11 – The Normal Distribution
There’s one last – and, arguably, most important – named continuous distribution to study.
We will call a continuous random variable X a Normal Random Variable and write
X ∼ N(µ, σ 2 ) if
1 1 x−µ 2
fX (x) = √ e− 2 ( σ )
σ 2π
Question 1: How do you feel about the above definition? There is again a different type of
approach above compared with other continuous random variables, like say the
uniform or the exponential. What is it? With which few variables have we had
a similar approach, and what did we have to do differently because of it?
Question 2: In a throwback to earlier approaches, find the critical and inflection points of
fX (x) and provide a rough sketch of the function.
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11 – The Normal Distribution
Question 3: The integral below seems rather difficult to do directly.
Z ∞
1 1 x−µ 2
√ e− 2 ( σ ) dx
−∞ σ 2π
What should it be? What hope do you have that it even converges?
Question 4: The following integral evaluation is true, but the reasoning for it is outside of
the bounds of this course (I think I need at least multivariate calculus to show
it, though there may be a simpler reason out there.):
Z ∞ √
2
e−u du = π
−∞
By means of a subsitution, use this fact to show that the normal distribution
is well-defined.
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11 – The Normal Distribution
Question 5: For X ∼ N(µ, σ 2 ), use the integral fact on the previous page to find E(X).
Question 6: For X ∼ N(µ, σ 2 ), use the integral fact on the previous page to find V (X).
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11 – The Normal Distribution
The challenges with evaluating the integrals on the previous pages mean that
we frequently use more informal signposts (and computers!) to do prosaic
calculations. The boundaries above are used so often in a statistics course that
they end up being memorized.
Question 7: The mean height of players in a basketball competition is 184 cm. If the stan-
dard deviation is 5 cm, what percentage of players are:
(a) taller than 189 cm
(b) taller than 179 cm
(c) between 174 cm and 199 cm
(d) over 199 cm tall
Question 8: Explain why we need technology to find the proportion of players who are above
201 cm tall.
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11 – The Normal Distribution
Question 9: For X ∼ N(µ, σ 2 ), similarly find MX (s). Use it to verify the results for expec-
tation and variance.
Question 10: Show that the sum of two Normal Random Variables is Normal.
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11 – The Normal Distribution
Question 11: A coffee machine dispenses a cappuccino made up of black coffee distributed
normally with mean 120 mL and standard deviation 7 mL. On top, it places
froth distributed normally with mean 28 mL and standard deviation 4.5 mL.
Each cup is marked to a level of 135.5 mL, and if this level is not achieved, the
customer will receive the drink free of charge. The owner of the cafe would like
to give away no more than 1% of these cappuccinos free.
Do they need to change their machine’s settings?
Question 12: The maximum load of an elevator is 440kg. The weights of adults are normally
distributed with means 81kg and standard deviation 11 kg, while the weights of
children are similarly distributed with mean 48kg and standard deviation 4kg.
If an elevator contains four adults and three children, what can you say?
Question 13: Boxes of cereal come in two normally distributed sizes: economy, with mean
950g and variance 25g, and regular with mean 315g and variance 4g.
(a) Find the probability that a given economy box contains less than three
times the amount in a given regular box.
(b) Find the probability that a given economy box contains less than the total
amount in three given regular boxes.
