CONTINUOUS RANDOM VARIABLES

AND
THE NORMAL DISTRIBUTION
CONTINUOUS RANDOM VARIABLES
 A continuous random variable is a variable that can
assume any value in one or more intervals.

 The possible values that a continuous random

variable can assume are infinite and uncountable.

E.g., The variable that represents the time taken by a

worker to commute from home to work is a continuous
random variable.
CONTINUOUS RANDOM VARIABLES

E.g., Let x be a continuous random variable that denotes

the time taken to commute from home to work by a
randomly selected worker. Then x can assume any value
in the interval for say 5 to 120 minutes.

 This interval contains an infinite number of values that

are uncountable.
CONTINUOUS PROBABILITY DISTRIBUTION
AND THE NORMAL PROBABILITY DISTRIBUTION
Figure-1: Histogram and polygon for Table-1.
Figure-2: Probability distribution curve for heights.
(probability density function)
CONTINUOUS PROBABILITY DISTRIBUTION

 The probability distribution curve of a continuous random

variable is also called its probability density function.

Two characteristics:

1. The probability that x assumes a value in any interval lies

in the range 0 to 1

2. The total probability of all the (mutually exclusive)

intervals within which x can assume a value is 1.0
Figure-3: Area under a curve between two points.

1. Area under the probability distribution curve of a

continuous random variable between any two points is
between 0 and 1
Figure-4: Total area under a probability distribution curve.

2. The total area under the probability distribution curve

of a continuous random variable is always 1.0, or 100%
Figure-5: Area under the curve as probability.

The probability that a continuous random variable x

assumes a value within a certain interval is given by the
area under the curve between the two limits of the
interval

P(a ≤ x ≤ b) = Area under the curve from a to b

Figure-6: Probability that x lies in the interval 65 to 68
inches.

P(65 ≤ x ≤ 68) = Area under the curve from a to b

The probability of a single value of x is zero.
 The probability that a continuous random variable x
assumes a single value is always zero. This is so
because the area of a line, which represents a single
point, is zero.

 E.g., if x is the height of a randomly selected female

student from that university, then the probability that this
student is exactly 67 inches tall is zero.

P(x = 67) = 0

 Similarly, the probability for x to assume any other single

value is zero.

 In general, if a and b are two of the values that x can

assume, then P(a)=0 and P(b)=0
Figure-7: The probability of a single value of x is zero.
The probability of a single value of x is zero.

 For a continuous random variable,

P(a ≤ x ≤ b) = P(a < x < b)

 i.e., The probability that x assumes a value in the interval

a to b is the same whether or not the values a and b are
included in the interval.

 For the example on the heights of female students, the

probability that a randomly selected female student is
between 65 and 68 inches tall is the same as the
probability that this female is 65 to 68 inches tall.
Figure-8: Probability “from 65 to 68” and “between 65
and 68”.
NORMAL PROBABILITY DISTRIBUTION

 The normal distribution is one of the many probability

distributions that a continuous random variable can
possess.

 The normal distribution is the most important and most

widely used of all probability distributions.

 A large number of phenomena in the real world are

normally distributed either exactly or approximately.
NORMAL PROBABILITY DISTRIBUTION

E.g.,

The continuous random variables representing the following

have all been observed to have a (approximate) normal
distribution:

 heights and weights of people

 scores on an examination
 weights of packages (e.g., cereal boxes, boxes of cookies)
 amount of milk in a gallon
 life of an item (such as a light-bulb or a television set)
 Time taken to complete a certain job
NORMAL PROBABILITY DISTRIBUTION

 The normal probability distribution or the normal

curve is a bell-shaped (symmetric) curve.

 It’s mean is denoted by μ and its standard deviation by σ

 A continuous random variable x that has a normal

distribution is called a normal random variable.

 Not all bell-shaped curves represent a normal distribution

curve. Only a specific kind of bell-shaped curve represents
a normal curve.
NORMAL PROBABILITY DISTRIBUTION

A normal probability distribution , when plotted, gives

a bell-shaped curve such that:

1. The total area under the curve is 1.0.

2. The curve is symmetric about the mean.

3. The two tails of the curve extend indefinitely.

Figure-9: Normal distribution with mean μ and standard
deviation σ.
Figure-10: Total area under a normal curve.
Figure-11: A normal curve is symmetric about the mean.

A normal distribution curve is symmetric about the mean.

i.e., 50% of the total area under a normal distribution

curve lies on the left side of the mean, and 50% lies on
the right side of the mean.
Figure-12: Areas of the normal curve beyond μ ± 3σ.

The tails of a normal distribution curve extend

indefinitely in both directions without touching or
crossing the horizontal axis.
Figure-13: Areas of the normal curve beyond μ ± 3σ.

Although a normal distribution curve never meets the

horizontal axis, beyond the points represented by μ - 3σ
and μ + 3σ, it becomes so close to this axis that the area
under the curve beyond these points in both directions
can be taken as virtually zero.
NORMAL PROBABILITY DISTRIBUTION

 The mean, μ , and the standard deviation, σ , are the

parameters of the normal distribution. Given the values of
these two parameters, we can find the area under a
normal distribution curve for any interval.

 Each different set of values of μ and σ gives a different

normal distribution.

 The value of μ determines the center of a normal

distribution curve on the horizontal axis, and the value of
σ gives the spread of the normal distribution curve.
Figure-14: Three normal distribution curves with the same
mean but different standard deviations.

x
Figure-15: Three normal distribution curves with
different means but the same standard deviation.
STANDARD NORMAL DISTRIBTUION

 The standard normal distribution is a special case of

the normal distribution.

 The normal distribution with μ = 0 and σ = 1 is called the

standard normal distribution.

 The random variable that possesses the standard normal

distribution is denoted by z and are called the z values or
z scores.

 They are also called standard units or standard scores.

STANDARD NORMAL DISTRIBTUION

z Values or z Scores:

 The units marked on the horizontal axis of the standard

normal curve are denoted by z and are called the z
values or z scores.

 A specific value of z gives the distance between the mean

and the point represented by z in terms of the standard
deviation.
Figure-16: The standard normal distribution curve.

 The z values on the right side of the mean are positive and those
on the left side are negative.
 The z value for a point on the horizontal axis gives the distance
between the mean and that point in terms of the standard
deviation.
 i.e., a point with a value of z = 2 is two standard deviations to
the right of the mean. Similarly, a point with a value of z = -2 is
two standard deviations to the left of the mean.
STANDARD NORMAL DISTRIBTUION
 The standard normal distribution table lists the areas
under the standard normal curve to the left of z values
from -3.49 to 3.49.

 The standard normal distribution table gives what is called

the cumulative probability to the left of any z value.

 Although the values of z on the left side of the mean are

negative, the area under the curve is always positive.

 The area under the standard normal curve between any

two points can be interpreted as the probability that z
assumes a value within that interval.
Figure-17: Area under the standard normal curve.
Example-1
Find the area under the standard normal curve to the left
of z = 1.95.
Table-2: Area Under the Standard Normal Curve to the
Left of z = 1.95
Figure-18: Area to the left of z = 1.95.
Example-2

Find the area under the standard normal curve from

z = -2.17 to z = 0.
Example-2: Solution
 Find the areas to the left of z=0 and to the left of z=-2.17
in the Table IV.

 These two areas are .5 and .0150, respectively.

 Next subtract .0150 from .5 to find the required area.

 Area from -2.17 to 0 = P(-2.17≤ z ≤ 0) = .5000 - .0150 =

.4850
Table-3: Area Under the Standard Normal Curve
Figure-19: Area from z = -2.17 to z = 0.
Example-3
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Example-3: Solution
(a) To find the area to the right of z=2.32, first find the area
to the left of z=2.32. Then we subtract this area from 1.0,
which is the total area under the curve. The required area is
1.0 - .9898 = .0102.
Figure-20: Area to the right of z = 2.32.
Example-3: Solution
(b) To find the area under the standard normal curve to the
left of z=-1.54, first find the area in Table IV that
corresponds to -1.5 in the z column and .04 in the top row.
This area is .0618.

Area to the left of -1.54 = P (z < -1.54) = .0618

Figure-21: Area to the left of z = -1.54.
Example-4
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -.75)
Example-4: Solution
(a) P (1.19 < z < 2.12) = Area between 1.19 and 2.12
= .9830 - .8830
= .1000
Figure-22: Finding P (1.19 < z < 2.12).
Example-4: Solution
(b) P (-1.56 < z < 2.31) = Area between -1.56 and 2.31
= .9896 - .0594
= .9302
Figure-23: Finding P (-1.56 < z < 2.31).
Example-4: Solution
(c) P (z > -.75) = Area to the right of -.75
= 1.0 - .2266
= .7734
Figure-24: Finding P (z > -.75).
 1-
52

Empirical Rule
 For symmetric distributions, approximately:

68% 1 standard deviation

of the mean

95% Lie 2 standard deviations

within of the mean

All 3 standard deviations

of the mean
Figure-25: Area within one standard deviation of the
mean = 68.26%

 This area is given by the difference between the area to the left
of z = 1.0 and the area to the left of z = - 1.0.

 As shown in the Figure, this area is (.8413 - .1587) = .6826, or

68.26%.
Figure-26: Area within two standard deviations of the
mean = 95.44%

 This area is given by the difference between the area to the left
of z = 2.0 and the area to the left of z = -2.0

 As shown in the Figure, this area is (.9772 - .0228 = .9544), or

95.44%.
Figure-27: Area within three standard deviations of the
mean = 99.74%

 This area is given by the difference between the area to the left
of z = 3.0 and the area to the left of z = - 3.0.

 As shown in the Figure, this area is (.9987 - .0013) = .9974, or

99.74%.
STANDARD NORMAL DISTRIBTUION

 Note that only a specific bell-shaped curve represents the

normal distribution!

 Now we can state that a bell-shaped curve that contains (about)

68.26% of the total area within one standard deviation of the
mean, (about) 95.44% of the total area within two standard
deviations of the mean, and (about) 99.74% of the total area
within three standard deviations of the mean represents a
normal distribution curve.

 The standard normal distribution table goes from z = -3.49 to z =

3.49. Consequently, if we need to find the area to the left of z =
-3.50 or a smaller value of z, we can assume it to be
approximately 0.0. If we need to find the area to the left of z =
3.50 or a larger number, we can assume it to be approximately
1.0.
Example-5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)
Example-5: Solution
(a) P (0 < z < 5.67) = Area between 0 and 5.67
= 1.0 - .5
= .5 approximately
Figure-28: Area between z = 0 and z = 5.67.
Example-5: Solution
(b) P (z < -5.35) = Area to the left of -5.35
= .00 approximately
Figure-29: Area to the left of z = -5.35.
STANDARDIZING A NORMAL DISTRIBUTION
 Table of standard normal distribution is used to find areas
under the standard normal curve.

 However, in real-world applications, a (continuous)

random variable may have a normal distribution with
values of the mean and standard deviation that are
different from 0 and 1, respectively.

 The first step in such a case is to convert the given normal

distribution to the standard normal distribution. This
procedure is called standardizing a normal distribution.

 The units of a normal distribution (which is not the

standard normal distribution) are denoted by x. (We know
that units of the standard normal distribution are denoted
by z)
STANDARDIZING A NORMAL DISTRIBUTION
Converting an x Value to a z Value
For a normal random variable x, a particular value of x can
be converted to its corresponding z value by using the
formula
x
z

where μ and σ are the mean and standard deviation of the
normal distribution of x, respectively.

 If the value of x is equal to μ, then its z value is equal to

zero. i.e., The z value for the mean of a normal distribution
is always zero.
 Note that we will always round z values to two decimal
places.
Example-6
Let x be a continuous random variable that has a normal
distribution with a mean of 50 and a standard deviation of
10. Convert the following x values to z values and find the
probability to the left of these points.
(a) x = 55
(b) x = 35
Example-6: Solution
(a) x = 55

x 55  50
z   .50
 10

P(x < 55) = P(z < .50) = .6915

Figure-30: z value for x = 55.
Example-6: Solution
(b) x = 35

x  35  50
z   1.50
 10

P(x < 35) = P(z < -1.50) = .0668

Figure-31: z value for x = 35.
Example-7
Let x be a continuous random variable that is normally
distributed with a mean of 25 and a standard deviation of 4.
Find the area
(a) between x = 25 and x = 32
(b) between x = 18 and x = 34
Example-7: Solution
(a) The z value for x = 25 is 0
The z value for x = 32 is

x 32  25
z   1.75
 4
P (25 < x < 32) = P(0 < z < 1.75)
= .9599 - .5000 = .4599
Figure-32: Area between x = 25 and x = 32.
Example-7: Solution
(b) For x = 18:
18  25
z  1.75
4

For x = 34:
34  25
z  2.25
4

P (18 < x < 34) = P (-1.75 < z < 2.25)

= .9878 - .0401 = .9477
Figure-33: Area between x = 18 and x = 34.
Example-8
Let x be a normal random variable with its mean equal to
40 and standard deviation equal to 5. Find the following
probabilities for this normal distribution
(a) P (x > 55)
(b) P (x < 49)
Example-8: Solution
(a) For x = 55:
55  40
z  3.00
5
P (x > 55) = P (z > 3.00)
= 1.0 - .9987
= .0013
Figure-34: Finding P (x > 55).
Example-8: Solution
(b) For x = 49:
49  40
z  1.80
5

P (x < 49) = P (z < 1.80) = .9641

Figure-35: Finding P (x < 49).
Example-9
Let x be a continuous random variable that has a normal
distribution with μ = 50 and σ = 8. Find the probability
P (30 ≤ x ≤ 39).
Example-9: Solution
For x = 30:
30  50
z  2.50
8

For x = 39:
39  50
z  1.38
8

P (30 ≤ x ≤ 39) = P (-2.50 ≤ z ≤ -1.38)

= .0838 - .0062 = .0776
Figure-36: Finding P (30 ≤ x ≤ 39).
Example-10
Let x be a continuous random variable that has a normal
distribution with a mean of 80 and a standard deviation of
12. Find the area under the normal distribution curve
(a) from x = 70 to x = 135
(b) to the left of 27
Example-10: Solution
(a) For x = 70:
70  80
z  .83
12
For x = 135: 135  80
z  4.58
12

P (70 ≤ x ≤ 135) = P (-.83 ≤ z ≤ 4.58)

= 1 - .2033
= .7967 approximately
Figure-37: Area between x = 70 and x = 135.
Example-10: Solution
(b) For x = 27:
27  80
z  4.42
12

P (x < 27) = P (z < -4.42)

=.00 approximately
Figure-38: Area to the left of x = 27.
APPLICATIONS OF THE NORMAL
DISTRIBUTION: Example-11
According to the Kaiser Family Foundation, U.S. workers who
had employer-provided health insurance paid an average
premium of $4129 for family coverage during 2011 (USA
TODAY, October 10, 2011). Suppose that the premiums for
family coverage paid this year by all such workers are
normally distributed with a mean of $4129 and a standard
deviation of $600. Find the probability that such premium
paid this year by a randomly selected such worker is
between $3331 and $4453.
Example-11: Solution
For x = $3331:

3331 − 4129
𝑧= = −1.33
600
For x = $4453:
4453 − 4129
𝑧= = .54
600

P ($3331 < x< $4453) = P (-1.33 <z< .54)

= .7054 - .0918
= .6136 = 61.36%
Figure-39: Area between x = $3331 and x = $4453.

61.36% of all workers have paid premium between $4453

and $3331.
Example-12
A racing car is one of the many toys manufactured by
Mack Corporation. The assembly times for this toy follow
a normal distribution with a mean of 55 minutes and a
standard deviation of 4 minutes. The company closes at 5
p.m. every day. If one worker starts to assemble a racing
car at 4 p.m., what is the probability that she will finish
this job before the company closes for the day?
Example-12: Solution
For x = 60:
60−55
𝑧= = 1.25
4

P(x ≤ 60) = P(z ≤ 1.25) = .8944

 Thus, the probability is .8944 that this worker will finish

assembling this racing car before the company closes for
the day.
Figure-40: Area to the left of x = 60.
Example-13
Hupper Corporation produces many types of soft drinks,
including Orange Cola. The filling machines are adjusted to
pour 12 ounces of soda into each 12-ounce can of Orange
Cola. However, the actual amount of soda poured into
each can is not exactly 12 ounces; it varies from can to
can. It has been observed that the net amount of soda in
such a can has a normal distribution with a mean of 12
ounces and a standard deviation of .015 ounce.

(a) What is the probability that a randomly selected

can of Orange Cola contains 11.97 to 11.99 ounces of
soda?

(b) What percentage of the Orange Cola cans contain

12.02 to 12.07 ounces of soda?
Example-13: Solution
(a) For x = 11.97:
11.97  12
z  2.00
.015

For x = 11.99:
11.99  12
z  .67
.015

P (11.97 ≤ x ≤ 11.99) = P (-2.00 ≤ z ≤ -.67)

= .2514 - .0228
= .2286
Figure-41: Area between x = 11.97 and x = 11.99.

The probability is .2286 that any randomly selected can of

Orange Cola will contain 11.97 to 11.99 ounces of soda!
We can also state that about 22.86% of Orange Cola cans
contain 11.97 to 11.99 ounces of soda.
Example-13: Solution
(b) For x = 12.02:
12.02  12
z  1.33
.015

For x = 12.07: 12.07  12

z  4.67
.015

P (12.02 ≤ x ≤ 12.07) = P (1.33 ≤ z ≤ 4.67)

= 1 - .9082
= .0918
Figure-42: Area from x = 12.02 to x = 12.07.

We can state that approximately 9.18% of all Orange Cola cans

are expected to contain 12.02 to 12.07 ounces of soda.
Example-14
Suppose the life span of a calculator manufactured by
Calculators Corporation has a normal distribution with a
mean of 54 months and a standard deviation of 8 months.
The company guarantees that any calculator that starts
malfunctioning within 36 months of the purchase will be
replaced by a new one. About what percentage of
calculators made by this company are expected to be
replaced?
Example-14: Solution
For x = 36:
36  54
z  2.25
8
P(x < 36) = P (z < -2.25) = .0122

i.e., The probability that any randomly selected calculator

manufactured by Texas Instruments will start to malfunction
within 36 months is .0122.

 Approximately 1.22% of all calculators manufactured by

this company are expected to start malfunctioning within
36 months. Hence, 1.22% of the calculators are expected
to be replaced.
Figure-43: Area to the left of x = 36.
DETERMINING THE z AND x VALUES WHEN AN AREA
UNDER THE NORMAL DISTRIBUTION CURVE IS
KNOWN: Example-15

Find a point z such that the area under the standard

normal curve to the left of z is .9251.
Figure-44: Finding the z value.
Table-4: Finding the z Value When Area Is Known.
Example-16
Find the value of z such that the area under the standard
normal curve in the right tail is .0050.
Example-16: Solution
Area to the left of z = 1.0 - .0050 = .9950

Look for .9950 in the body of the normal distribution table.

Table does not contain .9950.

Find the value closest to .9950, which is either .9949 or

.9951.
If we choose .9951, the z = 2.58.
If we choose .9949, the z = 2.57.
Figure-45: Finding the z value.
Example-17
Find the value of z such that the area under the standard
normal curve in the left tail is .05.
Example-17: Solution
Because .05 is less than .5 and it is the area in the left tail,
the value of z is negative.

Look for .0500 in the body of the normal distribution table.

The value closest to .0500 in Table IV is either .0505 or
.0495.

If we choose .0495, the z = -1.65.

Figure-46: Finding the z value.
Finding an x Value for a Normal Distribution
For a normal curve, with known values of μ and σ and for a
given area under the curve to the left of x, the x value is
calculated as
x = μ + zσ
Example-18
In the earlier example of calculator manufactured by
Calculators Corporation, it is known that the life of a
calculator manufactured by Calculators Corporation has a
normal distribution with a mean of 54 months and a
standard deviation of 8 months. What should the warranty
period be to replace a malfunctioning calculator if the
company does not want to replace more than 1% of all the
calculators sold?
Example-18: Solution
Area to the left of x = .01 or 1%

Find the z value from the normal distribution table for .0100.
But table does not contain a value that is exactly .0100.

The value closest to .0100 in the table is .0099. The z = -2.33.

x = μ + zσ = 54 + (-2.33)(8)
= 54 – 18.64 = 35.36

Thus, the company should replace all calculators that start

to malfunction within 35.36 months (which can be rounded
to 35 months) of the date of purchase so that they will not
have to replace more than 1% of the calculators.
Figure-47: Finding an x value.