Introduction to

Normal Distributions
and The Standard
Normal Distribution
Mathematics in the Modern World: Statistics
 Recap:
A continuous random variable has an infinite number of possible
values that can be represented by an interval on the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent studying

can be any number
between 0 and 24.

The probability distribution of a continuous random variable is

called a continuous probability distribution.

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 Normal Distributions

Normal curve

The most important probability distribution in statistics

is the normal distribution.
A normal distribution is a continuous probability
distribution for a random variable, x. The graph of a
normal distribution is called the normal curve.

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Probability density function of a normal random variable

x
μ − 3σ μ − 2σ μ−σ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a normal

distribution with mean μ and standard deviation σ, has the
probability density function of the form

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 Properties of Normal Distributions
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about the
mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-axis as
it extends farther and farther away from the mean.
(asymptotic to x-axis)

Total area = 1

x
μ
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 Properties of Normal Distributions

Inflection points

Total area = 1

x
μ − 3σ μ − 2σ μ−σ μ μ+σ μ + 2σ μ + 3σ

5. Between μ − σ and μ + σ (in the center of the curve), the graph

curves downward. The graph curves upward to the left of μ − σ
and to the right of μ + σ. The points at which the curve changes
from curving upward to curving downward are called the
inflection points.
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 Means and Standard Deviations
A normal distribution can have any mean and any
positive standard deviation.
Inflection
The mean gives the points
Inflection location of the line
points of symmetry.

x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard deviation: Standard deviation:
σ ≈ 1.3 σ ≈ 1.9

The standard deviation describes the spread of the data.

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 Means and Standard Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry of curve

B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater standard
deviation.

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 Empirical Rule (68 – 95 - 99.7)
If the values in a normal distribution are converted to the standard
score (z- score) in a standard normal distribution empirical rule
describes the percentage of the data that fall within specific
numbers of the standard deviation from the mean for bell-shaped
curves.

The empirical rule allows researchers to calculate the probability

of randomly obtaining score from a normal distribution

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 Interpreting Standard Deviation:
Empirical Rule (68 – 95 - 99.7)

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HeM

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 Example:
The birth weight of newborn is normally
distributed with a mean of 3300 grams and a
standard deviation of 600 grams.
a.Estimate the percentage of newborns with
birth weights between 2100g and 4500g.
b.Estimate the percentage of newborns with
birth weights less than 2700 g.

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 The birth weight of newborn is normally distributed with a mean of 3300 grams and a
standard deviation of 600 grams.
a.Estimate the percentage of newborns with birth weights between 2100g and 4500g.
b.Estimate the percentage of newborns with birth weights less than 2700 g.

1 2 2 3 3 4 5
5 1 7 3 9 5 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
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 Example:
The birth weight of newborn is normally
distributed with a mean of 3300 grams and a
standard deviation of 600 grams.
a.Estimate the percentage of newborns with
birth weights between 2100g and 4500g.
Answer: 95%
b.Estimate the percentage of newborns with
birth weights less than 2700 g.
Answer : 16%

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Example:
Find the standard deviation of the normal distribution
where 99.7% of the values fall between 52 and 82.

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 Example:
Assume that 68.3% of grade 11 students have heights
between 1.5 and 1.7m and the data are normally
distributed.
a.Find the mean
b.Compute the standard deviation

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 Example:
The scores of the GEC students in their Statistics and
Probability examination are normally distributed with a
mean of 35 and a standard deviation of 5.
a.What percent of the scores are between 30 to 40?
b.What scores fall within 95% of the distribution?

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 The Standard Normal Distribution
The standard normal distribution is a normal distribution with a
mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
−3 −2 −1 0 1 2 3
Any value can be transformed into a z-score by using the formula

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If each data value of a normally distributed random
variable x is transformed into a z-score, the result will
be the standard normal distribution.

The area that falls in the interval under

the nonstandard normal curve (the
x-values) is the same as the area
under the standard normal curve
(within the corresponding
z-boundaries).
z
−3 −2 −1 0 1 2 3

After the formula is used to transform an x-value into a z-score,

the Standard Normal Table is used to find the cumulative area
under the curve.

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Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = −3.49.
2. The cumulative area increases as the z-scores increases.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = +3.49

Area is close to 0. Area is close to 1.

z
−3 −2 −1 0 1 2 3
z = −3.49 z = 3.49
z=0
Area is 0.5000.

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Example:
Find the cumulative area that corresponds to a z-score of 2.71.

Standard Normal Table

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and then
moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
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Example:
Find the cumulative area that corresponds to a z-score of −0.25.

Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

−3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

−0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding −0.2 in the left hand column, and then
moving across the row to the column under 0.05.
The area to the left of z = −0.25 is 0.4013
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Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the appropriate
area under the curve.
2. Find the area by following the directions for each case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.

2. The area to the left

of z = 1.23 is
0.8907.

z
0 1.23
1. Use the table to find the
area for the z-score.

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Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard Normal
Table to find the area that corresponds to z. Then subtract
the area from 1.

3. Subtract from 1 to find the

2. The area to the
area to the right of z =
left of z = 1.23 is
1.23: 1 − 0.8907 =
0.8907.
P (z > 1.23)

z
0 1.23

1. Use the table to find

the area for the z-score.

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Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard Normal
Table to find the area that corresponds to z. Then subtract
the area from 1.

P (z > 1.23) = 1 − 0.8907

= 0.1093.

z
0 1.23

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Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard Normal
Table. Then subtract the smaller area from the larger area.

4. Subtract to find the area of the

2. The area to the left region between the two z-scores:
of z = 1.23 is 0.8907 − 0.2266 = 0.6641.
0.8907.

3. The area to the left of

z = −0.75 is 0.2266.

z
−0.75 0 1.23

1. Use the table to find the area for the

z-score.

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Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard Normal
Table. Then subtract the smaller area from the larger area.

4. Subtract to find the area of

the region between the two
z-scores:
P (-0.75 < Z < 1.23 )
0.8907 − 0.2266 = 0.6641.

z
−0.75 0 1.23

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Example:
Find the area under the standard normal curve to
the left of z = −2.33.

Always draw
the curve!

−2.33 0

From the Standard Normal Table, the area is equal to

0.0099.

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Example:
Find the area under the standard normal curve to the
right of z = 0.94.

Always draw the

curve!
0.8264
1 − 0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.

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Example:
Find the area under the standard normal curve
between z = −1.98 and z = 1.07.

Always draw
0.8577 the curve!

0.0239 0.8577 − 0.0239 = 0.8338

z
−1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.

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 Probabilities of
Normal Distributions
 Probability and Normal Distributions
If a random variable, x, is normally distributed, you can
find the probability that x will fall in a given interval by
calculating the area under the normal curve for that
interval.

μ = 10
P(x < 15) σ=5

x
μ =10 15

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 Standardizing Normal Distributions
Normal Distribution Standard Normal Distribution
μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
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Example:
The average on a statistics test was 78 with a standard deviation of
8. If the test scores are normally distributed, find the probability
that a student receives a test score less than 90.

μ = 78
σ=8
P(x < 90)

The probability that a student

x receives a test score less than
μ =78 90 90 is 0.9332.
z
μ =0 ?
1.5

P(x < 90) = P(z < 1.5) = 0.9332

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 Example:
The average on a statistics test was 78 with a standard deviation of
8. If the test scores are normally distributed, find the probability
that a student receives a test score greater than than 85.

μ = 78
σ=8
P(x > 85)
The probability that a student
x receives a test score greater
μ =78 85 than 85 is 0.1894.
z
μ =0 0.88
?

P(x > 85) = P(z > 0.88) = 1 − P(z < 0.88) = 1 − 0.8106 = 0.1894

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 Example:
The average on a statistics test was 78 with a standard deviation of
8. If the test scores are normally distributed, find the probability
that a student receives a test score between 60 and 80.

P(60 < x < 80)

μ = 78
σ=8
The probability that a student
x receives a test score between
60 μ =78 80 60 and 80 is 0.5865.
z
−2.25
? μ =0 0.25
?

P(60 < x < 80) = P(−2.25 < z < 0.25) = P(z < 0.25) − P(z < −2.25)
= 0.5987 − 0.0122 = 0.5865
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Questions?

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Thank you for listening! ;)

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