BFC 34303

CIVIL ENGINEERING STATISTICS

Chapter 4
Special Probability Distributions
(Binomial, Poisson and Normal)
Faculty of Civil and Environmental Engineering
Universiti Tun Hussein Onn Malaysia

Binomial Probability Distribution

In a binomial probability distribution there is only two possible outcomes
on a particular trial of an experiment.
For example, the statement in a true/false question is either true or false.
It cannot be both true and false at the same time.

Characteristics of a Binomial Probability Distribution

• An outcome on each trial of an experiment is classified into one of two mutually

exclusive categories, i.e. a success or a failure.
• The random variable counts the number of successes in a fixed number of trials.
• The probability of a success stays the same for each trial, so does the probability
of failure.
• The trials are independent, meaning that the outcome of one trial does not affect
the outcome of any other trial.

1
To construct a particular binomial probability distribution, we use
(1) the number of trials, 𝑛
(2) the probability of success on each trial, 𝑝

Given that 𝑋 is the random variable whereby 𝑋 is the number of

successes in 𝑛 trials, 𝑋 can be written as

𝑋 ~ 𝐵(𝑛, 𝑝)

The binomial probability distribution is computed by the following formula:

𝑃 𝑥 = 𝑛𝐶 𝑝 (1 − 𝑝)

where
𝑃(𝑥) = probability of 𝑥 successes out of 𝑛 trials
𝑥 = number of successes
𝑛 = number of trials
𝑝 = probability of a success on each trial
𝑛!
𝑛𝐶 = , i.e. the number of ways of getting 𝑥 successes in 𝑛 trials
𝑥! 𝑛 − 𝑥 !

2
Example 4.1

If 𝑋 ~ 𝐵(6, ) calculate 𝑃(𝑋 = 4).

𝑃 𝑋 = 4 = 𝑛𝐶 𝑝 (1 − 𝑝)

= 6𝐶 1−

= 15 0.0256 0.36
= 𝟎. 𝟏𝟑𝟖

Example 4.2
Five dice are thrown. What is the probability of getting two multiples of 3?

Probability of getting multiple of 3 = =

Let 𝑋 = getting multiple of 3, and given 𝑛 = 5, 𝑝 =  𝑋 ~ 𝐵(5, )

𝑃 𝑋 = 2 = 𝑛𝐶 𝑝 (1 − 𝑝)

= 5𝐶 1−

= 10 0.1111 0.2963
= 𝟎. 𝟑𝟐𝟗

3
Example 4.3
It was found that there is a 90% chance of final year engineering students
having obtained MUET Band 3 or higher. If 20 students are randomly
selected, determine the probability that
(a) all students have obtained MUET Band 3 or higher.
(b) more than 18 students have obtained MUET Band 3 or higher.

(a)

Let 𝑋 = obtained MUET Band 3 or higher

𝑛 = 20, 𝑝 = 0.9  𝑋 ~ 𝐵(20, 0.9)

𝑃 𝑋 = 20 = 𝑛𝐶 𝑝 (1 − 𝑝)
= 20𝐶 0.9 0.1
= 1 0.1216 1
= 𝟎. 𝟏𝟐𝟐

(b)
𝑃 𝑋 > 18 = 𝑃 𝑋 = 19 + 𝑃(𝑋 = 20)
= 20𝐶 0.9 0.1 + 0.122
= 20 0.135 0.1 + 0.122
= 0.270 + 0.122
= 𝟎. 𝟑𝟗𝟐

4
Mean, Variance and Standard Deviation of Binomial Probability
Distributions

𝑆𝑢𝑝𝑝𝑜𝑠𝑒 𝑡ℎ𝑎𝑡 𝑋 ~ 𝐵 𝑛, 𝑝 :

𝑀𝑒𝑎𝑛, 𝐸 𝑋 = 𝑛𝑝

𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒, 𝑉𝑎𝑟 𝑋 = 𝑛𝑝(1 − 𝑝)

𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛, 𝑆𝑡𝑑 𝑋 = 𝑛𝑝(1 − 𝑝)

Example 4.4
40% of engineers in an engineering firm have Professional Engineering
(P.Eng) licensure. 10 engineers were randomly selected and asked if they
have P.Eng licensure. Calculate the mean and standard deviation for this
distribution.

The distribution of variable 𝑋 = engineer with P.Eng licensure is

binomial with 𝑛 = 10, 𝑝 = 0.4
 𝑋 ~ 𝐵(10, 0.4)

𝐸 𝑋 = 𝑛𝑝 = 10 0.4 = 𝟒. 𝟎

Std X = 𝑛𝑝 1 − 𝑝 = 10(0.4) 1 − 0.4 = 𝟏. 𝟓𝟓

10

5
Poisson Probability Distribution
The Poisson probability distribution describes the number of times some
event occurs during a specified interval (such as time, distance, volume).
The distribution is based on two assumptions:

Assumptions of a Poisson Probability Distribution

• The probability of this distribution is proportional to the length of the interval.

• The intervals are independent.

In other words, the longer the interval the larger the probability, and the
number of occurrences in one interval does not affect the other intervals.

11

The Poisson distribution is a discrete probability distribution because it is

formed by counting.
This distribution has many applications. For example, it can be used as a
model to describe:
• the distribution of errors in data entry
• the number of defective parts in outgoing shipments
• the number of customers waiting to be served at a restaurant
• the number of accidents on a highway during the festive season

12

6
The Poisson probability distribution can be described mathematically using
the formula:
𝜆 𝑒
𝑃 𝑥 =
𝑥!
where
𝑃(𝑥) = probability for a specified value of 𝑥
𝑥 = number of occurrences or successes
𝜆 = parameter indicating the average number of events in the given time
interval (or sometimes written as the mean, 𝜇)
𝜇 = mean number of occurrences in a particular interval = 𝑛𝑝
where 𝑛 = number of trials and 𝑝 = probability of success
13

If an event occurs at random in time or space and has a mean number of

occurrences 𝜆, in a given interval of time or space and if 𝑋 is the random
variable whereby 𝑋 is the number of occurrences in the given interval, then

𝑋 ~ 𝑃𝑜(𝜆)

Mean, Variance and Standard Deviation of Poisson Probability

Distributions

𝑀𝑒𝑎𝑛, 𝐸 𝑋 = 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒, 𝑉𝑎𝑟 𝑋 = 𝜆

𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛, 𝑆𝑡𝑑 𝑋 = 𝜆

14

7
Example 4.5
Arrivals at a bus stop follow a Poisson distribution with an average of 4.5
every 15 minutes. What is the probability of fewer than 3 arrivals in every 15
minutes?
Let 𝑋 = arrivals at bus stop every 15 min, and 𝜆 = 4.5  𝑋 ~ 𝑃𝑜(4.5)

𝑃 𝑋 <3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2
. . . . . .
= + +
! ! !

( . ) . ( . ) . ( . )
= + +

= 0.0111 + 0.04995 + 0.1124

= 𝟎. 𝟏𝟕𝟑
15

Example 4.6
The number of accidents per week along a busy highway occurs at a
mean rate of 2 per week. Assuming that the number of accidents per week
(𝑋) follows a Poisson distribution, find the probability that there will be less
than 2 accidents occurring in a given fortnight.
In a fortnight (2 weeks): 𝜆=4  𝑋 ~ 𝑃𝑜(4)
𝑃 𝑋 <2 =𝑃 𝑋 =0 +𝑃 𝑋 =1

= +
! !

( . ) ( . )
= +

= 0.0183 + 0.0732
= 𝟎. 𝟎𝟗𝟏𝟓
16

8
 Cumulative Poisson Probability Distribution Table
Or alternatively, refer to P(X < x)

the Poisson cumulative x 0.50 1.00 1.50 2.00 2.50

l
3.00 3.50 4.00 4.50 5.00
distribution table 0
1
0.6065
0.9098
0.3679
0.7358
0.2231
0.5578
0.1353
0.4060
0.0821
0.2873
0.0498
0.1991
0.0302
0.1359
0.0183
0.0916
0.0111
0.0611
0.0067
0.0404
2 0.9856 0.9197 0.8088 0.6767 0.5438 0.4232 0.3208 0.2381 0.1736 0.1247
3 0.9982 0.9810 0.9344 0.8571 0.7576 0.6472 0.5366 0.4335 0.3423 0.2650
4 0.9998 0.9963 0.9814 0.9473 0.8912 0.8153 0.7254 0.6288 0.5321 0.4405
𝑃 𝑋<2 =𝑃 𝑋≤1 5 1.0000 0.9994 0.9955 0.9834 0.9580 0.9161 0.8576 0.7851 0.7029 0.6160
6 1.0000 0.9999 0.9991 0.9955 0.9858 0.9665 0.9347 0.8893 0.8311 0.7622
7 1.0000 1.0000 0.9998 0.9989 0.9958 0.9881 0.9733 0.9489 0.9134 0.8666
= 0.0916 8 1.0000 1.0000 1.0000 0.9998 0.9989 0.9962 0.9901 0.9786 0.9597 0.9319
9 1.0000 1.0000 1.0000 1.0000 0.9997 0.9989 0.9967 0.9919 0.9829 0.9682
10 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9990 0.9972 0.9933 0.9863

l
x 5.50 6.00 6.50 7.00 7.50 8.00 8.50 9.00 9.50 10.00
0 0.0041 0.0025 0.0015 0.0009 0.0006 0.0003 0.0002 0.0001 0.0001 0.0000
1 0.0266 0.0174 0.0113 0.0073 0.0047 0.0030 0.0019 0.0012 0.0008 0.0005
2 0.0884 0.0620 0.0430 0.0296 0.0203 0.0138 0.0093 0.0062 0.0042 0.0028
3 0.2017 0.1512 0.1118 0.0818 0.0591 0.0424 0.0301 0.0212 0.0149 0.0103
4 0.3575 0.2851 0.2237 0.1730 0.1321 0.0996 0.0744 0.0550 0.0403 0.0293
5 0.5289 0.4457 0.3690 0.3007 0.2414 0.1912 0.1496 0.1157 0.0885 0.0671
6 0.6860 0.6063 0.5265 0.4497 0.3782 0.3134 0.2562 0.2068 0.1649 0.1301
7 0.8095 0.7440 0.6728 0.5987 0.5246 0.4530 0.3856 0.3239 0.2687 0.2202
8 0.8944 0.8472 0.7916 0.7291 0.6620 0.5925 0.5231 0.4557 0.3918 0.3328
9 0.9462 0.9161 0.8774 0.8305 0.7764 0.7166 0.6530 0.5874 0.5218 0.4579
10 0.9747 0.9574 0.9332 0.9015 0.8622 0.8159 0.7634 0.7060 0.6453 0.5830

17

Poisson Distribution as an Approximation to Binomial Distribution

The Poisson distribution is also a limiting form of the binomial distribution
when 𝑝 is very small and 𝑛 is large. This is often referred to as the ‘law of
improbable events’.

𝐼𝑓 𝑋 ~ 𝐵 𝑛, 𝑝 𝑔𝑖𝑣𝑒𝑛 𝑛 ≥ 50 𝑎𝑛𝑑 𝑝 ≤ 0.1,

𝑡ℎ𝑒𝑛 𝑋 ~ 𝑃𝑜 𝑛𝑝 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒𝑙𝑦

18

9
 19

Example 4.7
A factory produces clay bricks and on average 1 in 50 is defective. In a
batch of 300 clay bricks taken at random, what is the probability of having
at least 8 defective clay bricks?

Let 𝑋 = number of defective clay bricks

𝑛 = 300, 𝑝 = = 0.02  𝑋 ~ 𝐵(300, 0.02)

Since 𝑛 ≥ 50 and 𝑝 ≤ 0.1  𝑋 ~ 𝑃𝑜 300 × 0.02

𝑋 ~ 𝑃𝑜 6 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒𝑙𝑦

20

10
 Cumulative Poisson Probability Distribution Table
P(X < x)

𝑃 𝑋 ≥8 =1−𝑃 𝑋 ≤ 7 l
x 0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 4.50 5.00

= 1 − 0.744 0
1
0.6065
0.9098
0.3679
0.7358
0.2231
0.5578
0.1353
0.4060
0.0821
0.2873
0.0498
0.1991
0.0302
0.1359
0.0183
0.0916
0.0111
0.0611
0.0067
0.0404
2 0.9856 0.9197 0.8088 0.6767 0.5438 0.4232 0.3208 0.2381 0.1736 0.1247

= 𝟎. 𝟐𝟓𝟔 3
4
0.9982
0.9998
0.9810
0.9963
0.9344
0.9814
0.8571
0.9473
0.7576
0.8912
0.6472
0.8153
0.5366
0.7254
0.4335
0.6288
0.3423
0.5321
0.2650
0.4405
5 1.0000 0.9994 0.9955 0.9834 0.9580 0.9161 0.8576 0.7851 0.7029 0.6160
6 1.0000 0.9999 0.9991 0.9955 0.9858 0.9665 0.9347 0.8893 0.8311 0.7622
7 1.0000 1.0000 0.9998 0.9989 0.9958 0.9881 0.9733 0.9489 0.9134 0.8666
8 1.0000 1.0000 1.0000 0.9998 0.9989 0.9962 0.9901 0.9786 0.9597 0.9319
9 1.0000 1.0000 1.0000 1.0000 0.9997 0.9989 0.9967 0.9919 0.9829 0.9682
10 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9990 0.9972 0.9933 0.9863

l
x 5.50 6.00 6.50 7.00 7.50 8.00 8.50 9.00 9.50 10.00
0 0.0041 0.0025 0.0015 0.0009 0.0006 0.0003 0.0002 0.0001 0.0001 0.0000
1 0.0266 0.0174 0.0113 0.0073 0.0047 0.0030 0.0019 0.0012 0.0008 0.0005
2 0.0884 0.0620 0.0430 0.0296 0.0203 0.0138 0.0093 0.0062 0.0042 0.0028
3 0.2017 0.1512 0.1118 0.0818 0.0591 0.0424 0.0301 0.0212 0.0149 0.0103
4 0.3575 0.2851 0.2237 0.1730 0.1321 0.0996 0.0744 0.0550 0.0403 0.0293
5 0.5289 0.4457 0.3690 0.3007 0.2414 0.1912 0.1496 0.1157 0.0885 0.0671
6 0.6860 0.6063 0.5265 0.4497 0.3782 0.3134 0.2562 0.2068 0.1649 0.1301
7 0.8095 0.7440 0.6728 0.5987 0.5246 0.4530 0.3856 0.3239 0.2687 0.2202
8 0.8944 0.8472 0.7916 0.7291 0.6620 0.5925 0.5231 0.4557 0.3918 0.3328
9 0.9462 0.9161 0.8774 0.8305 0.7764 0.7166 0.6530 0.5874 0.5218 0.4579
10 0.9747 0.9574 0.9332 0.9015 0.8622 0.8159 0.7634 0.7060 0.6453 0.5830

21

* If we use the binomial distribution approach, we will get a similar answer

𝑛 = 300, 𝑝 = = 0.02  𝑋 ~ 𝐵(300, 0.02)

𝑃 𝑋 ≥8 =1−𝑃 𝑋 ≤ 7
= 1 − [𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + ⋯ + 𝑃(𝑋 = 7)]
= 1 − [300𝐶 0.02 0.98 + 300𝐶 0.02 0.98 + ⋯+
300𝐶 0.02 0.98 ]
= 1 − 0.7454
= 𝟎. 𝟐𝟒𝟓𝟔

22

11
 Normal Probability Distribution
The normal probability distribution and its accompanying normal curve
have the following characteristics:

Characteristics of a Normal Probability Distribution

• The normal curve is bell-shaped and has a single peak at the center of the
distribution.
• The mean, median and mode are equal and located at the peak.
• Half the area under the curve is above this center point, and the other half is
below it.
• The normal probability distribution is symmetrical about its mean.
• The normal curve falls off smoothly in either direction from the central value. It is
asymptotic, meaning that the tails of the curve extend indefinitely in both
directions.

23

The Normal Curve

Mean, median and Changing 𝜇 shifts the curve

mode are equal to the left or right

Bell shape
𝜎=5 𝜎=5

50% 50%

Tail extends to -∞ 𝜇 Tail extends to +∞ 𝜇 = 20 𝜇 = 25

24

12
 Empirical Rule
The empirical rule states that for a normal distribution, nearly all
Changing 𝜎 increases or decreases of the data (99.7%) will fall within three standard deviations of the
the spread of the curve mean. This is also called the “68-95-99.7 Rule”.

68%
Leptokurtic 𝜎=3
95%
Mesokurtic
𝜎=5
99.7%
Platykurtic
34.1% 34.1%

𝜎 = 10 13.6% 13.6%

2.1% 2.1%

𝜇 = 20
-3𝜎 −2𝜎 −1𝜎 𝜇 1𝜎 2𝜎 3𝜎

• 68% of data falls within the first standard deviation from the mean
• 95% of data falls within two standard deviations
• 99.7% of data falls within three standard deviations
25

Standard Normal Probability Distribution

The standard normal distribution has a mean (𝜇) of 0 and a standard
deviation (𝜎) of 1.
Any normal distribution can be converted into the standard normal
distribution by subtracting the mean from each observation and dividing
by the standard deviation.
First, it is necessary to convert the actual distribution to a standard normal
distribution using a z value (also called the z statistic or normal deviate).
The z value is the distance between a selected value (X) and the mean
(𝜇) divided by the standard deviation (𝜎).
𝑋−𝜇
𝑧=
𝜎
26

13
Probability Density Function of the Normal Distribution
Given that 𝑋 is a random variable that follows a normal distribution with
mean 𝜇 and variance 𝜎 , or denoted by 𝑋 ~ 𝑁 𝜇, 𝜎 , the pdf of this
normal distribution is given by the following formula:
1
𝑓 𝑥 = 𝑒
𝜎 2𝜋
To calculate the probabilities within so many standard deviations from the
mean, we need to know the pdf. This was discovered by Gauss, hence
the normal distribution is sometimes called the Gaussian distribution:
1
𝑓 𝑧 = 𝑒
𝜎 2𝜋

27

Cumulative Distribution Function of the Normal

Distribution

In order to find the probabilities of all possible standard deviations from

the mean, we have to integrate the function between the values. F is used
to denote the cumulative probability.
1
Φ(𝑧) = 𝑃 𝑍 < 𝑧 = 𝑒 𝑑𝑧
𝜎 2𝜋

This is a tedious task involving integration by parts. Fortunately we have

the z-Tables (someone has done all the hard work for us!).

28

14
 Area under the Normal Curve
By determining the z value, we can find the area under the normal curve.
This area is the probability that an observation is between 0 and z
standard deviations above the mean.
The probability P(0 to z) can be determined using the z-table or standard
normal distribution table.
For example, suppose we computed z to be 1.96. What is the area under
the normal curve between the mean and z?
From the z-table we get 0.4750. This means the probability that an
observation is between 0 and 1.96 standard deviations above the mean is
0.4750.

29

Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817

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15
 𝑃 0 < 𝑍 < 1.96 = 0.4750

𝑃 0 ≤ 𝑍 ≤ 1.96 = 0.4750

𝑃 0 ≤ 𝑍 < 1.96 = 0.4750

0.4750

𝑃 0 < 𝑍 ≤ 1.96 = 0.4750

0 1.96

31

Question 1:
What is the value of 𝑃(−1.96 < 𝑍 < 0) ?

It is the same as 𝑃 0 < 𝑍 < 1.96 = 0.4750

0.4750

-1.96 0 0.4750

0 1.96
32

16
 Question 2:
What is the value of 𝑃(𝑍 > 1.96) ?

We know that the total area under the curve

is 1.0 and since it is symmetrical, therefore
the area under half of the curve is 0.50.
So 𝑃(𝑍 > 1.96) = 0.5 − 𝑃 0 < 𝑍 < 1.96
0.4750
= 0.5 − 0.4750
= 0.025
0 1.96

P(Z > 1.96)

33

Question 3:
What is the value of 𝑃(𝑍 < 1.96) ?

The area under half of the curve is 0.50.

So 𝑃 𝑍 < 1.96 = 0.5 + 𝑃 0 < 𝑍 < 1.96
= 0.5 + 0.4750
0.5000 0.4750 = 0.975

0 1.96

34

17
To find areas under the standard normal curve using z-Tables that give the
area to the left, i.e. 𝑃(𝑍 ≤ 𝑧), please go to the link below to watch an
online tutorial:

Online tutorial: https://www.youtube.com/watch?v=-UljIcq_rfc

35

Example 4.8
The masses of packets of soda bicarbonate are normally distributed with a
mean of 250 grams and a variance of 16 grams. Find the probability of a
packet containing more than 254.4 grams.

Let 𝑋 = mass of soda bicarbonate in grams, where 𝑋 ~ 𝑁(250, 16)

𝑋−𝜇
𝑧=
𝜎
254.4 − 250
=
4
= 1.1
𝑃(𝑋 > 254.4) 𝑃(𝑍 > 1.1)

X Z
250 254.4 0 1.1
36

18
 𝑃 𝑋 > 254.4 = 𝑃 𝑍 > 1.1
= 0.5 − 𝑃 0 < 𝑍 < 1.1
= 0.5 − 0.3643
= 𝟎. 𝟏𝟑𝟓𝟕

Z
0 1.1

37

Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817

38

19
Example 4.9
A factory produces bottled solvents. The bottles of solvents have volumes
that are normally distributed with a mean of 120 ml and a standard
deviation of 1.8 ml. Find the probability that a bottle contains between 118
ml and 124 ml of solvent.

Let 𝑋 = volume of solvent in ml, where 𝑋 ~ 𝑁(120, 1.8 )

118 − 120 124 − 120

𝑧= 𝑧=
1.8 1.8
= −1.11 = 2.22

𝑃 118 < 𝑋 < 124 = 𝑃 −1.11 < 𝑍 < 2.22 = ?

39

𝑃 −1.11 < 𝑍 < 0 𝑃 0 < 𝑍 < 2.22 = 0.4868

= 𝑃 0 < 𝑍 < 1.11
= 0.3665

Z
-1.11 0 2.22

𝑃 118 < 𝑋 < 124 = 𝑃 −1.11 < 𝑍 < 2.22

= 0.3665 + 0.4868
= 𝟎. 𝟖𝟓𝟑𝟑

40

20
Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

41

Example 4.10
The IQ scores of students in a class have a mean of 100 and a standard
deviation of 15. Determine
(a) the probability that a student has a score lower than 70.
(b) the 90th percentile IQ score.

Let 𝑋 = IQ score of students, where 𝑋 ~ 𝑁(100, 15 )

(a)
70 − 100
𝑧=
15
= −2.0

𝑃 𝑋 < 70 = 𝑃 𝑍 < −2.0 = ?

42

21
Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

43

𝑃 𝑋 < 70 = 𝑃 𝑍 < −2.0

= 0.5 − 𝑃 0 < 𝑍 < 2.0
= 0.5 − 0.4772
= 𝟎. 𝟎𝟐𝟐𝟖

Z
-2.0 0

(b)

The 90th percentile is the 𝑋 value where 90% of the distribution is equal to
or less than that number.

44

22
 90%
50% 40%
(0.50) (0.40)

X Z
100 𝑋=? 0 z=

So 𝑃 0 < 𝑍 < 𝑧 = 0.40

From the z-Table, the closest to 0.40 is 0.3997, which is for the z-value of
1.28.
𝑋 − 100
= 1.28 𝑋 = 119.2 (90th percentile IQ score)
15
45

Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

46

23
Normal Distribution as an Approximation to the Binomial
Distribution

When a binomial distribution has a large number of trials (𝑛), the

probability of success (𝑝) is close to 0.5, 𝑛𝑝 > 5 and 𝑛𝑞 > 5 where 𝑞 =
1 − 𝑝, then the binomial distribution starts to look like a normal
distribution.

𝑋~𝐵 𝑛, 𝑝 𝑔𝑖𝑣𝑒𝑛 𝑛𝑝 > 5 𝑎𝑛𝑑 𝑛𝑞 > 5, 𝑡ℎ𝑒𝑛 𝑋~𝑁 𝑛𝑝, 𝑛𝑝𝑞 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒𝑙𝑦

47

Example 4.11
In a game, the probability of a coin landing in a particular square is 0.4.
What is the probability that in 30 games the coin lands in the square fewer
than 16 times?

Let 𝑋 = no. of times coin lands in square  𝑋~𝐵(30, 0.4)

𝑛𝑝 = 30 × 0.4 = 12 > 5
𝑛𝑞 = 30 × 0.6 = 18 > 5
𝐴𝑙𝑠𝑜, 𝑝 𝑖𝑠 𝑐𝑙𝑜𝑠𝑒 𝑡𝑜 0.5

𝑋~𝑁 12, 7.2 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒𝑙𝑦

𝑛𝑝 = 30 × 0.4 = 12 𝑛𝑝𝑞 = 30 × 0.4 × 0.6 = 7.2

48

24
 𝑋~𝑁 12, 7.2 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑒𝑙𝑦
Mean, 𝜇 = 12 and standard deviation, 𝜎 = 7.2

𝑃 𝑋 < 16 = 𝑃(𝑋 < 15.5)  Why? Refer to slide 51

15.5 − 12
𝑧= = 1.30
7.1

𝑃 𝑋 < 16 = 𝑃 𝑋 < 15.5 = 𝑃(𝑍 < 1.30)

0.5 ?

𝑃 𝑍 < 1.30 = 0.5 + 𝑃 0 < 𝑍 < 1.30

= 0.5 + 0.4032 Z
= 𝟎. 𝟗𝟎𝟑𝟐 0 1.30

49

Areas under the Standard Normal Curve (z-Table) showing values for P(0 ≤ Z ≤ z)
0 z

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

50

25
 51

* If we use the binomial distribution approach, we will get a similar answer

Let 𝑋 = no. of times coin lands in square, 𝑛 = 30 𝑎𝑛𝑑 𝑝 = 0.4

 𝑋~𝐵(30, 0.4)

𝑃 𝑋 < 16 = 𝑃 𝑋 ≤ 15
= 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + ⋯ + 𝑃(𝑋 = 15)
= 30𝐶 0.4 0.6 + 30𝐶 0.4 0.6 +
… + 30𝐶 0.4 0.4
= 𝟎. 𝟗𝟎𝟐𝟗

52

26