{"id":517,"date":"2024-10-18T02:19:31","date_gmt":"2024-10-18T02:19:31","guid":{"rendered":"https:\/\/pressbooks.ccconline.org\/mat1260\/?post_type=chapter&#038;p=517"},"modified":"2024-12-16T17:54:19","modified_gmt":"2024-12-16T17:54:19","slug":"6-1-properties-of-the-normal-distribution","status":"publish","type":"chapter","link":"https:\/\/pressbooks.ccconline.org\/mat1260\/chapter\/6-1-properties-of-the-normal-distribution\/","title":{"raw":"6.1: Properties of the Normal Distribution","rendered":"6.1: Properties of the Normal Distribution"},"content":{"raw":"<h2 data-element=\"title\">Introduction to Normal Random Variables<\/h2>\r\n<p id=\"N10AFF\">In the Exploratory Data Analysis unit of this course, we encountered data sets,\u00a0<em>such as lengths of human pregnancies<\/em>, whose distributions naturally followed a symmetric unimodal bell shape, bulging in the middle and tapering off at the ends.<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_0\" class=\"img-responsive popimg aligncenter\" title=\"The symmetric unimodal bell shape.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image110a.gif\" alt=\"The symmetric unimodal bell shape.\" \/><\/span><\/span>\r\n<p id=\"N10B0B\">Many variables, such as pregnancy lengths, shoe sizes, foot lengths, and other human physical characteristics exhibit these properties: symmetry indicates that the variable is just as likely to take a value a certain distance below its mean as it is to take a value that same distance above its mean; the bell-shape indicates that values closer to the mean are more likely, and it becomes increasingly unlikely to take values far from the mean in either direction. The particular shape exhibited by these variables has been studied since the early part of the nineteenth century, when they were first called \u201cnormal\u201d as a way of suggesting their depiction of a common, natural pattern.<\/p>\r\n\r\n<div id=\"N10B0E\" class=\"section\">\r\n<div class=\"sectionContain\">\r\n<h2><span title=\"Quick scroll up\">Observations of Normal Distributions<\/span><\/h2>\r\n<p id=\"N10B15\">There are many normal distributions. Even though all of them have the bell-shape, they vary in their center and spread.<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_1\" class=\"img-responsive popimg aligncenter\" title=\"Three normal normal distribution curves which vary in height and mean.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image_normal1a.gif\" alt=\"Three normal normal distribution curves which vary in height and mean.\" width=\"505\" height=\"331\" \/><\/span><\/span>\r\n<p id=\"N10B20\">More specifically, the center of the distribution is determined by its\u00a0<em>mean<\/em>\u00a0(<span id=\"MathJax-Element-1-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-1\" class=\"mjx-math\"><span id=\"MJXc-Node-2\" class=\"mjx-mrow\"><span id=\"MJXc-Node-3\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>) and the spread is determined by its standard deviation (\u00a0<span id=\"MathJax-Element-2-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-4\" class=\"mjx-math\"><span id=\"MJXc-Node-5\" class=\"mjx-mrow\"><span id=\"MJXc-Node-6\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>).<\/p>\r\n<p id=\"N10B32\">Some observations we can make as we look at this graph are:<\/p>\r\n\r\n<ul>\r\n \t<li>\r\n<p id=\"N10B38\">The black and the red normal curves have means or centers at\u00a0<span id=\"MathJax-Element-3-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-7\" class=\"mjx-math\"><span id=\"MJXc-Node-8\" class=\"mjx-mrow\"><span id=\"MJXc-Node-9\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0= 10. However, the red curve is more spread out and thus has a larger standard deviation.<\/p>\r\n<p id=\"N10B41\">As you look at these two normal curves, notice that as the red graph is squished down, the spread gets larger, thus allowing the area under the curve to remain the same.<\/p>\r\n<\/li>\r\n \t<li>\r\n<p id=\"N10B45\">The black and the green normal curves have the same standard deviation or spread (the range of the black curve is 6.5-13.5, and the green curve\u2019s range is 10.5-17.5).<\/p>\r\n<\/li>\r\n<\/ul>\r\n<\/div>\r\n<\/div>\r\n<p id=\"N10B4B\">Even more important than the fact that many variables themselves follow the normal curve is the role played by the normal curve in sampling theory, as we\u2019ll see in the next module of probability. Understanding the normal distribution is an important step in the direction of our overall goal, which is to relate sample means or proportions to population means or proportions. The goal of this section is to better understand normal random variables and their distributions.<\/p>\r\n\r\n<div id=\"N10B17\" class=\"section\">\r\n<div class=\"sectionContain\">\r\n<h2><span title=\"Quick scroll up\">The Standard Deviation Rule for Normal Random Variables<\/span><\/h2>\r\n<p id=\"N10B1E\">We began to get a feel for normal distributions in the Exploratory Data Analysis (EDA) section, when we introduced the Standard Deviation Rule (or the\u00a0<em>68-95-99.7<\/em>\u00a0rule) for how values in a normally-shaped\u00a0<em>sample data set<\/em>\u00a0behave relative to their mean (<span class=\"mjx-chtml MathJax_CHTML\"><span class=\"mjx-math\"><span class=\"mjx-mrow\"><span class=\"mjx-mover\"><span class=\"mjx-stack\"><span class=\"mjx-over\"><span class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00af<\/span><\/span><\/span><span class=\"mjx-op\"><span class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">x<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>) and standard deviation (s). This is the same rule that dictates how the distribution of a normal\u00a0<em>random variable<\/em>\u00a0behaves relative to its mean\u00a0<span class=\"mjx-chtml MathJax_CHTML\"><span class=\"mjx-math\"><span class=\"mjx-mrow\"><span class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0and standard deviation\u00a0<span class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-10\" class=\"mjx-math\"><span id=\"MJXc-Node-11\" class=\"mjx-mrow\"><span id=\"MJXc-Node-12\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>. Now we use probability language and notation to describe the random variable\u2019s behavior. For example, in the EDA section, we would have said \u201c68% of pregnancies in our data set fall within 1 standard deviation (s) of their mean (<span id=\"MathJax-Element-4-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-13\" class=\"mjx-math\"><span id=\"MJXc-Node-14\" class=\"mjx-mrow\"><span id=\"MJXc-Node-15\" class=\"mjx-mover\"><span class=\"mjx-stack\"><span class=\"mjx-over\"><span id=\"MJXc-Node-18\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00af<\/span><\/span><\/span><span class=\"mjx-op\"><span id=\"MJXc-Node-16\" class=\"mjx-mrow\"><span id=\"MJXc-Node-17\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">x<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>).\u201d The analogous statement now would be \u201cIf X, the length of a randomly chosen pregnancy, is normal with mean (<span id=\"MathJax-Element-5-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-19\" class=\"mjx-math\"><span id=\"MJXc-Node-20\" class=\"mjx-mrow\"><span id=\"MJXc-Node-21\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>) and standard deviation (<span id=\"MathJax-Element-6-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-22\" class=\"mjx-math\"><span id=\"MJXc-Node-23\" class=\"mjx-mrow\"><span id=\"MJXc-Node-24\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>), then\u00a0<span id=\"MathJax-Element-7-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-25\" class=\"mjx-math\"><span id=\"MJXc-Node-26\" class=\"mjx-mrow\"><span id=\"MJXc-Node-27\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-28\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-29\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">6<\/span><\/span><span id=\"MJXc-Node-30\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">8<\/span><\/span><span id=\"MJXc-Node-31\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-32\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-33\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-34\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-35\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-36\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-37\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-38\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-39\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-40\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-41\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-42\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-43\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span>.\u201d<\/p>\r\n<p id=\"N10B9F\">In general, if X is a normal random variable, then the probability is<\/p>\r\n<p id=\"N10BA2\">68% that X falls within 1\u00a0<span id=\"MathJax-Element-8-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-44\" class=\"mjx-math\"><span id=\"MJXc-Node-45\" class=\"mjx-mrow\"><span id=\"MJXc-Node-46\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-9-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-47\" class=\"mjx-math\"><span id=\"MJXc-Node-48\" class=\"mjx-mrow\"><span id=\"MJXc-Node-49\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval\u00a0<span id=\"MathJax-Element-10-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-50\" class=\"mjx-math\"><span id=\"MJXc-Node-51\" class=\"mjx-mrow\"><span id=\"MJXc-Node-52\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-53\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-54\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<p id=\"N10BC0\">95% that X falls within 2\u00a0<span id=\"MathJax-Element-11-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-55\" class=\"mjx-math\"><span id=\"MJXc-Node-56\" class=\"mjx-mrow\"><span id=\"MJXc-Node-57\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-12-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-58\" class=\"mjx-math\"><span id=\"MJXc-Node-59\" class=\"mjx-mrow\"><span id=\"MJXc-Node-60\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval\u00a0<span id=\"MathJax-Element-13-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-61\" class=\"mjx-math\"><span id=\"MJXc-Node-62\" class=\"mjx-mrow\"><span id=\"MJXc-Node-63\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-64\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-65\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-66\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<p id=\"N10BE1\">99.7% that X falls within 3\u00a0<span id=\"MathJax-Element-14-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-67\" class=\"mjx-math\"><span id=\"MJXc-Node-68\" class=\"mjx-mrow\"><span id=\"MJXc-Node-69\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-15-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-70\" class=\"mjx-math\"><span id=\"MJXc-Node-71\" class=\"mjx-mrow\"><span id=\"MJXc-Node-72\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval<span id=\"MathJax-Element-16-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-73\" class=\"mjx-math\"><span id=\"MJXc-Node-74\" class=\"mjx-mrow\"><span id=\"MJXc-Node-75\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-76\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-77\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-78\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<p id=\"N10C02\">Using probability notation, we may write<\/p>\r\n<p id=\"N10C05\"><span id=\"MathJax-Element-17-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-79\" class=\"mjx-math\"><span id=\"MJXc-Node-80\" class=\"mjx-mrow\"><span id=\"MJXc-Node-81\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-82\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-83\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">6<\/span><\/span><span id=\"MJXc-Node-84\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">8<\/span><\/span><span id=\"MJXc-Node-85\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-86\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-87\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-88\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-89\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-90\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-91\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-92\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-93\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-94\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-95\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-96\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-97\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<p id=\"N10C3F\"><span id=\"MathJax-Element-18-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-98\" class=\"mjx-math\"><span id=\"MJXc-Node-99\" class=\"mjx-mrow\"><span id=\"MJXc-Node-100\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-101\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-102\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-103\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">5<\/span><\/span><span id=\"MJXc-Node-104\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-105\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-106\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-107\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-108\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-109\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-110\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-111\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-112\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-113\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-114\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-115\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-116\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-117\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-118\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<p id=\"N10C7F\"><span id=\"MathJax-Element-19-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-119\" class=\"mjx-math\"><span id=\"MJXc-Node-120\" class=\"mjx-mrow\"><span id=\"MJXc-Node-121\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-122\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-123\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-124\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-125\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">7<\/span><\/span><span id=\"MJXc-Node-126\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-127\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-128\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-129\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-130\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-131\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-132\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-133\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-134\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-135\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-136\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-137\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-138\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-139\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-140\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img class=\"img-responsive popimg aligncenter\" title=\"A normal bell curve with some ranges marked. At the center (peak) of the bell curve is \u03bc. The area under the bell curve between \u03bc-\u03c3 &lt; X &lt; \u03bc+\u03c3 compromises of 0.68 of the total area under the bell curve (which is 1). The area under the bell curve between \u03bc-2\u03c3 &lt; X &lt; \u03bc+2\u03c3 is 0.95 of the total area under the curve. Capturing even more area under the bell curve is the range of \u03bc-3\u03c3 &lt; X &lt; \u03bc+3\u03c3, which is 0.997 of the total area under the curve.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image121.gif\" alt=\"A normal bell curve with some ranges marked. At the center (peak) of the bell curve is \u03bc. The area under the bell curve between \u03bc-\u03c3 &lt; X &lt; \u03bc+\u03c3 compromises of 0.68 of the total area under the bell curve (which is 1). The area under the bell curve between \u03bc-2\u03c3 &lt; X &lt; \u03bc+2\u03c3 is 0.95 of the total area under the curve. Capturing even more area under the bell curve is the range of \u03bc-3\u03c3 &lt; X &lt; \u03bc+3\u03c3, which is 0.997 of the total area under the curve.\" \/><\/span><\/span>\r\n\r\n<\/div>\r\n<\/div>\r\n<div id=\"N10CCF\" class=\"section\">\r\n<div class=\"sectionContain\">\r\n<h2><span title=\"Quick scroll up\">Comment<\/span><\/h2>\r\n<p id=\"N10CD6\">Notice that the information from the rule can be interpreted from the perspective of the tails of the normal curve: since .68 is the probability of being within 1 standard deviation of the mean, (1 \u2013 .68) \/ 2 = .16 is the probability of being further than 1 standard deviation below the mean (or further than 1 standard deviation above the mean). Likewise, (1 \u2013 .95) \/ 2 = .025 is the probability of being more than 2 standard deviations below (or above) the mean; (1 \u2013 .997) \/ 2 = .0015 is the probability of being more than 3 standard deviations below (or above) the mean. The three figures below illustrate this.<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img class=\"img-responsive popimg\" title=\"A normal bell curve, in which \u03bc, \u03bc-\u03c3, and \u03bc+\u03c3 have been marked on the horizontal axis. The probability of being within one standard deviation of \u03bc, or between \u03bc-\u03c3 and \u03bc+\u03c3, is .68 . The probability of being below one standard deviation from the mean is the area under the bell curve to the left of \u03bc-\u03c3 which is .16 . Likewise, the probability of being further than one standard deviation above the mean is the area under the bell curve to the right of \u03bc+\u03c3, which is .16 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image122.gif\" alt=\"A normal bell curve, in which \u03bc, \u03bc-\u03c3, and \u03bc+\u03c3 have been marked on the horizontal axis. The probability of being within one standard deviation of \u03bc, or between \u03bc-\u03c3 and \u03bc+\u03c3, is .68 . The probability of being below one standard deviation from the mean is the area under the bell curve to the left of \u03bc-\u03c3 which is .16 . Likewise, the probability of being further than one standard deviation above the mean is the area under the bell curve to the right of \u03bc+\u03c3, which is .16 .\" \/><\/span><\/span><span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_2\" class=\"img-responsive popimg\" title=\"A normal bell curve. The probability of being within two standard deviation of \u03bc is .95 . The probability of being further than two standard deviations below the mean is the area under the bell curve to the left of \u03bc-2\u03c3 which is .025 . The probability of being further than two standard deviation above the mean is the area under the bell curve to the right of \u03bc+2\u03c3, which is .025 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image123.gif\" alt=\"A normal bell curve. The probability of being within two standard deviation of \u03bc is .95 . The probability of being further than two standard deviations below the mean is the area under the bell curve to the left of \u03bc-2\u03c3 which is .025 . The probability of being further than two standard deviation above the mean is the area under the bell curve to the right of \u03bc+2\u03c3, which is .025 .\" \/><\/span><\/span><span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_3\" class=\"img-responsive popimg\" title=\"A normal bell curve. The probability of being within three standard deviation of \u03bc is .997 . The probability of being below three standard deviations from the mean is the area under the bell curve to the left of \u03bc-3\u03c3 which is .0015 . The probability of being further than three standard deviation above the mean is the area under the bell curve to the right of \u03bc+3\u03c3, which is .0015 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image124.gif\" alt=\"A normal bell curve. The probability of being within three standard deviation of \u03bc is .997 . The probability of being below three standard deviations from the mean is the area under the bell curve to the left of \u03bc-3\u03c3 which is .0015 . The probability of being further than three standard deviation above the mean is the area under the bell curve to the right of \u03bc+3\u03c3, which is .0015 .\" \/><\/span><\/span>\r\n<div class=\"examplewrap\">\r\n<div class=\"example clearfix\">\r\n<div class=\"textbox textbox--examples\"><header class=\"textbox__header\">\r\n<h3 class=\"textbox__title\">Example<\/h3>\r\n<\/header>\r\n<div class=\"textbox__content\">\r\n<p id=\"N10CEF\">Suppose that foot length of a randomly chosen adult male is a normal random variable with mean\u00a0<span id=\"MathJax-Element-20-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-141\" class=\"mjx-math\"><span id=\"MJXc-Node-142\" class=\"mjx-mrow\"><span id=\"MJXc-Node-143\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-144\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-145\" class=\"mjx-mn MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-146\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><\/span><\/span><\/span>\u00a0and standard deviation\u00a0<span id=\"MathJax-Element-21-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-147\" class=\"mjx-math\"><span id=\"MJXc-Node-148\" class=\"mjx-mrow\"><span id=\"MJXc-Node-149\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-150\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-151\" class=\"mjx-mn MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-152\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-153\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">5<\/span><\/span><\/span><\/span><\/span>. Then the Standard Deviation Rule lets us sketch the probability distribution of X as follows:<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_4\" class=\"img-responsive popimg aligncenter\" title=\"A probability distribution curve in which the horizontal axis is labeled &quot;X - Foot Length.&quot; The curve is a normal bell curve. The mean, \u03bc, is at X=11. The first standard deviation is at X=9.5 and X=12.5, with probability of .68 . The second standard deviation is X=8 and X=14, with probability of .95 . The third standard deviation is at X=6.5 and X=15.5, with probability of .997 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image127.gif\" alt=\"A probability distribution curve in which the horizontal axis is labeled &quot;X - Foot Length.&quot; The curve is a normal bell curve. The mean, \u03bc, is at X=11. The first standard deviation is at X=9.5 and X=12.5, with probability of .68 . The second standard deviation is X=8 and X=14, with probability of .95 . The third standard deviation is at X=6.5 and X=15.5, with probability of .997 .\" \/><\/span><\/span>\r\n<p id=\"N10D1B\"><em>(a)<\/em>\u00a0What is the probability that a randomly chosen adult male will have a foot length between 8 and 14 inches? .95, or 95%.<\/p>\r\n<p id=\"N10D20\"><em>(b)<\/em>\u00a0An adult male is almost guaranteed (.997 probability) to have a foot length between what two values? 6.5 and 15.5 inches.<\/p>\r\n<p id=\"N10D25\"><em>(c)<\/em>\u00a0The probability is only 2.5% that an adult male will have a foot length greater than how many inches? 14.<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img id=\"_i_5\" class=\"img-responsive popimg aligncenter\" title=\"The probability distribution curve for foot lengths. The 2nd standard deviation boundaries from the mean have been marked at X=8 and X=14 . The probability of being within 2 standard deviations of the mean is .95, and the probability of being above 2 standard deviations (X &gt; 14) is .025 . The probability of being below the 2nd standard deviation (X &lt; 8) is also .025 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image128.gif\" alt=\"The probability distribution curve for foot lengths. The 2nd standard deviation boundaries from the mean have been marked at X=8 and X=14 . The probability of being within 2 standard deviations of the mean is .95, and the probability of being above 2 standard deviations (X &gt; 14) is .025 . The probability of being below the 2nd standard deviation (X &lt; 8) is also .025 .\" \/><\/span><\/span>\r\n<p id=\"N10D30\">Now you should try a few. (Use the figure that is just before\u00a0<em>part (a)<\/em> to help you.)<\/p>\r\n\r\n<div class=\"textbox textbox--exercises\"><header class=\"textbox__header\">\r\n<h4 class=\"textbox__title\">Learn by Doing<\/h4>\r\n<\/header>\r\n<div class=\"textbox__content\">\r\n\r\n[h5p id=\"130\"]\r\n\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<div class=\"asx\">\r\n<div id=\"du3_m3_normal2_tutor1\" class=\"activitywrap purpose learnbydoing flash\">\r\n<div class=\"actContain\">\r\n<div class=\"activity flash\">\r\n<div id=\"u3_m3_normal2_tutor1\" class=\"flash_obj asx testFlash mark_flash\">\r\n<div id=\"ou3_m3_normal2_tutor1\" class=\"page 2963892\">\r\n<div id=\"2963892\" class=\"question ddfb\">\r\n<h2>Comment<\/h2>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<\/div>\r\n<div id=\"N10D5D\" class=\"section purposewrap\">\r\n<div class=\"sectionContain\">\r\n<p id=\"N10D64\">Notice that there are two types of problems we may want to solve: those like\u00a0<em>(a)<\/em>,\u00a0<em>(d)<\/em>\u00a0and\u00a0<em>(e)<\/em>, in which a particular interval of values of a normal random variable is given, and we are asked to find a probability, and those like\u00a0<em>(b)<\/em>,\u00a0<em>(c)<\/em>\u00a0and\u00a0<em>(f)<\/em>, in which a probability is given and we are asked to identify what the normal random variable\u2019s values would be.<\/p>\r\n\r\n<div class=\"textbox textbox--exercises\"><header class=\"textbox__header\">\r\n<h3 class=\"textbox__title\">Did I get this?<\/h3>\r\n<\/header>\r\n<div class=\"textbox__content\">\r\n<p id=\"N1007C\"  >Length (in days) of human pregnancies is a normal random variable (X) with mean 266, standard deviation 16.<\/p>\r\n<p id=\"N1007E\"  >(It would be useful to sketch this normal distribution yourself, marking its mean and the values that are 1, 2, and 3 standard deviations below and above the mean. Click\u00a0<a   href=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/dig038.gif\" target=\"_blank\" rel=\"noopener\">here<\/a>\u00a0to compare your figure to ours.)<\/p>\r\n[h5p id=\"131\"]\r\n\r\n<\/div>\r\n<\/div>\r\n<p id=\"N10B4A\">Let\u2019s go back to our example of foot length:<\/p>\r\n<p id=\"N10B4D\">How likely or unlikely is it for a male\u2019s foot length to be more than 13 inches?<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img class=\"img-responsive popimg aligncenter\" title=\"The probability distribution curve for foot lengths. It takes the shape of a normal bell curve. The boundaries for the first, second, and third standard deviations have been marked, and we see that no line falls on X=13 . We need the area under the bell curve to the right of X=13 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image129.gif\" alt=\"The probability distribution curve for foot lengths. It takes the shape of a normal bell curve. The boundaries for the first, second, and third standard deviations have been marked, and we see that no line falls on X=13 . We need the area under the bell curve to the right of X=13 .\" \/><\/span><\/span>\r\n<p id=\"N10B56\">Since 13 inches doesn\u2019t happen to be exactly 1, 2, or 3 standard deviations away from the mean, we would only be able to give a very rough estimate of the probability at this point. Clearly, the Standard Deviation Rule only describes the tip of the iceberg, and while it serves well as an introduction to the normal curve, and gives us a good sense of what would be considered likely and unlikely values, it is very limited in the probability questions it can help us answer.<\/p>\r\n<p id=\"N10B59\">Here is another familiar normal distribution:<\/p>\r\n<span class=\"imagewrap\"><span class=\"image\"><img class=\"img-responsive popimg aligncenter\" title=\"A normal bell curve representing the probability distribution curve for the scores on the math portion of the SAT. The horizontal axis is labeled &quot;X - SAT scores.&quot; \u03bc = 500, and \u03c3 = 100 . We want to know the probability that a student scores 633 or higher. This is the area under the bell curve to the right of X=633 . Note that 633 is not covered by the Standard Deviation Rule.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image_normal_sat1.jpg\" alt=\"A normal bell curve representing the probability distribution curve for the scores on the math portion of the SAT. The horizontal axis is labeled &quot;X - SAT scores.&quot; \u03bc = 500, and \u03c3 = 100 . We want to know the probability that a student scores 633 or higher. This is the area under the bell curve to the right of X=633 . Note that 633 is not covered by the Standard Deviation Rule.\" \/><\/span><\/span>\r\n<p id=\"N10B62\">Suppose we are interested in knowing the probability that a randomly selected student will score 633 or more on the math portion of his or her SAT (this is represented by the red area). Again, 633 does not fall exactly 1, 2, or 3 standard deviations above the mean. Notice, however, that an SAT score of 633 and a foot length of 13 are both about 1\/3 of the way between 1 and 2 standard deviations. As you continue to read this page, you\u2019ll realize that this positioning relative to the mean is the key to finding probabilities.<\/p>\r\n\r\n<\/div>\r\n<\/div>","rendered":"<h2 data-element=\"title\">Introduction to Normal Random Variables<\/h2>\n<p id=\"N10AFF\">In the Exploratory Data Analysis unit of this course, we encountered data sets,\u00a0<em>such as lengths of human pregnancies<\/em>, whose distributions naturally followed a symmetric unimodal bell shape, bulging in the middle and tapering off at the ends.<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" id=\"_i_0\" class=\"img-responsive popimg aligncenter\" title=\"The symmetric unimodal bell shape.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image110a.gif\" alt=\"The symmetric unimodal bell shape.\" \/><\/span><\/span><\/p>\n<p id=\"N10B0B\">Many variables, such as pregnancy lengths, shoe sizes, foot lengths, and other human physical characteristics exhibit these properties: symmetry indicates that the variable is just as likely to take a value a certain distance below its mean as it is to take a value that same distance above its mean; the bell-shape indicates that values closer to the mean are more likely, and it becomes increasingly unlikely to take values far from the mean in either direction. The particular shape exhibited by these variables has been studied since the early part of the nineteenth century, when they were first called \u201cnormal\u201d as a way of suggesting their depiction of a common, natural pattern.<\/p>\n<div id=\"N10B0E\" class=\"section\">\n<div class=\"sectionContain\">\n<h2><span title=\"Quick scroll up\">Observations of Normal Distributions<\/span><\/h2>\n<p id=\"N10B15\">There are many normal distributions. Even though all of them have the bell-shape, they vary in their center and spread.<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img loading=\"lazy\" decoding=\"async\" id=\"_i_1\" class=\"img-responsive popimg aligncenter\" title=\"Three normal normal distribution curves which vary in height and mean.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image_normal1a.gif\" alt=\"Three normal normal distribution curves which vary in height and mean.\" width=\"505\" height=\"331\" \/><\/span><\/span><\/p>\n<p id=\"N10B20\">More specifically, the center of the distribution is determined by its\u00a0<em>mean<\/em>\u00a0(<span id=\"MathJax-Element-1-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-1\" class=\"mjx-math\"><span id=\"MJXc-Node-2\" class=\"mjx-mrow\"><span id=\"MJXc-Node-3\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>) and the spread is determined by its standard deviation (\u00a0<span id=\"MathJax-Element-2-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-4\" class=\"mjx-math\"><span id=\"MJXc-Node-5\" class=\"mjx-mrow\"><span id=\"MJXc-Node-6\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>).<\/p>\n<p id=\"N10B32\">Some observations we can make as we look at this graph are:<\/p>\n<ul>\n<li>\n<p id=\"N10B38\">The black and the red normal curves have means or centers at\u00a0<span id=\"MathJax-Element-3-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-7\" class=\"mjx-math\"><span id=\"MJXc-Node-8\" class=\"mjx-mrow\"><span id=\"MJXc-Node-9\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0= 10. However, the red curve is more spread out and thus has a larger standard deviation.<\/p>\n<p id=\"N10B41\">As you look at these two normal curves, notice that as the red graph is squished down, the spread gets larger, thus allowing the area under the curve to remain the same.<\/p>\n<\/li>\n<li>\n<p id=\"N10B45\">The black and the green normal curves have the same standard deviation or spread (the range of the black curve is 6.5-13.5, and the green curve\u2019s range is 10.5-17.5).<\/p>\n<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<p id=\"N10B4B\">Even more important than the fact that many variables themselves follow the normal curve is the role played by the normal curve in sampling theory, as we\u2019ll see in the next module of probability. Understanding the normal distribution is an important step in the direction of our overall goal, which is to relate sample means or proportions to population means or proportions. The goal of this section is to better understand normal random variables and their distributions.<\/p>\n<div id=\"N10B17\" class=\"section\">\n<div class=\"sectionContain\">\n<h2><span title=\"Quick scroll up\">The Standard Deviation Rule for Normal Random Variables<\/span><\/h2>\n<p id=\"N10B1E\">We began to get a feel for normal distributions in the Exploratory Data Analysis (EDA) section, when we introduced the Standard Deviation Rule (or the\u00a0<em>68-95-99.7<\/em>\u00a0rule) for how values in a normally-shaped\u00a0<em>sample data set<\/em>\u00a0behave relative to their mean (<span class=\"mjx-chtml MathJax_CHTML\"><span class=\"mjx-math\"><span class=\"mjx-mrow\"><span class=\"mjx-mover\"><span class=\"mjx-stack\"><span class=\"mjx-over\"><span class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00af<\/span><\/span><\/span><span class=\"mjx-op\"><span class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">x<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>) and standard deviation (s). This is the same rule that dictates how the distribution of a normal\u00a0<em>random variable<\/em>\u00a0behaves relative to its mean\u00a0<span class=\"mjx-chtml MathJax_CHTML\"><span class=\"mjx-math\"><span class=\"mjx-mrow\"><span class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0and standard deviation\u00a0<span class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-10\" class=\"mjx-math\"><span id=\"MJXc-Node-11\" class=\"mjx-mrow\"><span id=\"MJXc-Node-12\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>. Now we use probability language and notation to describe the random variable\u2019s behavior. For example, in the EDA section, we would have said \u201c68% of pregnancies in our data set fall within 1 standard deviation (s) of their mean (<span id=\"MathJax-Element-4-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-13\" class=\"mjx-math\"><span id=\"MJXc-Node-14\" class=\"mjx-mrow\"><span id=\"MJXc-Node-15\" class=\"mjx-mover\"><span class=\"mjx-stack\"><span class=\"mjx-over\"><span id=\"MJXc-Node-18\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00af<\/span><\/span><\/span><span class=\"mjx-op\"><span id=\"MJXc-Node-16\" class=\"mjx-mrow\"><span id=\"MJXc-Node-17\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">x<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span>).\u201d The analogous statement now would be \u201cIf X, the length of a randomly chosen pregnancy, is normal with mean (<span id=\"MathJax-Element-5-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-19\" class=\"mjx-math\"><span id=\"MJXc-Node-20\" class=\"mjx-mrow\"><span id=\"MJXc-Node-21\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>) and standard deviation (<span id=\"MathJax-Element-6-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-22\" class=\"mjx-math\"><span id=\"MJXc-Node-23\" class=\"mjx-mrow\"><span id=\"MJXc-Node-24\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>), then\u00a0<span id=\"MathJax-Element-7-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-25\" class=\"mjx-math\"><span id=\"MJXc-Node-26\" class=\"mjx-mrow\"><span id=\"MJXc-Node-27\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-28\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-29\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">6<\/span><\/span><span id=\"MJXc-Node-30\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">8<\/span><\/span><span id=\"MJXc-Node-31\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-32\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-33\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-34\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-35\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-36\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-37\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-38\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-39\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-40\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-41\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-42\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-43\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span>.\u201d<\/p>\n<p id=\"N10B9F\">In general, if X is a normal random variable, then the probability is<\/p>\n<p id=\"N10BA2\">68% that X falls within 1\u00a0<span id=\"MathJax-Element-8-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-44\" class=\"mjx-math\"><span id=\"MJXc-Node-45\" class=\"mjx-mrow\"><span id=\"MJXc-Node-46\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-9-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-47\" class=\"mjx-math\"><span id=\"MJXc-Node-48\" class=\"mjx-mrow\"><span id=\"MJXc-Node-49\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval\u00a0<span id=\"MathJax-Element-10-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-50\" class=\"mjx-math\"><span id=\"MJXc-Node-51\" class=\"mjx-mrow\"><span id=\"MJXc-Node-52\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-53\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-54\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\n<p id=\"N10BC0\">95% that X falls within 2\u00a0<span id=\"MathJax-Element-11-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-55\" class=\"mjx-math\"><span id=\"MJXc-Node-56\" class=\"mjx-mrow\"><span id=\"MJXc-Node-57\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-12-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-58\" class=\"mjx-math\"><span id=\"MJXc-Node-59\" class=\"mjx-mrow\"><span id=\"MJXc-Node-60\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval\u00a0<span id=\"MathJax-Element-13-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-61\" class=\"mjx-math\"><span id=\"MJXc-Node-62\" class=\"mjx-mrow\"><span id=\"MJXc-Node-63\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-64\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-65\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-66\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\n<p id=\"N10BE1\">99.7% that X falls within 3\u00a0<span id=\"MathJax-Element-14-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-67\" class=\"mjx-math\"><span id=\"MJXc-Node-68\" class=\"mjx-mrow\"><span id=\"MJXc-Node-69\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span>\u00a0of\u00a0<span id=\"MathJax-Element-15-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-70\" class=\"mjx-math\"><span id=\"MJXc-Node-71\" class=\"mjx-mrow\"><span id=\"MJXc-Node-72\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><\/span><\/span><\/span>\u00a0, that is, in the interval<span id=\"MathJax-Element-16-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-73\" class=\"mjx-math\"><span id=\"MJXc-Node-74\" class=\"mjx-mrow\"><span id=\"MJXc-Node-75\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-76\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u00b1<\/span><\/span><span id=\"MJXc-Node-77\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-78\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><\/span><\/span><\/span><\/p>\n<p id=\"N10C02\">Using probability notation, we may write<\/p>\n<p id=\"N10C05\"><span id=\"MathJax-Element-17-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-79\" class=\"mjx-math\"><span id=\"MJXc-Node-80\" class=\"mjx-mrow\"><span id=\"MJXc-Node-81\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-82\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-83\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">6<\/span><\/span><span id=\"MJXc-Node-84\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">8<\/span><\/span><span id=\"MJXc-Node-85\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-86\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-87\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-88\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-89\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-90\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-91\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-92\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-93\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-94\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-95\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-96\" class=\"mjx-mi MJXc-space2\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-97\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\n<p id=\"N10C3F\"><span id=\"MathJax-Element-18-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-98\" class=\"mjx-math\"><span id=\"MJXc-Node-99\" class=\"mjx-mrow\"><span id=\"MJXc-Node-100\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-101\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-102\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-103\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">5<\/span><\/span><span id=\"MJXc-Node-104\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-105\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-106\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-107\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-108\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-109\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-110\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-111\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-112\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-113\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-114\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-115\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-116\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">2<\/span><\/span><span id=\"MJXc-Node-117\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-118\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\n<p id=\"N10C7F\"><span id=\"MathJax-Element-19-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-119\" class=\"mjx-math\"><span id=\"MJXc-Node-120\" class=\"mjx-mrow\"><span id=\"MJXc-Node-121\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">0<\/span><\/span><span id=\"MJXc-Node-122\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-123\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-124\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">9<\/span><\/span><span id=\"MJXc-Node-125\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">7<\/span><\/span><span id=\"MJXc-Node-126\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-127\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">P<\/span><\/span><span id=\"MJXc-Node-128\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">(<\/span><\/span><span id=\"MJXc-Node-129\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-130\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">\u2212<\/span><\/span><span id=\"MJXc-Node-131\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-132\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-133\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-134\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">X<\/span><\/span><span id=\"MJXc-Node-135\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">&lt;<\/span><\/span><span id=\"MJXc-Node-136\" class=\"mjx-mi MJXc-space3\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-137\" class=\"mjx-mo MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">+<\/span><\/span><span id=\"MJXc-Node-138\" class=\"mjx-mn MJXc-space2\"><span class=\"mjx-char MJXc-TeX-main-R\">3<\/span><\/span><span id=\"MJXc-Node-139\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-140\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">)<\/span><\/span><\/span><\/span><\/span><\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" class=\"img-responsive popimg aligncenter\" title=\"A normal bell curve with some ranges marked. At the center (peak) of the bell curve is \u03bc. The area under the bell curve between \u03bc-\u03c3 &lt; X &lt; \u03bc+\u03c3 compromises of 0.68 of the total area under the bell curve (which is 1). The area under the bell curve between \u03bc-2\u03c3 &lt; X &lt; \u03bc+2\u03c3 is 0.95 of the total area under the curve. Capturing even more area under the bell curve is the range of \u03bc-3\u03c3 &lt; X &lt; \u03bc+3\u03c3, which is 0.997 of the total area under the curve.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image121.gif\" alt=\"A normal bell curve with some ranges marked. At the center (peak) of the bell curve is \u03bc. The area under the bell curve between \u03bc-\u03c3 &lt; X &lt; \u03bc+\u03c3 compromises of 0.68 of the total area under the bell curve (which is 1). The area under the bell curve between \u03bc-2\u03c3 &lt; X &lt; \u03bc+2\u03c3 is 0.95 of the total area under the curve. Capturing even more area under the bell curve is the range of \u03bc-3\u03c3 &lt; X &lt; \u03bc+3\u03c3, which is 0.997 of the total area under the curve.\" \/><\/span><\/span><\/p>\n<\/div>\n<\/div>\n<div id=\"N10CCF\" class=\"section\">\n<div class=\"sectionContain\">\n<h2><span title=\"Quick scroll up\">Comment<\/span><\/h2>\n<p id=\"N10CD6\">Notice that the information from the rule can be interpreted from the perspective of the tails of the normal curve: since .68 is the probability of being within 1 standard deviation of the mean, (1 \u2013 .68) \/ 2 = .16 is the probability of being further than 1 standard deviation below the mean (or further than 1 standard deviation above the mean). Likewise, (1 \u2013 .95) \/ 2 = .025 is the probability of being more than 2 standard deviations below (or above) the mean; (1 \u2013 .997) \/ 2 = .0015 is the probability of being more than 3 standard deviations below (or above) the mean. The three figures below illustrate this.<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" class=\"img-responsive popimg\" title=\"A normal bell curve, in which \u03bc, \u03bc-\u03c3, and \u03bc+\u03c3 have been marked on the horizontal axis. The probability of being within one standard deviation of \u03bc, or between \u03bc-\u03c3 and \u03bc+\u03c3, is .68 . The probability of being below one standard deviation from the mean is the area under the bell curve to the left of \u03bc-\u03c3 which is .16 . Likewise, the probability of being further than one standard deviation above the mean is the area under the bell curve to the right of \u03bc+\u03c3, which is .16 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image122.gif\" alt=\"A normal bell curve, in which \u03bc, \u03bc-\u03c3, and \u03bc+\u03c3 have been marked on the horizontal axis. The probability of being within one standard deviation of \u03bc, or between \u03bc-\u03c3 and \u03bc+\u03c3, is .68 . The probability of being below one standard deviation from the mean is the area under the bell curve to the left of \u03bc-\u03c3 which is .16 . Likewise, the probability of being further than one standard deviation above the mean is the area under the bell curve to the right of \u03bc+\u03c3, which is .16 .\" \/><\/span><\/span><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" id=\"_i_2\" class=\"img-responsive popimg\" title=\"A normal bell curve. The probability of being within two standard deviation of \u03bc is .95 . The probability of being further than two standard deviations below the mean is the area under the bell curve to the left of \u03bc-2\u03c3 which is .025 . The probability of being further than two standard deviation above the mean is the area under the bell curve to the right of \u03bc+2\u03c3, which is .025 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image123.gif\" alt=\"A normal bell curve. The probability of being within two standard deviation of \u03bc is .95 . The probability of being further than two standard deviations below the mean is the area under the bell curve to the left of \u03bc-2\u03c3 which is .025 . The probability of being further than two standard deviation above the mean is the area under the bell curve to the right of \u03bc+2\u03c3, which is .025 .\" \/><\/span><\/span><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" id=\"_i_3\" class=\"img-responsive popimg\" title=\"A normal bell curve. The probability of being within three standard deviation of \u03bc is .997 . The probability of being below three standard deviations from the mean is the area under the bell curve to the left of \u03bc-3\u03c3 which is .0015 . The probability of being further than three standard deviation above the mean is the area under the bell curve to the right of \u03bc+3\u03c3, which is .0015 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image124.gif\" alt=\"A normal bell curve. The probability of being within three standard deviation of \u03bc is .997 . The probability of being below three standard deviations from the mean is the area under the bell curve to the left of \u03bc-3\u03c3 which is .0015 . The probability of being further than three standard deviation above the mean is the area under the bell curve to the right of \u03bc+3\u03c3, which is .0015 .\" \/><\/span><\/span><\/p>\n<div class=\"examplewrap\">\n<div class=\"example clearfix\">\n<div class=\"textbox textbox--examples\">\n<header class=\"textbox__header\">\n<h3 class=\"textbox__title\">Example<\/h3>\n<\/header>\n<div class=\"textbox__content\">\n<p id=\"N10CEF\">Suppose that foot length of a randomly chosen adult male is a normal random variable with mean\u00a0<span id=\"MathJax-Element-20-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-141\" class=\"mjx-math\"><span id=\"MJXc-Node-142\" class=\"mjx-mrow\"><span id=\"MJXc-Node-143\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03bc<\/span><\/span><span id=\"MJXc-Node-144\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-145\" class=\"mjx-mn MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-146\" class=\"mjx-mn\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><\/span><\/span><\/span>\u00a0and standard deviation\u00a0<span id=\"MathJax-Element-21-Frame\" class=\"mjx-chtml MathJax_CHTML\"><span id=\"MJXc-Node-147\" class=\"mjx-math\"><span id=\"MJXc-Node-148\" class=\"mjx-mrow\"><span id=\"MJXc-Node-149\" class=\"mjx-mi\"><span class=\"mjx-char MJXc-TeX-math-I\">\u03c3<\/span><\/span><span id=\"MJXc-Node-150\" class=\"mjx-mo MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">=<\/span><\/span><span id=\"MJXc-Node-151\" class=\"mjx-mn MJXc-space3\"><span class=\"mjx-char MJXc-TeX-main-R\">1<\/span><\/span><span id=\"MJXc-Node-152\" class=\"mjx-mo\"><span class=\"mjx-char MJXc-TeX-main-R\">.<\/span><\/span><span id=\"MJXc-Node-153\" class=\"mjx-mn MJXc-space1\"><span class=\"mjx-char MJXc-TeX-main-R\">5<\/span><\/span><\/span><\/span><\/span>. Then the Standard Deviation Rule lets us sketch the probability distribution of X as follows:<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" id=\"_i_4\" class=\"img-responsive popimg aligncenter\" title=\"A probability distribution curve in which the horizontal axis is labeled &quot;X - Foot Length.&quot; The curve is a normal bell curve. The mean, \u03bc, is at X=11. The first standard deviation is at X=9.5 and X=12.5, with probability of .68 . The second standard deviation is X=8 and X=14, with probability of .95 . The third standard deviation is at X=6.5 and X=15.5, with probability of .997 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image127.gif\" alt=\"A probability distribution curve in which the horizontal axis is labeled &quot;X - Foot Length.&quot; The curve is a normal bell curve. The mean, \u03bc, is at X=11. The first standard deviation is at X=9.5 and X=12.5, with probability of .68 . The second standard deviation is X=8 and X=14, with probability of .95 . The third standard deviation is at X=6.5 and X=15.5, with probability of .997 .\" \/><\/span><\/span><\/p>\n<p id=\"N10D1B\"><em>(a)<\/em>\u00a0What is the probability that a randomly chosen adult male will have a foot length between 8 and 14 inches? .95, or 95%.<\/p>\n<p id=\"N10D20\"><em>(b)<\/em>\u00a0An adult male is almost guaranteed (.997 probability) to have a foot length between what two values? 6.5 and 15.5 inches.<\/p>\n<p id=\"N10D25\"><em>(c)<\/em>\u00a0The probability is only 2.5% that an adult male will have a foot length greater than how many inches? 14.<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" id=\"_i_5\" class=\"img-responsive popimg aligncenter\" title=\"The probability distribution curve for foot lengths. The 2nd standard deviation boundaries from the mean have been marked at X=8 and X=14 . The probability of being within 2 standard deviations of the mean is .95, and the probability of being above 2 standard deviations (X &gt; 14) is .025 . The probability of being below the 2nd standard deviation (X &lt; 8) is also .025 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image128.gif\" alt=\"The probability distribution curve for foot lengths. The 2nd standard deviation boundaries from the mean have been marked at X=8 and X=14 . The probability of being within 2 standard deviations of the mean is .95, and the probability of being above 2 standard deviations (X &gt; 14) is .025 . The probability of being below the 2nd standard deviation (X &lt; 8) is also .025 .\" \/><\/span><\/span><\/p>\n<p id=\"N10D30\">Now you should try a few. (Use the figure that is just before\u00a0<em>part (a)<\/em> to help you.)<\/p>\n<div class=\"textbox textbox--exercises\">\n<header class=\"textbox__header\">\n<h4 class=\"textbox__title\">Learn by Doing<\/h4>\n<\/header>\n<div class=\"textbox__content\">\n<div id=\"h5p-130\">\n<div class=\"h5p-iframe-wrapper\"><iframe id=\"h5p-iframe-130\" class=\"h5p-iframe\" data-content-id=\"130\" style=\"height:1px\" src=\"about:blank\" frameBorder=\"0\" scrolling=\"no\" title=\"6.1 Learn by Doing 1\"><\/iframe><\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<div class=\"asx\">\n<div id=\"du3_m3_normal2_tutor1\" class=\"activitywrap purpose learnbydoing flash\">\n<div class=\"actContain\">\n<div class=\"activity flash\">\n<div id=\"u3_m3_normal2_tutor1\" class=\"flash_obj asx testFlash mark_flash\">\n<div id=\"ou3_m3_normal2_tutor1\" class=\"page 2963892\">\n<div id=\"2963892\" class=\"question ddfb\">\n<h2>Comment<\/h2>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<div id=\"N10D5D\" class=\"section purposewrap\">\n<div class=\"sectionContain\">\n<p id=\"N10D64\">Notice that there are two types of problems we may want to solve: those like\u00a0<em>(a)<\/em>,\u00a0<em>(d)<\/em>\u00a0and\u00a0<em>(e)<\/em>, in which a particular interval of values of a normal random variable is given, and we are asked to find a probability, and those like\u00a0<em>(b)<\/em>,\u00a0<em>(c)<\/em>\u00a0and\u00a0<em>(f)<\/em>, in which a probability is given and we are asked to identify what the normal random variable\u2019s values would be.<\/p>\n<div class=\"textbox textbox--exercises\">\n<header class=\"textbox__header\">\n<h3 class=\"textbox__title\">Did I get this?<\/h3>\n<\/header>\n<div class=\"textbox__content\">\n<p id=\"N1007C\">Length (in days) of human pregnancies is a normal random variable (X) with mean 266, standard deviation 16.<\/p>\n<p id=\"N1007E\">(It would be useful to sketch this normal distribution yourself, marking its mean and the values that are 1, 2, and 3 standard deviations below and above the mean. Click\u00a0<a href=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/dig038.gif\" target=\"_blank\" rel=\"noopener\">here<\/a>\u00a0to compare your figure to ours.)<\/p>\n<div id=\"h5p-131\">\n<div class=\"h5p-iframe-wrapper\"><iframe id=\"h5p-iframe-131\" class=\"h5p-iframe\" data-content-id=\"131\" style=\"height:1px\" src=\"about:blank\" frameBorder=\"0\" scrolling=\"no\" title=\"6.1 Did I get this? 1\"><\/iframe><\/div>\n<\/div>\n<\/div>\n<\/div>\n<p id=\"N10B4A\">Let\u2019s go back to our example of foot length:<\/p>\n<p id=\"N10B4D\">How likely or unlikely is it for a male\u2019s foot length to be more than 13 inches?<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" class=\"img-responsive popimg aligncenter\" title=\"The probability distribution curve for foot lengths. It takes the shape of a normal bell curve. The boundaries for the first, second, and third standard deviations have been marked, and we see that no line falls on X=13 . We need the area under the bell curve to the right of X=13 .\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image129.gif\" alt=\"The probability distribution curve for foot lengths. It takes the shape of a normal bell curve. The boundaries for the first, second, and third standard deviations have been marked, and we see that no line falls on X=13 . We need the area under the bell curve to the right of X=13 .\" \/><\/span><\/span><\/p>\n<p id=\"N10B56\">Since 13 inches doesn\u2019t happen to be exactly 1, 2, or 3 standard deviations away from the mean, we would only be able to give a very rough estimate of the probability at this point. Clearly, the Standard Deviation Rule only describes the tip of the iceberg, and while it serves well as an introduction to the normal curve, and gives us a good sense of what would be considered likely and unlikely values, it is very limited in the probability questions it can help us answer.<\/p>\n<p id=\"N10B59\">Here is another familiar normal distribution:<\/p>\n<p><span class=\"imagewrap\"><span class=\"image\"><img decoding=\"async\" class=\"img-responsive popimg aligncenter\" title=\"A normal bell curve representing the probability distribution curve for the scores on the math portion of the SAT. The horizontal axis is labeled &quot;X - SAT scores.&quot; \u03bc = 500, and \u03c3 = 100 . We want to know the probability that a student scores 633 or higher. This is the area under the bell curve to the right of X=633 . Note that 633 is not covered by the Standard Deviation Rule.\" src=\"https:\/\/oli.cmu.edu\/repository\/webcontent\/72712ec00a0001dc418a87e73e8ebb77\/_u4_probability\/_m3_random_variables\/webcontent\/image_normal_sat1.jpg\" alt=\"A normal bell curve representing the probability distribution curve for the scores on the math portion of the SAT. The horizontal axis is labeled &quot;X - SAT scores.&quot; \u03bc = 500, and \u03c3 = 100 . We want to know the probability that a student scores 633 or higher. This is the area under the bell curve to the right of X=633 . Note that 633 is not covered by the Standard Deviation Rule.\" \/><\/span><\/span><\/p>\n<p id=\"N10B62\">Suppose we are interested in knowing the probability that a randomly selected student will score 633 or more on the math portion of his or her SAT (this is represented by the red area). Again, 633 does not fall exactly 1, 2, or 3 standard deviations above the mean. Notice, however, that an SAT score of 633 and a foot length of 13 are both about 1\/3 of the way between 1 and 2 standard deviations. As you continue to read this page, you\u2019ll realize that this positioning relative to the mean is the key to finding probabilities.<\/p>\n<\/div>\n<\/div>\n","protected":false},"author":150,"menu_order":12,"template":"","meta":{"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":[],"pb_section_license":""},"chapter-type":[48],"contributor":[],"license":[],"class_list":["post-517","chapter","type-chapter","status-publish","hentry","chapter-type-numberless"],"part":419,"_links":{"self":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapters\/517","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/wp\/v2\/users\/150"}],"version-history":[{"count":6,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapters\/517\/revisions"}],"predecessor-version":[{"id":897,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapters\/517\/revisions\/897"}],"part":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/parts\/419"}],"metadata":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapters\/517\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/wp\/v2\/media?parent=517"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/pressbooks\/v2\/chapter-type?post=517"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/wp\/v2\/contributor?post=517"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/pressbooks.ccconline.org\/mat1260\/wp-json\/wp\/v2\/license?post=517"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}