NORMAL PROBABILITY DISTRIBUTION

The normal distribution is

ics
ist
commonly encountered in
t
ta
practice,
and
is
used & S
y
ilit
throughout
statistics,
ab
b
o
natural sciences, and
Pr social
sciences as a simple model
for complex phenomena.
The
normal
distribution
arises in the study of
numerous basic physical
phenomena.
Certain
quantities in physics are
distributed normally, as was first demonstrated by James Clerk Maxwell. The
velocities of the molecules in the ideal gas have normal distribution.
In science and engineering, it is often reasonable to treat the error of an
observation as the result of many small, independent, errors. This enables us to
apply central limit theorem and treat the errors as normal.
One application deals with the analysis of items which exhibit failure due to wear,
such as mechanical devices. Frequently the wear out failure distribution is
sufficiently close to normal that the use of this distribution for predicting or
assessing reliability is valid.
Another aspect of this application is in quality control procedures. The basis for
the use of normal distribution in this application is the central limit theorem
which states that the sum of a large number of identically distributed random
variables, each with finite mean and variance, is normally distributed. Thus, the
variations

in

value

of

electronic

component

parts,

for

example

due

to

manufacturing, are considered normally distributed.

The

normal

distribution

has

applications

in

many

areas

of

business

administration. For example:

Modern portfolio theory commonly assumes that the returns of a diversified

asset portfolio follow a normal distribution.

In

operations

management,

process

variations

often

are

normally

distributed.

In human recourse management, employee performance sometimes is

considered to be normally distributed.

The normal distribution often is used to describe random variables, especially

those having symmetrical, unimodal distributions. In many cases however, the
normal distribution is only a rough approximation of the actual distribution. For
example, the physical length of a component cannot be negative, but the normal
distribution extends indefinitely in both the positive and negative directions.
Nonetheless, the resulting errors may be negligible or within acceptable limits,

Muhammad Ahsan Khan

CE-119
SE Civil Engineering
Section B

NORMAL PROBABILITY DISTRIBUTION

allowing one to solve problems with sufficient accuracy by assuming a normal
distribution.

ob
Pr

ab

y&
ilit

St

ic
ist
at

Muhammad Ahsan Khan

CE-119
SE Civil Engineering
Section B