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    3-1-3 The Normal Distribution PDF

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    Munem Bushra
    This document discusses the normal distribution and how to calculate probabilities for random variables that are normally distributed. It provides examples of finding probabilities that a random variable falls within or exceeds certain values. It also demonstrates how to determine the standard deviation needed if a process is targeted to have no more than a certain percentage outside of specifications.

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    © All Rights Reserved
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    3-1-3 The Normal Distribution PDF

    Uploaded by

    Munem Bushra
    39 views10 pages
    This document discusses the normal distribution and how to calculate probabilities for random variables that are normally distributed. It provides examples of finding probabilities that a random variable falls within or exceeds certain values. It also demonstrates how to determine the standard deviation needed if a process is targeted to have no more than a certain percentage outside of specifications.

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    3-1-3_The_Normal_Distribution.pdf

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    This document discusses the normal distribution and how to calculate probabilities for random variables that are normally distributed. It provides examples of finding probabilities that a random variable falls within or exceeds certain values. It also demonstrates how to determine the standard deviation needed if a process is targeted to have no more than a certain percentage outside of specifications.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    39 views10 pages

    3-1-3 The Normal Distribution PDF

    Uploaded by

    Munem Bushra
    This document discusses the normal distribution and how to calculate probabilities for random variables that are normally distributed. It provides examples of finding probabilities that a random variable falls within or exceeds certain values. It also demonstrates how to determine the standard deviation needed if a process is targeted to have no more than a certain percentage outside of specifications.

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    © All Rights Reserved
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    You are on page 1of 10

    TUM School of Management

    Production and Supply Chain Management


    Prof Martin Grunow

    Technische Universitt Mnchen

    Areas Under any Normal Distribution


    Theorem:

    If X

    ~
    :

    X
    N ( , ), then
    ~ N ( 0,1)

    According to this theorem, if a random variable is normally distributed,


    then a function of it, (X )/, has the standard normal distribution.

    Holly Ott

    Quality Engineering & Management Module 3

    21

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Converting between Normal distributions


    Start with
    = 100
    = 25
    X = 125

    0.0180

    Center the
    distribution over 0
    by subtracting the
    mean

    0.0160
    0.0140
    0.0120
    0.0100
    0.0080
    0.0060
    0.018

    0.0040

    0.016

    0.0020

    0.014

    25

    50

    75

    100

    125

    150

    175

    200

    0.012
    0.01
    0.008

    X !
    !
    125 !100
    =
    25
    =1

    z=

    0.006
    0.004
    0 .4 5

    0.002

    0 .4 0

    0
    -100

    0 .3 5

    -75

    -25

    25

    50

    75

    100

    0 .2 5
    0 .2 0
    0 .15
    0 .10
    0 .0 5
    0 .0 0
    -4

    Holly Ott

    -50

    0 .3 0

    -3

    -2

    -1

    Quality Engineering & Management Module 3

    Rescale the x and y


    axes by dividing by
    the standard
    deviation
    22

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Areas Under any Normal Distribution


    A random variable X ~ N(2.0, 0.0025).
    0.13
    # X ! 2.0 1.87 ! 2.0 &
    =
    P
    Z

    = P(Z 2.6) = 0.0047


    "
    (a) P(X 1.87) = P %
    (
    0.05
    $ 0.05
    0.05 '

    "
    2.2 ! 2.0 %
    ' = P(Z > 4.0) = 0.0
    (b) P(X > 2.2) = P $ Z >
    0.05 &
    #

    Holly Ott

    Quality Engineering & Management Module 3

    23

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Areas Under any Normal Distribution


    (c) Find P(1.9 X 2.1)

    2.1 2.0
    1.9 2.0
    P (1.9 X 2.1) = P
    Z

    0.05
    0.05

    = 0.972 0.0228 = 0.9544

    (d) Find t such that P(X t) = 0.05

    #
    t"2
    t"2&
    !
    = "1.645 ! t = 1.918
    P%Z !
    =
    0.05
    (
    $
    0.05 '
    0.05
    Holly Ott

    Quality Engineering & Management Module 3

    24

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Application of Normal Distribution


    D is the diameter of bolts (inches), and, D ~ N(0.25, 0.012)
    Bolt specs call for 0.24 0.02 inches.
    What proportion of the bolts are outside specification?
    We need:

    P ( D < 0.22) + P ( D > 0.26 )


    0.22 0.25
    0.26 0.25

    = P Z <
    + P Z >

    0.01
    0.01

    = P( Z < 3) + P ( Z > 1)
    = 0.00135 + 0.1587 = 0.16
    i.e., 16% of the bolts are outside specification.

    Holly Ott

    Quality Engineering & Management Module 3

    25

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Centering Improves a Process


    b) If the process mean is moved to coincide with the center of spec,
    what proportion will be defective?
    When process mean coincides with spec center:
    P(D < 0.22) + P(D > 0.26)
    0.22 0.24
    0.26 0.24

    = P Z <
    + P Z >

    0.01
    0.01

    = 2 0.0228 = 0.0456

    i.e., 4.56% will be outside specification


    Centering a process will improve process conditions; further
    improvement has to come from reducing variability.
    Holly Ott

    Quality Engineering & Management Module 3

    26

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Reducing Variability
    X is the random variable that denotes the life of batteries in years.
    X ~ N(5, 0.25)
    a) If any battery failing before 4 years is replaced under warranty
    what proportion of batteries need replacement?

    4 5

    P ( X < 4 ) = P Z <
    = P ( Z < 2.0 ) = 0.0228
    0.5

    i.e., 2.28% will have to be replaced during warranty.

    Holly Ott

    Quality Engineering & Management Module 3

    27

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Reducing Variability
    b) What should be the standard deviation if no more than 0.5% should
    require replacement?
    Let be the new standard deviation.
    Find such that P(X<4) = 0.005

    !
    4 ! 5$
    4(5
    ! P# Z <
    =
    0.005
    '
    = !2.575
    &
    !' %
    !'
    "
    1
    "! '=
    = 0.3883
    2.575
    The standard deviation must be reduced from 0.5 to 0.39; i.e., a 23%
    reduction in variability is needed.
    Holly Ott

    Quality Engineering & Management Module 3

    28

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Coming Up
    Lecture 3.2: The Central Limit Theorem

    Holly Ott

    Quality Engineering & Management Module 3

    29

    TUM School of Management


    Production and Supply Chain Management
    Prof Martin Grunow

    Technische Universitt Mnchen

    Practice
    Now let's do a practice problem to apply the
    normal distribution.
    Please complete the next "Practice" module
    before continuing with Lecture 3.2.

    Holly Ott

    Quality Engineering & Management Module 3

    30

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