NORMAL PROBABILITY DISTRIBUTION

➢ A probability distribution of continuous random

variable.
➢ Also called the Gaussian Distribution
➢ Most of the data cluster towards the middle (average),
while the rest are either extremely low or extremely high
➢ It is the most important probability distribution in
statistics.
PROPERTIES OF A NORMAL CURVE

1. The distribution curve is bell-shaped.

PROPERTIES OF A NORMAL CURVE

2. The curve is symmetrical to the center.

PROPERTIES OF A NORMAL CURVE
3. The mean, median and mode coincide at the center.
PROPERTIES OF A NORMAL CURVE
4. The tails of the curve flatten out indefinitely along the
horizontal axis, always approaching the axis but never
touching it.

ASYMPTOTIC
PROPERTIES OF A NORMAL CURVE
5. The area under the curve is 1.
STANDARD NORMAL CURVE
➢ A normal probability distribution that has 𝜇 = 0 and
𝜎 = 1.
2 FACTORS THAT AFFECTS THE NORMAL
CURVE:

STANDARD
MEAN
DEVIATION
2 FACTORS THAT AFFECTS THE NORMAL
CURVE:
❖ The change of the value of the mean shifts the graph of
the normal curve to the right or to the left
❖ The standard deviation determines the shape of the
graphs (particularly the height at width of the curve.)
EMPIRICAL RULE
➢ This is also referred to as 68-95-99.7% rule. It tells us that for
a normally distributed
✓ Approximately 68% of the data
lie within 1 standard deviation
from the mean.
✓ Approximately 95% of the data
lie within 2 standard deviations
from the mean.
✓ Approximately 99.7% of the data
lie within 3 standard deviations
from the mean.
Validate the Empirical Rule:
Given that 𝜇 = 6.11 and 𝜎 = 1.61, what is the frequency and
relative frequency of babies’ weight that are within:
2.24 4.69 5.63 6.24 6.8 7.35 a. One standard deviation from
2.93 4.94 5.84 6.38 6.83 7.68 the mean
3.45 5.16 5.87 6.4 7.19 8.47 b. Two standard deviation from
3.99 5.26 6.11 6.56 7.29 8.6 the mean
4.21 5.32 6.18 6.61 7.34 9.01 c. Three standard deviation
4.38 5.37 6.19 6.76 7.35 9.47 from the mean
a. One standard deviation
from the mean
26 out of 36, or 72%

1.28 2.89 4.50 6.11 7.72 9.33 10.94

b. Two standard deviations
from the mean
34 out of 36, or 94%

1.28 2.89 4.50 6.11 7.72 9.33 10.94

c. Three standard deviations
from the mean
36 out of 36, or 100%

1.28 2.89 4.50 6.11 7.72 9.33 10.94

Example 1: The score of the Grade 11 students in their
Statistics and Probability Exam are normally distributed
with a mean of 35 and a standard deviation of 5. Answer
the following questions:
a. What percent of the scores are between 30 to 40?
68% of the scores are between 30 to 40
b. What score falls within 95% of the distribution?
25 to 45 falls within 95% of the distribution
Example 2: The heights of women follow a bell-shaped
distribution with a mean of 160 cm and a standard
deviation of 7.5 cm. What is the approximate percentage of
women with a height between 137.5 cm and 182.5 cm?

99.7% of women have a height between 137.5 cm and

182.5 cm.
Example 3: Complete the table. Write on the respective
column the range or interval of the scores based on the
given parameters. Then illustrate through a diagram.
Standard
Mean 68% 95% 99.7%
Deviation
25 3 22 to 28 19 to 31 16 to 34
88 6.5 81.5 to 94.5 75 to 101 68.5 to 107.5
AREAS UNDER THE STANDARD NORMAL
CURVE
hundredth place of a z-value

z-values
Example 1: Find the area that corresponds to 𝑧 = 2.

The area that corresponds

to 𝑧 = 2 is 0.4772
Example 2: Find the area that corresponds to 𝑧 = 2.47

The area that corresponds

to 𝑧 = 2.47 is 0.4932
Example 3: Find the area that corresponds to 𝑧 = −2.47

The area that corresponds

to 𝑧 = −2.47 is 0.4932
Determine the area under the standard normal curve to
the right of 𝑧 = 1.63
Determine the area under the standard normal curve to
the left of 𝑧 = 1.25
Determine the area under the standard normal curve
between 𝑧 = 1.03 and 𝑧 = −0.37.
Example 4: Determine the area under the standard
normal curve to the right of 𝑧 = 1.63
Let 𝐴1 = area of 𝑧 = 1.63
Let A = area to the right of
𝑧 = 1.63
0.0516
𝐴1 = 0.4484
𝐴 = 0.5 − 𝐴1
𝐴 = 0.5 − 0.4484
𝑨 = 𝟎. 𝟎𝟓𝟏𝟔
0.4484
The area to the right of 𝑧 = 1.63 is 0.0516
Example 5: Determine the area under the standard
normal curve to the right of 𝑧 = −1.8
Let 𝐴1 = area of 𝑧 = −1.8
Let A = area to the right of
0.9641 𝑧 = −1.8

𝐴1 = 0.4641
𝐴 = 0.5 + 𝐴1
𝐴 = 0.5 + 0.4641
0.4641 𝑨 = 𝟎. 𝟗𝟔𝟒𝟏

The area to the right of 𝑧 = −1.8 is 0.9641.

Words/Phrases Sign Notation Operation
greater than
Subtract 0.5
to the right
to the
at least Positive 𝑃(𝑧 > 𝑎)
corresponding
more than
area
above
greater than
to the right Add 0.5 to the
𝑃(𝑧 > −𝑎)
at least Negative corresponding
more than area
above
Example 6: Determine the area under the standard
normal curve to the right of 𝑧 = 2.35
Example 7: Determine the area under the standard
normal curve above 𝑧 = −0.95
Example 8: Determine the area under the standard
normal curve to the left of 𝑧 = 1.25
Let 𝐴1 = area of 𝑧 = 1.25
Let A = area to the left of 𝑧 = 1.25
0.8944 𝐴1 = 0.3944
𝐴 = 0.5 + 𝐴1
𝐴 = 0.5 + 0.3944
𝑨 = 𝟎. 𝟖𝟗𝟒𝟒

0.3944

The area to the left of 𝑧 = 1.25 is 0.8944.

Example 9: Determine the area under the standard
normal curve to the left of 𝑧 = −1.52
Let 𝐴1 = area of 𝑧 = −1.52
Let A = area to the left of 𝑧 = −1.52
0.0643 𝐴1 = 0.4357
𝐴 = 0.5 − 𝐴1
𝐴 = 0.5 − 0.4357
𝑨 = 𝟎. 𝟎𝟔𝟒𝟑

0.4357
The area to the left of 𝑧 = −1.52 is 0.0643.
Words/Phrases Sign Notation Operation
less than
to the left Add 0.5 to the
at most Positive 𝑃(𝑧 < 𝑎) corresponding
no more than area
below
less than
Subtract 0.5
to the left
𝑃(𝑧 < −𝑎) to the
at most Negative
corresponding
no more than
area
below
Example 10: Determine the area under the standard
normal curve to the left of 𝑧 = 2.32
Example 11: Determine the area under the standard
normal curve below 𝑧 = −0.58
Example 12: Determine the area under the standard
normal curve between 𝑧 = 0.32 and 𝑧 = 2.42.
Let 𝐴1 = area of 𝑧 = 0.32
Let 𝐴2 = area of 𝑧 = 2.42
Let A = area between 𝑧 =
0.32 and 𝑧 = 2.42

𝐴1 = 0.1255
𝐴2 = 0.4922
0.1255 𝐴 = 𝐴2 − 𝐴1
𝐴 = 0.4922 − 0.1255
0.4922 𝑨 = 𝟎. 𝟑𝟔𝟔𝟕
The area between 𝑧 = 0.32 and 𝑧 = 2.42 is 0.3667.
Example 13: Determine the area under the standard
normal curve between 𝑧 = 1.03 and 𝑧 = −0.37.
Let 𝐴1 = area of 𝑧 = 1.03
Let 𝐴2 = area of 𝑧 = −0.37
Let A = area between 𝑧 =
1.03 and 𝑧 = −0.37

𝐴1 = 0.3485
𝐴2 = 0.1443
0.3485 𝐴 = 𝐴1 + 𝐴2
𝐴 = 0.3485 + 0.1443
0.1443 𝑨 = 𝟎. 𝟒𝟗𝟐𝟖
The area between 𝑧 = 1.03 and 𝑧 = −0.37 is 0.4928.
Words/Phrases Sign Notation Operation
Subtract the
𝑃(𝑎 < 𝑧 < 𝑏) bigger area to
Same sign 𝑃(−𝑎 < 𝑧 < −𝑏)
the smaller
Between a and b area
𝑃(𝑎 < 𝑧 < −𝑏)
Different 𝑃(−𝑎 < 𝑧 < 𝑏)
Add the two
sign areas
Example 14: Determine the area under the standard
normal curve between 𝑧 = −1.5 and 𝑧 = −2.5.
Example 15: Determine the area under the standard
normal curve between 𝑧 = −1.35 and 𝑧 = 2.95.
STANDARD SCORE (Z-SCORE)
➢ Measures how many standard deviation a given value (x)
is above or below the mean.
➢ A positive z-score indicates that the observed value is
above the mean, whereas a negative z-score indicates the
observed value is below the mean.
➢ Formula: 𝑥−𝜇
𝑧=
𝜎
Example 1: On the first periodic exam in Chemistry, the mean was
70 and the standard deviation was 9. Determine the standard score
of a student who received a score of 88. (Assume scores are
normally distributed.)

43 52 61 70 79 88 97
Example 1: On the first periodic exam in Chemistry, the mean was
70 and the standard deviation was 9. Determine the standard score
of a student who received a score of 88. (Assume scores are
normally distributed.)
Solution: 𝑥−𝜇
𝑧=
𝜎
88−70
𝑧=
9
𝑧=2
This indicates that 88 is 2 standard deviations above the mean. The
score is above average.
Example 2: On a final examination in Statistics, the mean was 75
and the standard deviation is 12. Determine the standard score of a
student who received a score of 60. (Assume scores are normally
distributed.)

39 51 63 75 87 99 111
Example 2: On a final examination in Statistics, the mean was 75
and the standard deviation is 12. Determine the standard score of a
student who received a score of 60. (Assume scores are normally
distributed.)
Solution: 𝑥−𝜇
𝑧=
𝜎
60−75
𝑧=
12
𝑧 = −1.25
This indicates that 60 is 1.25 standard deviations below the mean. The
score is below average.
Example 3: Luz scored 90 in an English test and 70 in a Physics
test. Scores in the English test have a mean of 80 and a standard
deviation of 10. Scores in the Physics test have a mean of 60 and a
standard deviation of 8. In which subject was her standing better?
Solution: (English) Solution: (Physics)
𝑥−𝜇 𝑥−𝜇
𝑧= 𝑧=
𝜎 𝜎
90−80 70−60
𝑧= 𝑧=
10 8
𝑧=1 𝑧 = 1.25
Luz has a better standing in Physics than in English.
Example 4: In a Science test, the mean score is 42 and the
standard deviation is 5. Assuming the scores are normally
distributed, what percent of the score is
a. greater than 48?
b. less than 50?
c. Between 30 and 48?
a. greater than 48?
Solution:
𝑥−𝜇
𝑧=
𝜎
48−42
𝑧=
5 42 48
𝑧 = 1.2 𝐴1 = 0.3849
𝐴 = 0.5 − 𝐴1
𝐴 = 0.5 − 0.3849
𝑨 = 𝟎. 𝟏𝟏𝟓𝟏

Hence, 11.51% of the scores is greater than 48.

b. less than 50?
Solution:
𝑥−𝜇
𝑧=
𝜎
50−42
𝑧=
5
42 50
𝑧 = 1.6 𝐴1 = 0.4452
𝐴 = 0.5 + 𝐴1
𝐴 = 0.5 + 0.4452
𝑨 = 𝟎. 𝟗𝟒𝟓𝟐

Hence, 94.52% of the scores is less than 50.

c. between 30 and 48?
Solution:
𝑥−𝜇 𝑥−𝜇
𝑧= 𝑧=
𝜎 𝜎
30−42 48−42
𝑧= 𝑧=
5 5 30 42 48
𝑧 = −2.4 𝑧 = 1.2 𝐴1 = 0.4918
𝐴2 = 0.3849
𝐴 = 𝐴1 + 𝐴2
𝐴 = 0.4918 + 0.3849
𝑨 = 𝟎. 𝟖𝟕𝟔𝟕

Hence, 87.67% of the scores are between 30 and 48.

Consider the normal distribution of IQs with a mean of
100 and a standard deviation of 16. What percentage of
IQs are:
a. Greater than 95?
b. Less than 120?
c. Between 90 and 110?
PERFORMANCE TASK:
Make your own word problem involving normal distribution
and standard score. Then, answer the questions you made.
Example: In a Science test, the mean score is 42 and the standard
deviation is 5. Assuming the scores are normally distributed, what
percent of the score is:
a. greater than 48?
b. less than 50?
c. Between 30 and 48?
PERCENTILE
➢ A measure used in statistics indicating the value below which
a given percentage of observations in a group of
observations fall.
➢ A measure of relative standing. It is a descriptive measure of
the relationship of a measurement to the rest of the data.
➢ Your score in Statistics and Probability exam is at the 95th
percentile. That means you fared compared to the 95% of
your class, while 5% of the class fared above you.
Example 1: Find the value of the 95th percentile of a
standard normal curve.
Solution:
P95 means locating an area before (or below) the point. We
want to know what the z-value is at this point.
95% or 0.95 0.4495 to 0.4505
z = 1.64 z = 1.65
0.5 0.45
1.64 + 1.65
𝑧= = 𝟏. 𝟔𝟒𝟓
2

Hence, the value of the 95th percentile is 1.645

Example 2: Find the value of the 89th percentile of a
standard normal curve.
Solution:
P89 means locating an area before (or below) the point. We
want to know what the z-value is at this point.
89% or 0.89 0.3888 to 0.3907
z = 1.22 z = 1.23
0.5 0.39
1.22 + 1.23
𝑧= = 𝟏. 𝟐𝟐𝟓
2

Hence, the value of the 89th percentile is 1.225

Example 3: Find the value of the 40th percentile of a
standard normal curve.
Solution:
P40 means locating an area before (or below) the point. We
want to know what the z-value is at this point.
40% or 0.40 0.0987 to 0.1026
z = -0.25 z = -0.26
0.1

0.4 −0.25 + (−0.26)

𝑧= = −𝟎. 𝟐𝟓𝟓
2

Hence, the value of the 40th percentile is -0.255

Example 4: Find the value of the 68th percentile of a
standard normal curve.
Example 5: Find the value of the 22nd percentile of a
standard normal curve.
Example 6: Find the value of the 97.5th percentile of a
standard normal curve.
Example 7: Having obtained a score of 85 in a recently
concluded Unit Test, John wanted to know how he fared in
comparison to his classmates. His teacher told him his score
is at the 90th percentile. What is the corresponding z-score of
90th percentile?
Example 8: The results of a nationwide aptitude test in
Mathematics are normally distributed with an average of 80
and standard deviation of 15. What is the percentile rank of a
score of 84?
Solution: 𝐴 = 0.1064
𝑥−𝜇 1
𝑧= 𝐴 = 0.5 + 𝐴1
𝜎 𝐴 = 0.5 + 0.1064
84−80 𝑨 = 𝟎. 𝟔𝟎𝟔𝟒
𝑧=
15
𝑧 = 0.27
Hence, the percentile rank of 84 is P60.64