4.

Chapter 4
Continuous Random Variables
and Probability Distributions

4.3

4.3 The Normal Distribution

The normal distribution is the most important
distribution in all of probability and statistics, as
naturally many variables follow a normal
distribution. Examples include heights and weight of
people.
The normal distribution is a continuous, symmetric,
bell-shaped distribution of a random variable.

4.3

Definition
A continuous rv X is said to have a normal
2
distribution with parameters and (or and ),
where < < and 0 < , if the pdf of X is
< x <

f(x;,2) =

Where and are the mean and standard deviation of

the population of all the possible values that X can
take on.
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4.3

If a rv, X, is normally distribution, it is written as

X ~N(,2).

4.3

4.3

The Standard Normal Distribution

The normal distribution with parameter values = 0
and = 1 is called the standard normal distribution.
A random variable having a standard normal
distribution is called a standard normal random
variable and will be denoted by Z (Z~N(0,1)). The
pdf of Z is
< z <

f(z;0,1) =

4.3

The graph of f(z; 0, 1) is called the standard normal

(or z) curve. Its inflection points are at 1 and 1. The
cdf of Z isP(Z z) =

, which is

denoted by (z). Table A.3 gives (z), the area to the

left of z.

4.3

Exercise 1:
Find
1. P(Z 1.25) 2. P(Z < 1.25)
3. P(Z< 1.25)
4. P(Z 2.01) 5. P(1.02< Z < 0.5)
6. P(1.96< Z < 1.96)
Working Backwards
It is also possible to obtain z-values for given
probabilities. This can be used to find percentiles.

4.3

Exercise 2:
Find the z-vale for the following
1. P(Z < z) = 0.0033
2. P(Z > z ) = 0.4761
3. 95th percentile
4. 5th percentile

4.3

z Notation for z Critical Values

z will denote the value on the z axis for which of
the area under the z curve lies to the right of z.

10

4.3

Exercise 3:
Find z0.025, z0.05, and z0.975.
Nonstandard Normal Distributions
When X ~ N(, ), probabilities involving X are
computed by standardizing. This can be done as
follows:
2

If
X~N(,2)
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4.3

Then,
= Z~N(0,1)
Exercise 4:
Let X~N(2,4). Find
1. P(X < 1.5)
2. P(1 < X < 4)

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4.3

Exercise 5:
British Colombians recycled an average of 2.52
kilograms of electronics products (e-waste) per capita
in a recent year. Assume that the variable is normally
distributed with a standard deviation of 0.48
kilograms. Find the probability that a randomly
selected British Columbian recycles
1. Between 1.8 and 3.6 kilograms of e-waste per
year.
2. More than 3.0 kilograms of e-waste per year.
13

4.3

Exercise 6:
In designing seats to be installed in commercial
aircrafts, engineers want to make the seats wide
enough to fit 98% of all males. Men have hip
breadths that are normally distributed with a mean of
14.4 in. and a standard deviation of 1.0 in. Find the
98th percentile.

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4.3

Empirical Rule

15

4.3

The Normal Distribution and Discrete

Populations: Approximating the Binomial
Distribution by Using the Normal Distribution
Let X~B(n,p). If np 10 and nq 10, then X is
approximately normally distributed, with mean np
and variance npq. That is,
X~N(np,npq) approximately

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4.3

Please note that when approximating a binomial

distribution using the normal distribution, a
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4.3

correction is applied called continuity correction.

This correction accounts for the fact that the
approximation is from a discrete to a continuous
random variable. The continuity correction is applied
as follows:
Binomial
P(X = a)
P(X a)
P(X > a)
P(X a)
P(X < a)

Normal
P(a 0.5 < X < a + 0.5)
P(X > a 0.5)
P(X > a + 0.5)
P(X < a + 0.5)
P(X < a 0.5)
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4.3

Exercise 7:
Let X be a binomial random variable with p = 0.5 and
n = 30.
A. Is the Normal approximation appropriate here?
B. Find the exact probability for X = 10.
C.Approximate P(X = 10).
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4.3

Exercise 8:
A marketing study reported that 26% of Canadian
drivers surveyed talk on cellphones while driving. If
300 drivers are selected at random
A. Find the probability that more than 90 have talked
on their cellphones while driving.
B. Find the probability that between 70 and 80 have
talked on their cellphones inclusive.

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4.3

Exercise 9:
If a baseball players batting average is 0.32, find the
probability that the player will get at most 26 hits in
100 times at bat.

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