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Normal Distribution and Probabilities

Sep 17, 2025

Overview

This lecture explains the normal distribution (bell curve), details the 68-95-99.7 rule, and demonstrates solving probability problems using both percentages and calculus-based integration.

The Normal Distribution Curve

  • The normal distribution is a symmetric, bell-shaped curve centered at the population mean (μ).
  • Standard deviation (σ) measures the spread; points at μ ± nσ mark intervals.
  • The total area under the curve is 1 (100% probability).

The 68-95-99.7 Rule (Empirical Rule)

  • 68.27% of data falls within 1 standard deviation of the mean (μ ± 1σ).
  • 95.45% of data falls within 2 standard deviations (μ ± 2σ).
  • 99.73% of data falls within 3 standard deviations (μ ± 3σ).
  • Each side between mean and 1σ: 34.13%; between 1σ and 2σ: 13.59%; between 2σ and 3σ: 2.14%; beyond 3σ: 0.135%.

Using Areas for Probability

  • Probability of an interval is the area under the curve for that interval.
  • The curve is symmetric; left and right regions are equal.
  • Probability between A and B: add up the areas for those regions.

Example Problems

  • For test scores with mean = 75, σ = 7, use intervals to find probabilities:
    • Between 68 (μ - 1σ) and 82 (μ + 1σ): 68.27% of students.
    • Between 61 and 89 (μ ± 2σ): 95.45% of students (~764 out of 800).
    • Between 54 and 75: Add areas for each region (about 49.87%).
    • Greater than or equal to 96 (μ + 3σ): 0.135% (~1 student).

Calculus Approach

  • The exact probability is the definite integral:
    [ P(A < X < B) = \int_{A}^{B} \frac{e^{-\frac{(x-\mu)^2}{2\sigma^2}}}{\sigma \sqrt{2\pi}} dx ]
  • Change limits (A, B), plug in μ and σ; use calculators (e.g., Wolfram Alpha).

Using Online Calculators

  • Online integration calculators (e.g., Wolfram Alpha) simplify finding probabilities for given intervals.
  • Only change integration limits; keep formula and parameters (μ, σ) the same.

Key Terms & Definitions

  • Normal Distribution — Symmetrical probability distribution shaped like a bell curve.
  • Mean (μ) — The average value of the distribution.
  • Standard Deviation (σ) — Measures the dispersion from the mean.
  • Empirical Rule — The 68-95-99.7% rule describing data spread.
  • Probability — Likelihood of an event, represented by area under the curve.
  • Definite Integral — Calculus method to find exact area/probability between two points.

Action Items / Next Steps

  • Memorize the 68-95-99.7 rule percentages.
  • Practice calculating probabilities using both the area method and definite integrals.
  • Try sample problems using an online calculator (e.g., Wolfram Alpha) for definite integrals with different μ, σ, and limits.