C. The Normal Distribution
1. Basic concepts
a. Continuous random variables
- results from a measuring process
- Can take on a
range of values
- Not possible
to calculate probability at a single
point
- Need to
calculate the probability of being in a
range
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b. Continuous
probability density functions
Function such
that the area under the function between two
values is the probability of the random
variable taking on that value
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2. Normal distribution
a. Properties
(1)
Bell-shaped and symmetric
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(2) Measures
of central tendency are identical
(3)
Interquartile range is 1.33 standard
deviations
(4) Random
variable has infinite range
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b. Standardizing
the normal distribution
Convert a normal
distribution with mean and
standard deviation into
a normal distribution with a mean of 0 and a
standard deviation of 1
X ~ N (μ,
σ)
Z ~ N ( 0 , 1 )
Ex. -
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c. Standard normal
table
(1) Finding
probability, given values
(a) P(Z
< +)
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(b) P(Z
< -)
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(c) P(Z
> +)
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(d) P(Z
> -)
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(e) P(+
< Z < +)
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(f) P(-
< Z < -)
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(g) P(-
< Z < +)
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(2) Finding
values, given probability
=> X =
μ + Z σ
Ex. -
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d. Excel
- =STANDARDIZE(X,
mean, standard deviation)
Gives Z value
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- =NORMDIST(X,
mean, standard deviation, True)
P(X < X0)
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Gives Z0, where P(Z < Z0) = prob
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- =NORMINV(prob,
mean, standard deviation)
Gives X0, where P(X < X0) = prob
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Six
Sigma Quality
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