NORMAL

DISTRIBUTION
OBJECTIVES:
• Illustrates a normal random variable and its
characteristics. M11/12SP-IIIc-1
• Constructs a normal curve. M11/12SP-IIIc-2
• Identifies regions under the normal curve
corresponding to different standard normal
values. M11/12SP-IIIc-3
• Converts a normal random variable to a standard
normal variable and vice versa. M11/12SP-IIIc-4
• Computes probabilities and percentiles using the
standard normal table. M11/12SP-IIIc-d1
 NORMAL DISTRIBUTION
•Also called Gaussian Distribution
•A continuous random variable is
considered normal when its values are
distributed normally, that is, when majority
of the values are close to the expected
value with only very few values that are
extremely smaller and extremely larger.
 FOR EXAMPLE:
• In a grade 11 class, observe that the students
normally have a height of 170cm or very close
to that, with only a number of students who
are extremely tall and some who are
extremely short.
• Other examples are blood pressure, score in a
test, and weights of students belonging to the
same age group.
 PROPERTIES:
• The graph of the distribution is a bell – shaped
curve (called the normal curve).
• The maximum point on the curve occurs at
x = μ.
• The graph is symmetrical about the line x = μ.
It implies that the mean of the distribution is
located at the center and it indicates the line
of demarcation in which the region occupied
by the curve is divided into halves.
• The median and mode of the
distribution are also located at the
center of the graph. This implies that in a
normal distribution, the mean, median,
and mode are equal.
• Asymptotic (the further the curve goes
from the mean, the closer it gets to the
x-axis; but the curve never touches the
x-axis).
• The area under the curve bounded
by the x – axis is equal to 1. Also,
since the mean divides the curve into
halves, then 50% of the area is to the
left of the mean and the other 50% is
to its right.
• The standard deviation affects both
the width and the height of the
curve.
• In general, the graph of a normal
distribution is a bell – shaped curve with
two inflection points, one on the left and
another on the right. Inflection
points are the points that mark the
change in the curve’s concavity.
• Note that each inflection point of the
normal curve is σ away from the mean.
• The standard deviation precisely
describes the spread of the normal
curve. In fact, approximately 68.3% of
the values in the distribution are within
one standard deviation of the mean
(from each side), 95.4% is within two
standard deviations of the mean, and
99.7% is within three standard
deviations of the mean.
.
 The Empirical Rule
The empirical rule is a handy quick estimate of the spread of
the data given the mean and standard deviation of a data set
that follows the normal distribution.

The empirical rule states that for a normal distribution:

• 68% of the observations fall within + σ of the mean μ
• 95% of the observations fall within + 2 σ of the mean μ
• 99.7% of the observations fall within + 3 σ of the mean μ
STANDARDIZING ANY
NORMAL
DISTRIBUTION
If a variable X has a normal distribution with mean μ
and standard deviation σ, then the standardized
variable

Z= x−μ
σ

has the normal distribution N( 0, 1 ) with mean 0

and standard deviation 1. This is called the
standard normal distribution.
The standard score (z) is the deviation from the
mean ( x ), divided by the standard deviation (s).

It tells the number of standard deviations a certain

score is above or below the mean.

It gives a good approximation of the rank in the class.

For instance, a standard score of zero (0) means
average performances while a standard score of 2
means exceptionally good performance.
Z= x−μ or Z = x − X
σ s
 For example, if the mean of a sample of I.Q.
scores is 100 and the standard deviation is 15, then
an I.Q. of 128 would correspond to:
Z = x − μ or Z = x − X
σ s
Z = (128 - 100) / 15 = 1.87
For the same distribution, a score of 90 would
correspond to:
Z = (90 − 100) / 15 = −0.67
A positive z-score indicates that the corresponding
raw score is above the mean. A negative z-score
represents a raw score that is below the mean. A
raw score equal to the mean has a z-score of zero
(it is zero standard deviations away).
Z-scores allow for control across different units
of measure. For example, an income that is
25,000 units above the mean might sound
very high for someone accustomed to thinking
in terms of U.S. dollars, but if the unit is much
smaller (such as Italian Lires or Greek
Drachmas), the raw score might be only
slightly above average.
Z-scores provide a standardized description
of departures from the mean that control for
differences in size of empirical units.
 Approximations using the normal curve, as agreed by
educational statisticians:
1. The lower or upper boundary of an observation is used in
the approximation.
2. The lower boundary is used when you are asked for the
number of observations corresponding to
a) below x b) x and above
3. The upper boundary is used when you are asked for the
number of observations corresponding to
a) x and below b) above x
4. The lower and upper boundaries are used when you are
asked for the number of observations corresponding to
a) x b) between x1 and x2
Standard Normal Distribution

As shown in the illustration

below, the values inside the
given table represent the areas
under the standard normal
curve for values between 0 and
the relative z-score.
 Example 1:
• To determine the area under the
curve between 0 and 2.36, look
in the intersecting cell for the row
labeled 2.30 and the column
labeled 0.06. The area under the
curve is 0.4909.
 Example 2:
• To determine the area between 0 and a
negative value, look in the intersecting cell of
the row and column which sums to the
absolute value of the number in question.
For example, the area under the curve
between -1.3 and 0 is equal to the area under
the curve between 1.3 and 0, so look at the
cell on the 1.3 row and the 0.00 column (the
area is 0.4032).
• Sometimes you will be asked to
find the area under the standard
normal curve between two
values. In these cases, you either
add or subtract probabilities
depending on the appearance of
the two z – values relative to the
mean.
Case 1: Two values on the opposite sides of z = 0
When the two endpoints of the given
interval are located on opposite sides of the
mean, the individual probabilities from 0 are
added.
Case 2: Two values on the same side of z = 0
When the two endpoints of the given
interval are located on the same side of the
mean, the individual probabilities are
subtracted.
 Example 3:
• Find the area under the curve between
z = - 1.25 and z = 0.74.
In symbols: P(-1.25 ≤ Z ≤ 0.74)
Solution: P(-1.25 ≤ Z ≤ 0.74) = P(1.25) + P(0.74)
P(-1.25 ≤ Z ≤ 0.74) = 0.3944 + 0.2704
P(-1.25 ≤ Z ≤ 0.74) = 0.6648
Therefore, the area is approximately 66.48%.
 Example 4:
• A standard normal score is selected at
random. Find the probability that it falls
between 0.13 and 2.28.
Solution: P(0.13 ≤ Z ≤ 2.28) = P(2.28) – P(0.13)
P(0.13 ≤ Z ≤ 2.28) = 0.4887 – 0.0517
P(0.13 ≤ Z ≤ 2.28) = 0.437
Therefore, the area is approximately 43.7%.
 Example 5:
• Find the probability that a value in the
standard normal distribution falls on the
interval (-3.06, -1.41).
Sol’n: P(-3.06 < Z < -1.41) = P(-3.06) – P(-1.41)
P(-3.06 < Z < -1.41) = 0.4989 – 0.4207
P(-3.06 < Z < -1.41) = 0.0782
Therefore, the area is approximately 7.82%.
•In other cases, you will be
required to find probabilities
involving the normal curve’s
extremities. In these instances,
you either add or subtract 0.5
from the corresponding area
or probability of the z – score.
 Example 6:
• Find the probability that a number chosen at
random on the standard normal scores is less
than 1.35.
Solution: P(Z < 1.35) = P(-ꚙ ≤ Z ≤ 1.35)
From the illustration, it is clear that
P(-ꚙ ≤ Z ≤ 1.35) = 0.5 + P(1.35)
P(-ꚙ ≤ Z ≤ 1.35) = 0.5 + 0.4115
P(-ꚙ ≤ Z ≤ 1.35) = 0.9115
Therefore, the area is approximately 91.15%.
 Example 7:
• Find the area under the normal curve from
2.09 and above.
Solution: P(Z ≥ 2.09) = P(2.09 ≤ Z ≤ ꚙ)
P(Z ≥ 2.09) = 0.5 – P(2.09)
P(Z ≥ 2.09) = 0.5 – 0.4817
P(Z ≥ 2.09) = 0.0183
Therefore, the area is approximately 1.83%.
 Example 8:
• Find the probability that a standard normal
score is less than -0.18.
Solution: P(-ꚙ < Z ≤ -0.18) = 0.5 – P(0.18)
P(-ꚙ < Z ≤ -0.18) = 0.5 – 0.0714
P(-ꚙ < Z ≤ -0.18) = 0.4286
Therefore, the area is approximately 42.86%.
 FINDING
PERCENTILES OR
z-scores
 Example 9:
• Find the z – score for which the area
under the standard normal curve to the
left of that value is 0.4681.
• Solution:
P(z) = 0.5 – 0.4681
P(z) = 0.0319
thus, z = -0.08
 Example 10:
• Find the z – score of the standard normal
distribution such that the area of the region
under the normal curve to its right is 83.15%.
• Solution:
P(z) + 0.5 = 0.8315
P(z) = 0.8315 – 0.5
P(z) = 0.3315
thus, z = -0.96
 Example 11:
th
• Find the 35 percentile of the
standard normal distribution.
• The percentile score refers to a
measure of position that
describes the percentage of
scores belonging to a specific
score in a distribution.
• The 35th percentile gives the score that is
higher than 35% of all the scores.
• Solution:
P(z) = 0.5 – 0.35
P(z) = 0.15
*Since, there is no z – score that exactly
gives 0.15, you can find the z – score
closest to 0.15.
*Thus, z = 0.39
 EXERCISES:
A. Find the area under the normal curve in each of the
following cases:
1. Between z = 0 and z = 1.2
2. Between z = −0.68 and z = 0
3. Between z = −0.46 and z = 2.21
4. Between z = 0.81 and z = 1.94
5. Between z = −1.85 and z = −1.92
6. To the right of z = 2.69
7. To the right of z = 2.05, and to the left z = −1.44
8. To the left of z = −0.6
9. To the right of z = −1.28
10. To the left of z = +1.97
B. Determine the value or values of z in each of the
following cases: The word “area” refers to that area
under the normal curve.
1. The area between 0 and z is 0.3770.
2. The area to the left of z is 0.8621.
3. The normal curve area to the right of z is 0.3015
4. The normal curve area to the right of z is 0.7224
5. The normal curve area to the left of z is 0.4168
6. The normal curve area to the left of z is 0.9177
7. The normal curve area between –z and +z is 0.6826
8. The normal curve area between ─1.4 and z is 0.7404
9. The area between –1.5 and z is 0.9115
 C. Application Problems:
1. A mental ability test was administered to 1000
randomly selected high school students. The
mean obtained was 100 and the standard
deviation was 15. We assume normal distribution
of the scores, approximately how many students
scored a) below 90
b) 115 and above
c) 80 and below
d) above 130
e) between 85 and 115
f) 100
2. The mean weight of 500 male students at a
certain college is 151 pounds (lb), and the
standard deviation is 15 lb. Assuming that the
weights are normally distributed, find how
many students weigh
a) between 120 and 155 lb
b) more than 185 lb.
c) less than 128 lb and more than 160lb
d) less than or equal to 118 lb.
3. In a certain year, 600 000 high school
seniors took the NCEA. Its standardized
score had a mean of 500 and a standard
deviation of 100. Approximately how many
students scored
a) 450 and above
b) less than 650
c) below 600
d) above 420
e) between 580 and 700
f) exactly 500