Normal Distribution

Normal distribution is a continuous distribution. It was discovered by English mathematician De-

Moivre in 1733.later it was derived by Carl Friedrich Gauss in 1809. Normal probability model is one of
the most important probability models in statistical analysis.

Definition
Let a continuous random variable X is said to follow normal distribution with mean and
standard deviation if its probability density function (p.d.f) is given by

( )
f(x) = ; < <

Notation
We use the notation X ~N(, 2 ) to denote that X is a random variable which follows normal
distribution with mean and variance 2 .

Standard Normal variate

If X is a random variable following normal distribution with mean () and standard deviation
(), then the random variable Z is defined as follows

Z= is called standard normal variate (S.N.V) and its mean is 0 and standard deviation 1 i.e Z~ N(0,1).

Hence the probability density function of (S.N.V) Z is given by


(x) = ; < <

Properties of Normal Distribution

Normal distribution is a continuous probability distribution and has two parameters and 2
The curve is bell shaped and symmetrical about the line x =
Mean=median=mode= , so the distribution is symmetrical.
Mean = , standard deviation = , skewness = 0, kurtosis = 3
The quartiles are equidistant from mean (), Q1= 0.6745 and Q3 = + 0.6745
The maximum probability of the curve occurs at the point x= and the maximum frequency is

f(x) =
 Importance of Normal Distribution
Normal distribution has occupied a very important role in statistics. Some important applications are
given below.
In solving most of the practical problems with large data sets, the basic assumptions of normal
distribution is satisfied.
Most of the discrete distributions such as binomial, Poisson etc tend to normal distribution as i.e
n
Normal distribution is used in statistical quality control in industry for the setting of quality
control limits for the construction of control charts.

Examples
1. Given that a continuous random variable, x has a normal distribution with = 750 and = 100. Find the
probability that x lies between 554 and 946. (0.95)
2. Given a normal distribution with mean () =100 and s.d ( ) =10. What is the probability that
a. > 75 b. < 70 c. > 112
d. < < 80 > 110 e. 75 < < 80 (0.9938,0.00315,0.1151,0.1815,0.927)
3. X is a normal variate with mean 30 and s.d 5. Find the probabilities that
a. 26 40 b. 45 c. | 30| > 5 (0.768,0.00135,0.3174)
4. A statistical analysis of 100 long distance calls made from the headquarters. Computer corporation indicates that
the length of these calls is normally distributed with mean = 240 seconds and = 40 seconds.
a. What percentage of these calls lasted less than 180 seconds? (0.0668)
b. What is the probability that a particular call lasted between 180 and 300 seconds? (0.8664)
c. How many calls lasted less than 180 seconds or more than 300 seconds?(134 approx)
d. What is the length of a particular call if only 1% of all calls are shorter? (146.8)
5. For a normal distribution with mean 2 and variance 9, find the value of x such that the probability of the interval
[2,x] is 0.4115. (6.05)
6. In a normal distribution 31% items are under 45 and 8% are over 64. Find the mean and standard deviation of
the distribution. (50,10)
7. The incomes of group of 10000 persons were found to be normally distributed with mean Rs 750 and s.d Rs 50.
Find the lowest income of 10% richest persons. (Rs 814)
8. A set of final examination grades in an introductory statistics course was found to be normally distributed with a
mean of 73 and standard deviation of 8.
a. What is the percentage of students scored between 65 and 89?(81.85%)
b. What is the probability of getting a grade no higher than 91 on this exam? (0.9878)
c. Only 5% of the students taking the test scored higher than what grade? (86.16)
9. A batch of 5000 electric lamps has a mean life of 1000 hours and a standard deviation of 75 hours. Assuming a
normal distribution,
a. What percentage of lamps will fail before 925 hours? (15.87%)
b. How many lamps will fail between 950 and 1000 hours? (1243)
10. The manager of a small postal substation is trying to qualify variation in the weekly demand for mailing bags. She
has decided to assume that this demand is normally distributed. She knows that on an average 100 bags are
purchased weekly and that 90% of the time weekly demand is below 115.
a. What is the standard deviation of this distribution? (11.65)
b. The manger wants to stock enough bags each week so that the probability of running out of bags is no higher
than 0.05. what is the lowest such stock value? (119)