Diff"r"nt s#ap"s of t#" Poisson probabilit$ !"nsit$ functions

.

5& 15& 25&(5

Prop"rti"s of Poisson Dist. !f " +( ) then E(") . . 1(") +roof e e D A E(") . (D 1)O DO . e . sO (let D71 . s) . A1 .
R
D 1

R =%

R= 1

s= %

E(" ) . . ;et D71 . s e E("2) . (s +1) A sO e e . s A sO 4 sO . E(") 4 A1 . 4

R =%

e DO
R

D
R= 1

e ( D 1)O
R 1

s =%

s =%

s= %

1(") . E("2) 6 E("):2 .

4 7 .
2 2

%"lation b"t&""n (n'p) an! P( ) !n Einomial if n is large and p is close to % then the event is called a rare event. !n practice 2e shall consider an event to be rare if n 5% 2hile np close to 5. !n such situations Einomial is closely approximated by =np. Not"( Since there is a relationship bet2een Einomial > $ormal there is a relation bet2een +oisson and $ormal. + ( ) N ( ' ) = N ( ' ) Eg. 1. !f a probability that an individual suffer a bad reaction from inSection of a given type is %.%%1 determine the probability that out of 2%%% individuals (a) exactly ( and (b) more than 2 2ill suffer bad reaction. ".number of individuals suffer bad reaction as $ is large and p is small it can be assumed that " # +( ) 2here .np .2%%%A%.%%1 . 2
2

Thus +(".() . . %.13%* Fssumming " # E (2%%%& %.%%1) +(".() . 2%%%J(A(%.%%1)((17%.%%1)1''8

. %.13%5

2 e (O
(

Eg. 2. Suppose (%% misprints are distributed randomly in a booD of 5%% pages. <ind the probability that a given page contains exactly 2 misprints and 2 or more misprints. ;et " . $o. of misprints in the given page $ is large and p close to Mero. So can be approximated by +oisson distribution. Then "#+( ) 2here .np .(%%A1G5%% . %.) (a) +(" . 2) . e (%.)) G 2O . %.%'33 (b) + (" 2) . . 1 6 +(".%) 6 +(".1) . 1 7 e (%.)) G %O 4 e (%.)) G 1O . 1 6 %.5*' 6 %.(2'
%. ) 2 %.) % %.) 1

TGEx. 1%/ of tools produced in a certain manufacturing process turn out to be defective. <ind the probability in a sample of 1% tools chosen at random exactly t2o 2ill be defective. ;et " .number of defective in the sample Fssume "# +( ) & .1G1%

+(".2) .

e where = 1G1% 2O
2

. %.%%*5

(2) Eet2een 27* pm the average number of calls per minutes coming into the =aths ?ept is *.5. <ind the probability that during one particular minute there 2ill be (a) %& (b) 2 and (c) * or fe2er phone calls.

)tatistical *nf"r"nc"s !t is not possible to find parameters (mean& variance etc) of a population due to obvious reasons. Thus 2e have to compute a value (or range) that represents a UUgoodVV guess for the true values of the parameter. Kenerally for mean and variance to explain properties of the population To2 do 2e doL Select suitable (representive) sample (random sample) is taDen from the population of interest to estimate the population parameters. There are t2o types of estimators 6 (a) +oint estimator and (b) interval estimator +oint Estimator 7 D"finition The point estimate of a parameter is a single number based on the sample data that 2e can

consider to be the most plausible value of parameter. *nt"r+al "stimator 7 ?efinition Fn estimate of a population parameter given by t2o numbers at a given confidence is called the interval estimator. ,or "xampl"( Ie 2ant to Dno2 the average salary of chemical engineering graduate. So 2e selected 25 people at random. The mean annual income is )%&%%%G.. This is a point estimate. Hsing an interval estimate 2e say that the mean annual income is bet2een *%&%%% and 35&%%%G. 2ith '5/ confidence. To2 do 2e Sudge the confidenceL ;et and be the population mean and variance (irrespective of the distribution). Then these t2o parameters are estimated by
2

W =sample mean =x

x
n i =1

 W = sample var aince = s

2

(x
n i =1

x) (n 1)
i

-#us t#" abo+" "stimators ar" us"! to dra2 inferences about the population. To2 accurate these estimatorsL Easically if 2e Dno2 the population parameters the sample estimates should be very close to the population parameters. ;et be the population mean. Then 2e 2ant
7 x %

2here

is the mean of the sample

Eut difference samples can be obtained. So x is random variable. Thus 2e 2ant

7 E(x) %

The difference is Dno2n as the XbiasY of the parameter estimated based on sample. Thus to obtain more precise estimator the estimator of the population parameter based on samples should be unbiased.

?efinition 7 Hnbiased !f a statistic is used as an estimator for population parameter and E( ) . then Z is Dno2n as unbiased estimator. $ote (1) x is an unbiased estimator for the population mean . +roof E( x ) . E( . (2) Sample variance s2 is not an uniased estimator for the population variance
2

x
n i =1

).

1 1 E ( x ) . n n
n n i =1 i i= 1

+roof
2

.
n i =1

(x
n i =1

x ) x nx . n n
2

i =1

E( s ) . E(
n

2 i

nx E( x ) E(nx ) ). 7 n n n
2 n 2
2

i =1

. .

E(x
i =1

2 i

n
i

nE ( x ) n
2

1(x

) + 9E( x ):
i

n9 1( x ) + \E ( x )[ n

. . Thus Thus

n + n n
2

7
2

+ n n n
2

( n 1) n

NNN (1)

E9 (x
i= 1

x ) : . (n71)
2
2

(x
n i =1

x) (n 1)
i

is an unbiased estimator for the

2

population variance . ."mma( /"ntral .imit -#"or"m <or large n (nC (%) the distribution of mean is approximately normal 2ith mean and variance n (irrespective of population and mean and variance are finite)
2

Thus& the Jentral ;imit theorem is the foundation for many statistical procedures. The distribution of an average 2ill tend to be $ormal as the sample siMe increases& regardless of the distribution from 2hich the average is taDen. *nt"r+al 0stimator

!nstead of point estimator 2e compute range to represent parameter of the population. Ie construct this interval 2ith some confidence. Thus it is Dno2n as& Pconfidence intervalQ. That is& a range 2ithin 2hich the population value is liDely to fall. ];iDely] is usually taDen to be ]'5/ of the time&] and the range is called the 152 confi!"nc" int"r+al. The values at each end of the interval are called the confi!"nc" limits Jonfidence !nterval for mean under $ormal To explain ho2 confidence intervals are constructed& 2e are going to 2orD bacD2ards and begin by assuming characteristics of the population. ;et Z # $
X

( & )
2

then

#$(

&

- . G n # $ (%&1) Eased on standard normal assumption 2e Dno2 that an actual sample statistic lying in the interval & 2 and ( about )3/& '5/ and ''/ confidence.

!n other 2ords if = % and .1 then 2e Dno2 that +( 71.') - 41.') ) . '5.%/

2

+( 71.')

X G n

41.') ) . '5/

+( 71.')

4 1.')

) . '5/
Z 1.') n n n

Thus '5/ J! for mean is given by So ''/ J! for mean is given by So '%/ J! for mean is given by

Z 2.53 Z 1.)5

Thus / J! for mean (2hen is Dno2n) is given by

Z
G 2

0xampl" 3 Suppose that 2e found that the mean marD (out of 2%) of 5% students in =id7 term test is 12 2ith a standard deviation of ). Ihat can 2e conclude about the average marDs of students 2ith a '5/ confidence levelL Not" 3( !n this example n (C (%) is large and 2e can approximate to normal. ;et Z . marDs of students and assume Z# $(& ). The '5/ J! for the population mean is given by
2

x 1.')

.12 1.')A

) 5%

.12 1.)) .91%.(5 7 1(.)): .

91%&1*: That is& 2e found that a '5/ confidence interval for the mean marDs is bet2een 1%.(5 and 1(.)). Ie can also say that 1.)) is the margin of error. Easically 2hat 2e do is at M . 71.')& 2e solve for x given by
1.') = x 12 x 12 = .............. (1) ) G 5% %.35

=initab STFTCEFS!J STFTC 1M

($.5%& =EF$.12& 1F0.)) Example 2. The blood cholesterol levels of a population of teachers have mean 2%2 and S? 1*. !f a sample of () teachers is selected approximate the probability that the sample mean of their blood cholesterol level 2ill lie bet2een 1'3 and 2%). 0epeat it for sample siMe of )*. !t follo2s from the Jentral ;imit Theorem that x distributed normal 2ith mean .2%2 and S? . G () .1*G).2.((. ie x # $((%& 2.(() +(1'3 x 2%)) . +(
1'3 2%2 x 2%2 2%) 7 2%2 M= 2.(( 2.(( 2.((

. +(71.8* M 1.8*) . 2A+(% M 1.8*) = %.'13 =2450.151360.5007 (38t# ra& 9 5t# column)

/as" 2 Ihen is unDno2n (i.e. estimated by a sample variance) > n is large (C (%) / J! for mean is given by
Z
G 2

s n

/as" 3 Ihen is unDno2n (i.e. estimated by a sample variance) and sample siMe is small (, (%) / J! for mean is given by
Z t
G 2 & n 1

s n

Ihere t . / value of the t distribution at n7 1 degree of freedom

G 2 &n 1

9Hnder the above circumstance it is assumed that x t 7 sG n :

n 1

0xampl". Kiven the follo2ing K+F for ) students 2.3%& (.2%& (.85& (.1%& 2.'5& (.*%. (a). Jalculate a '5/ confidence interval for the population mean K+F. =ean . (.2 0efer Table *3 6 5th ra2 > (rd column %.((' Fns (.2 2.58A ) . 92.3* 6 (.5): =initab StatCEasic Stat C 1t !f 2e assume normal the J! .(.2 1.')A
%.((' )

.92.'( 6 (.*8:

Example.* F sample of (% is taDen from a population 2ith distribution $((%&1)). <ind the probability that the sample mean x is more than (2. Flso find the '5/ confidence interval for the sample mean. Z# $(& ) then x # $(& G n )
2 2

Thus

x =G n

# $(%&1)
(2 (% (%

Thus +( x > (3) . +(MC * G

) .+(MC2.8*)

. 1 6 %.'')' (23TT ra2 > 5th column) '5/ J! for the mean .(%1.')A*Gs@rt((%) . (%.% 1.*(

Point 0stimator an! /onfi!"nc" *nt"r+al for Proportion ;et Z . number of successes in a sample Then the estimator for the proportion of success x W= (p& say) can be obtained by p n Z # E(n&p) Z # $(np& np@) 2here @ . 17p Thus E(Z) . np > 1(Z) . np(17p) E( n ) . n E(x ) .
x x 1 np =p n

W is an unbiased estimator for p. Thus p

1( n ) .

1 1( x ) = np@ G n 2 2 n

p@ n

!f Z# $ then ZGn # $ (proof is not re@uired) So assuming " . ZGn # $ (p& pA(17p)Gn) J! for the proportion is given by
W .p
G 2

W G 2S? ( p W) p

p W (1 p W) n

Example But of random sample of 1%% boxes coming from a particular machine& 32 2ere non defective. Jonstruct the ''/ J! estimate of the proportion of non defectives.
W= Estimator for non defective . p 1%% 32

0e@uired J! . %.32

2.58A

%.32(1 %.32) 1%%

. 9%.821 %.'1.': 9prob. Bf ''.5/ . %.''5% corresponds M value of 2.58 refer Table *8 7 2)th ra2 > 3th column: =initab statCb statC1+Ctrials& events Example. The Jeylon ?aily $e2s reported that *)/ of the population in ^affna district 2as in the favour of the present paddy prices at '5/ confidence 2ith a margin error of (/. To2 many people 2ere @uestioned by the surveyL 6 go to 28 =argin error .
G 2

p W (1 p W) n

Thus 1.')

2A

%.*) A (1 %.*)) = %.%(2 n

n . 1%)%

Tome Ex. F sample pole of 1%% voters chosen at random from all voters in a given district indicated that 55/ of them 2ere in favor of a particular candidate. <ind the (a) '5/ and (b) ''/ confidence limits for the proportion of all the voters in favor of this candidate. To2 larger sample of voters should 2e taDe in order to be ''/ confident that the candidate 2ill be elected.