Transformation From Normal

Distribution To Standard Normal

Distribution

NonstandardNormalDistributions
When X ~ N(, 2), probabilities involving X are
computed by standardizing.
The standardized variable is (X)/.
If X has a normal distribution with mean and
standard deviation , then
x
z

has a standard normal distribution

2

StandardNormalProbabilityDistribution
The following expression convert any Normal
Distribution into the Standard Normal Distribution

Value Mean
z
Standard deviation

A z-score measures the number of

standard deviations that a value falls
from the mean.

Normal Distribution to Standard Normal Distribution

Transformation
HowcantheNDSNDtransformationbeviewed
graphically?

StandardNormalProbabilityDistribution

P(a X b) = F(b) - F(a)

P(a Z b) = {z(b)} {z(a)}

Cdf of Z is: P(Z z) = (Z)

Example
Given that time delay at a traffic signal follow Normal
Distribution with mean 3 mins and variance 4, we Seek
the probability that the randomly selected car has delay
time (NRV) more than 6 mins. Express this in terms of a
SNRV.
Answer: We seek p(X > 6) for the Normal Distribution,
Transforming this into a Standard Normal Distribution, we get:

6 3
p (

)
2

6 3
p (z
)
2
p ( z 1 .5 ) 1 p ( z 1 .5 )
1 0 . 9332

0 . 0668

StandardNormalCurveAreas/Tables

0.9332

Example
It is found that reaction time for an in-traffic
response to a brake signal from standard brake
lights can be modeled with a normal distribution
having mean value 1.25 sec and standard
deviation of 0.46 sec.
What is the probability that reaction time is
between 1.00 sec and 1.75 sec?
If we let X denote
standardizing gives

reaction

time,

then

Example

P(a Z b) = {z(b)} {z(a)}

StandardNormalCurveAreas/Tables

0.8621

10

StandardNormalCurveAreas/Tables
0.54

0.2946
11

Example
From customer records it is determined that the a
brand of battery lasts 3 years on the average with
a standard deviation of 0.5 years. Assuming that
battery lives are normally distributed, find the
probability that the battery in Mr Xs car will last
for less than 2.3 years.

12

Example
UsingtheNDtransformationtoSND,weget:

2 .3 3

(
)

0 .5
2 .3 3
p(z
)
0 .5
p ( z 1 .4 )
0 . 0808

13

StandardNormalCurveAreas/Tables

0.0808

14

Example
Time spent by a person in book shop is
normally distributed with mean 14 minutes and
variance 4 minutes.
What is the probability that a randomly selected
student from this class spends at least 20
minutes at book shop ?

14

15

Example

14

)
(

2
20 14
p (z
)
2
p ( z 3 .0 )
1 p ( z 3 .0 )
1 0 . 9987
0 . 0013
p ( z 3 .0 )
20

3.0

16

StandardNormalCurveAreas/Tables

0.9987

17

StandardNormalCurveAreas/Tables

0.0013

18

Example

20 14
)

p(
2

20 14
p(z
)
2
p ( z 3 .0 )

1 p ( z 3 .0 )
1 0 . 9987 0 . 0013
p ( z 3 .0 )

3.0

-3.0

19

StandardNormalDistribution

PracticeExercise
1.ThecommutetimeforatypicalNUST staffisnormally
distributedwithmean25minutesandvariance121minutes.
Findtheexpressionfortheprobabilitythatarandomly
selectedstaffmembertakesover15minutestoreachwork
fromhome.
2.Thevolumeofwaterpumpeddailybyanoverheadreservoirto
adormitoryhasmean200gallonsandstandarddeviation45
gallons.Findtheexpressionfortheprobabilitythatonanyday
selectedatatrandom,between180and220gallonswillbe
pumped.

20

PercentilesofanArbitraryNormal
Distribution
The (100p)th percentile of a normal distribution
with mean () and SD () is easily related to the
(100p)th percentile of the standard normal
distribution.

(100p)th percentile value = x

x = + z*
21

PercentilesofanArbitraryNormal
Distribution Example

x = + z*

22

ZCriticalValuesandNormalPercentiles

23

StandardNormalCurveAreas/Tables

0.9951

24

FindingPercentiles
If 25th percentile of pulse rates is
64 bpm, then 25% of pulse rates
are below 64 and 75% are above 64.
The percentile is 64 bpm, and the
percentile ranking is 25%.

Step 1: Find z-score that has specified

cumulative probability. Using Table A.1, find
percentile rank in body of table and read off the
z-score.
Step 2: Calculate the value of variable that has
the z-score found in step 1: x = z* + .
25

Example: 75th PercentileofSystolicBlood

Pressure
Blood Pressures are normal with mean 120 and
standard deviation 10. Find the blood pressure
value that is expected to be exceeded in 25% of
the patients.
What is required: 75th percentile?

Step 1: Find closest z* with area of 0.7500 in

body of Table A.3.
z = 0.67
Step 2: Calculate x = z* +
x = (0.67)(10) + 120 = 126.7 or about 127.
26

StandardNormalCurveAreas/Tables

0.7486~0.75

27

Example: Aptitude Test

A firm has assumed that the distribution of the aptitude
test result of people applying for a job in this firm is
normal.
The following sample is available.
71
60
55
82
85
65
77
61
79

66
86
63
79
80
62
54
56
84

61
70
56
76
56
90
64
63

65
70
62
68
61
69
74
80

54
73
76
53
61
76
65
56

93
73
54
58
64
79
65
71

28

Example: Mean and Standard Deviation

We first need to estimate mean and standard deviation

x 3421

68.42
i

50

(xx)

n1

5310.04

10.41
49

29

z Values
What test mark has the property of having 10% of test
marks being less than or equal to it
To answer this question, we should first answer the
following
What is the standard normal value (z value), such that
10% of z values are less than or equal to it?

10%

z = - 1.28
30

z Values and x Values

The standard normal value (z value), such that 10% of z values are
less than or equal to it is z = -1.28
To transform this standard normal value to a similar value in our
example, we use the following relationship

x
z

x 68.42
1.28
10.41
x 10.41( 1.28 ) 68.42 55.1
The normal value of test marks such that 10% of random
variables are less than it is 55.1.
31

z Values and x Values

Following the same procedure, we could find z values for cases where
20%, 30%, 40%, of random variables are less than these values.
Following the same procedure, we could transform z values into x values.

x z
Lower 10%
Lower 20%
Lower 30%
Lower 40%
Lower 50%
Lower 60%

z
-1.28
-.84
-.52
-.25
0
.25

x
55.1
59.68
63.01
65.82
68.42
71.02
32