Week 6: Chapter 5.

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Continuous Random Variables

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Continuous Random Variables

Normal continuous random variables have a

bell-shaped probability distribution (aka a
normal distribution)

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The Normal Distribution

Normal distribution can be a reasonable

approximation in many real-life phenomena.

Rainfall in some
areas may be
normally distributed

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The Normal Distribution

A continuous random variable X has a normal

distribution with mean and variance 2 > 0
if its probability distribution looks like:

1
f ( x)
e
2

( x )2
2 2

0
f (x)

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Notation : X ~ N ( , 2 )

(x)

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The Normal Distribution

Two characteristic values determine a

normal distribution
1. Mean -
2. Standard deviation -
Normal Distributions = 0

0, 1
0, 0.5
0, 0.25

0, 2

0, 3

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The Normal Distribution

Normal Distributions = 1
0, 1
1, 1
1, 1
2, 1
3, 1

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Formulas

Standard Normal Distribution where:

= 0

2=1

, 2

1
f ( z)
e
2

z2

, =
~(0,1)

, z

Notation :
Z ~ N ( 0, 2 1)
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Standard Normal Table

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Examples
Finding Areas Using Standard Normal Table
a) 0 < < 1.00 =
b) 1.00 < < 0 =
c) 1.00 < < 1.00 =

d) 1.00 < < 1.25 =

e) < 2.45 =
f (x)

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(x)

Standard Normal Table

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a) (0<<1.00)= .3413

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Standard Normal Table

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b) (1.00<<0)= .3413

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Standard Normal Table

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c) (-1.00<<1.00)= ?
P (-1.00<z<0)=.3413
P (0<z<1.00)=.3413
.3413+.3413=.6826

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Examples
Finding Areas Using Standard Normal Table

d) (1.00<<1.25)= ?
P (0<z<1.25) P (0<z<1.00) = ?

f (x)

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0

(x)

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Standard Normal Table

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(0<<1.25)= .3944

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Examples
Finding Areas Using Standard Normal Table

d) (1.00<<1.25)= ?
P (0<z<1.25) P(0<z<1.00) = ?
(.3944) (.3413) = .0531
f (x)

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(x)

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Examples
Finding Areas Using Standard Normal Table

e) (<-2.416)= ?
P (z>2.416)= ?
(.50) (.4931) = .0069
.50
f (x)

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-2.46

(x)

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Steps to find the probability for a

normal random variable
1.

Formulate the problem.

2.

Sketch the normal distribution curve and indicate

the mean of the random variable X and then
shade the area corresponding to the probability
you want to find.

3.

Convert the x variables into z values.

4.

Put both sets of values on the sketch, z below x.

5.

Use Standard Normal Table to find the desired

probabilities.

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Example Dental Anxiety Scale

Psychology students at Wittenberg University
completed the Dental Anxiety Scale questionnaire.
Suppose scores on the scale is normally distributed
with mean 11 and standard deviation 3.5.
(a) Suppose you score a 16 on the Dental Anxiety
Scale. Find the z value for this score.
(b) Find the probability that someone scores
between 10 and 15 on the Dental Anxiety Scale.
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Example SAT Scores

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Suppose it is known that verbal SAT scores are

normally distributed with a mean of 500 and a
standard deviation of 100.
(a) Suppose your verbal SAT score is 600, find the
standardized score and interpret its value.
(b) What percent of students has the verbal SAT
score lower than you?
(c) Find the proportion of the population of SAT
scores that are less than or equal to 600.

(d) Estimate the proportion of population SAT

scores that are greater than 400.
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(e) Estimate the proportion of population SAT

scores that are between 400 and 600.
(f) Find an SAT score such that 70% of the
population had SAT scores less than or equal to
this number.

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