Normal Distribution Part 2

N orma l
Probability
D ist ribut ions
I nt roduct ion t o
Normal
D ist ribut ions a nd
the Standard
Distribution
Definition
• It is defined as a continuous
frequency distribution of
infinite range.
• The normal distribution is a

descriptive model that
describes real world situations.
Importance
• Many dependent variables are
commonly assumed to be normally
distributed in the population
• If a variable is approximately normally
distributed we can make inferences
about values of that variable
P ropert ies of
N orma l
Distributions
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.
Larson & Farber, Elementary Statistics: Picturing the World , 3 e 5
P ropert ies of
N orma l
Distributions
The most important probability distribution in
statistics is the normal distribution.
Normal curve
A normal distribution is a continuous probability

distribution for a random variable, x. The graph of a
normal distribution is called the norma l curve .

P ropert ies of
N orma l
Properties ofDistributions
a Normal Distribution
• The mean, median, and mode are equal.
• The normal curve is bell-shaped and symmetric about
the mean.
• The total area under the curve is equal to one.
• The normal curve approaches, but never touches the x -
axis as it extends farther and farther away from the
mean.
• 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 .
P ropert ies of
N orma l
Distributions
I nflect ion point s
T ot a l a rea =
1
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, you
can graph a normal curve with the equation
2
eπ= 2.178 = 3.14
y = σ 1 e -(xμ- )
2 .
σ2
2π
M ea ns a nd
Deviations
S t a nda rd
A normal distribution can have any mean and
any positive standard deviation.
Inflection
The mean gives points
Inflection the location of
points the line of
symmetry.
x x
1 2 3 4 5 1 2 3 4 5 6 7 8 9 10 11
6
Mean: μ = 6
Mean: μ = 3.5
Standard Standard
deviation: σ deviation:
 σ
1.3
The standard deviation describes the 1.9
spread of the data.

T he S t a nda rd
N orma l
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

Value - Mean xμ-
formula z = = .
Standard deviation σ
T he S t a nda rd
N orma l
Distribution
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
3 2 1 0 1
z-boundaries).
2 3
After the formula is used to transform an x -value into a

z-score, the Standard Normal Table in Appendix B is
used to find the cumulative area under the curve.
The Standard Normal Table
P ropert ies of t he S t a nda rd
N orma l Distribution
• The cumulative area is close to 0 for z-scores close to
z = 3.49.
• The cumulative area increases as the z-scores
increase.
• The cumulative area for z = 0 is 0.5000.
• 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.

Characteristics
• Bell-Shaped
• Mean=Median=Mode
• Curve is asymptotic to the x-
axis
• Total area under the curve

above the x-axis = 1 or 100%
Empirical
Rule:
68% of
the data
95% of the data
99.7% of the data

The Normal Distribution:
as mathematical function (pdf)
• Mathematical Formula
1 x  2
1 2( )
f (x)   
e 
Note constants: 2 This is a bell shaped
=3.14159 curve with different
centers and spreads
e=2.71828 depending on  and 
The Standard Normal
Distribution (Z)
• The mean (μ ) = 0
• Standard deviation (σ)
=1
x
X ~ N (, )  
Z
3 1 1 3
Probabilities are depicted by
areas under the curve
• Total area under

the curve is 1
• The area in red is
equal to p(z > 1)
• The area in blue
is equal to p(-1< z
<0)
Let us familiarize some of the terms involved in
using notations.
Negative P(z < a) Positive P(z > a)
“less than z” “greater than z”
“to the left of z” “to the right of z”
“below z” “above z”
“lower than” “more than z”
“under z” “at least z”
Z-SCORE TABLE
Z-SCORE TABLE
Z-SCORE TABLE
Z-SCORE TABLE
Finding Areas under the
standard normal Curve
1. Find the area to between
z=0 and z = 1.45
z=0 and z = -1.45
z=0 and z = 0.23
z=0 and z = 1.45
z=0 and z = -1.45
z=0 and z = 0.23
• Example:
▫Find the area to the right
of:
🞄1. z=1.13
🞄2. z=-0.27
• Example:
▫Find the area to the right of:
🞄1. z=1.13
• Example:
▫Find the area to the right of:
🞄2. z=-0.27
• Example:
▫Find the area to the left of:
🞄1. z=0.36
🞄2. z=-0.29
• Example:
🞄1. z=0.36
• Example:
🞄2. z=-0.29
z=2.16 and z = 1.18
z=-0.23 and z = 1.52
z=-1.30 and z = 1.30
Finding Areas under the standard
normal Curve
1. Find the area to between z=2.16
and z = 1.18
Finding Areas under the standard
normal Curve
2. Find the area to between z=-0.23 and z
= 1.52
Finding Areas under the standard normal
Curve
3. Find the area to between z=-1.30
and z = 1.30
The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score
of 2.71.
Appendix B: 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.
Guidelines for Finding Areas
F inding A rea s U nder t he
S t anda rd N orma l Curve
• 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.
2. The area to the 3. Subtract to find the area to
left of z = 1.23 is the right of z = 1.23:
0.8907. 1  0.8907 = 0.1093.
z
0 1.23
1. Use the table to find
the area for the z-score.

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.
Example:
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.

Example:
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.
Normal
Distributions:
Finding
Probabilities
Let us familiarize some of the terms involved in
using notations.
Negative P(z < a) Positive P(z > a)
“less than z” “greater than z”
“to the left of z” “to the right of z”
“below z” “above z”
“lower than” “more than z”
“under z” “at least z”
FORMULA:
P roba bilit y a nd
N orma l
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

P roba bilit y a nd
N orma l
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
P roba bilit y a nd
N orma l
Example:
The average on aDistributions
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 z  xμσ- = 908-
78 = 1.5
P ( x < 90)
The probability that

x a student receives a
μ =78 90 test score less than 90
z
μ =0
is 0.9332.
1? .
5
P ( x < 90) = P(z < 1.5) = 0.9332

P roba bilit y a nd
N orma l
Example:
Distributions
The average on a statistics test was 78 with a standard
greater than than 85.
μ = 78 z = xσ
-μ = 85 - 78
8
σ=8
= 0.875 
P ( x > 85) 0.88
The probability that a
x student receives a test
μ =78 85 score greater than 85 is
z
0.1894.
μ =0 0?8.
8
P ( x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.1894

P roba bilit y a nd
N orma l
Example:
The average on aDistributions
statistics test was 78 with a standard
between 60 and 80. xμ- 60 - = -2.25
z1 = σ = 8
P(60 < x < 80) 78
z 2  xμ- 80 - 78 = 0.25
σ = 8
μ = 78
σ=8
The probability that a
x student receives a test
60 μ =78 80 score between 60 and 80
z
is 0.5865.
2.?25 μ =0 0.?25
P(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
=
Percentiles for
Normal
Distributions
Percentiles for Normal Distributions
A percentile is a measure used in

statistics indicating the value below which
a given percentage of observations in a
group of observations fall. It is a measure
of relative standing as it measures the
relationship of a measurement of the rest
of the data.
Example 1
Find the 89th percentile of the normal

curve.
By definition, the P89 means locating an

area before or below the point. We want
to know what the z-value is at this point.
1. Express the given percentage as

probability, remember 89% is the same as
0.8900.
2. Using the z-table (Cumulative Distribution
Function (CDF) of the Standard

3. There is no area corresponding exactly to

0.8900. It is between of 0.8888 with
a corresponding z - score of 1.22 and 0.8907 with
a corresponding z - score of
1.23. The nearest value to 0.8900 is 0.8888 and
therefore, the distribution
lies below z = 1.22.
4. Construct a normal curve and shade the region
to the left of 1.22.

z =1.22
A = .8888
1. Find the 86th percentile of the normal

curve.
2. Find the 95th percentile of the normal

curve.
3. Find the 32nd percentile of the normal

curve.
T h e C ent ra l L imit T heorem
If a sample of size n  30 is taken from a population with
any type of distribution that has a mean =  and
standard deviation = ,
x x
 
the sample means will have a normal
distribution. xx
x x
x x
x
x x x x x x

T he C ent ra l L imit T heorem
If the population itself is normally distributed , with
mean =  and standard deviation =  ,
x

the sample means will have a
norma l distribution for any sample
size n .
xx
x xx
x x
x x x x x x

T he C ent ra l L imit T heorem
In either case, the sampling distribution of sample means
has a mean equal to the population mean.
μx  μ Mean of the
sample means
The sampling distribution of sample means has a standard

deviation equal to the population standard deviation
divided by the square root of n.
σx  σ Standard deviation of the

sample means
n
This is also called the
standard error of the
mean.
I nt erpret ing t he C ent ra l
L imit Theorem
E xa mple cont inued :
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of 0.7
feet. 38 bushes are randomly selected from the
population, and the mean of each sample is determined.
The mean of the sampling distribution is 8 feet ,and the

standard error of the sampling distribution is 0.11 feet.
From the Central Limit Theorem,

because the sample size is greater
than 30, the sampling x
distribution can be approximated 7.6 8

8.4
by the normal distribution. σ x = 0.11
μx = 8
Finding Probabilities
Example:
The heights of fully grown magnolia bushes have a
mean height of 8 feet and a standard deviation of 0.7
feet. 38 bushes are randomly selected from the
population, and the mean of each sample is determined.
The mean of the sampling distribution

is 8 feet, and the standard error of μx = 8 n=
the sampling distribution is 0.11 feet. σx = 38
0.11
Find the probability that the
x
mean height of the 38 bushes is
7.6 8 8.4
less than 7.8 feet. 7.8
Continued.
Finding Probabilities
E xa mple cont inued :
Find the probability that the mean height of the 38
bushes is less than 7.8 feet.
μx = 8 n = 38
σ x = 0.11
xμ
z  σx
x
P ( x < 7. 8)
x
7.6 8 8.4
7.8 = 7.8 8
0.11
z
0 = 1.82
P ( x < 7.8) = P (z <  ?1. 8 ) = 0. 0344
The probability that2the mean height of the 38 bushes is
less than 7.8&feet
Larson is Elementary
Farber, 0.0344. Statistics: Picturing the World , 3 e 65
P roba bilit y a nd
N orma l
Example:
Distributions
The average on a statistics test was 78 with a standard
find the probability that the mean score of 25 randomly
selected students is between 75 and 79.
μ x = 78 x
z1 = σx = 751.6
 78 = 1. 88
σ 8 xμ
σx = = = 1.6
n 25
z2 = =
79  78 = 0.63
σ 1.6
P (75 < x < 79) xμ
x
75 78 79
z
1?.8 0 Continued.
8 0?.63
P roba bilit y a nd
N orma l
E xa mple
cont inued :
Distributions
P (75 < x < 79)

x
75 78 79
z
1?.8 0
8 0?.63
P(75 < x < 79) = P(1.88 < z < 0.63) = P(z < 0.63)  P(z < 1.88)
= 0.7357  0.0301 = 0.7056
Approximately 70.56% of the 25 students will have a mean
score between 75 and 79.
P roba bilit ies of x a nd x
Example:
The population mean salary for auto mechanics is
 = $34,000 with a standard deviation of  = $2,500. Find
the probability that the mean salary for a randomly selected
sample of 50 mechanics is greater than $35,000.
μ x = 34000
xμ 35000  34000 = 2.83
z x
=
σ x  σn = 2500 σx 353.55
50 = 353.55
P ( x > 35000) = P (z > 2. 83)= 1  P (z < 2.83)
= 1  0.9977 = 0.0023
The probability that the mean
x salary for a randomly selected
34000 35000 sample of 50 mechanics is
z
0 2.? greater than $35,000 is 0.0023.
83
Example:
The population mean salary for auto mechanics is
 = $34,000 with a standard deviation of  = $2,500. F ind
the probability that the salary for one randomly selected
mechanic is greater than $35,000.
(Notice that the Central Limit Theorem does not apply.)
z = xμ- = 35000 - 34000
μ = 34000
= 0.4
σ = 2500 σ
2500
P (x > 35000) = P (z > 0.4) = 1  P (z < 0.4)
=x1  0.6554
The =probability
0.3446 that the salary
34000 35000 for one mechanic is greater
z
0 than $35,000 is 0.3446.
0 ?.
4
Example:
The probability that the salary for one randomly selected
mechanic is greater than $35,000 is 0.3446. In a group of
50 mechanics, approximately how many would have a
salary greater than $35,000?
This also means that 34.46% of
P ( x > 35000) = 0.3446 mechanics have a salary greater than
$35,000.
34.46% of 50 = 0.3446  50 = 17.23
You would expect about 17 mechanics out of the

group of 50 to have a salary greater than $35,000.
Source:
https://
www.mathportal.org/calculators/sta
tistics-calculator/normal-distributio
n-calculator.php
https://
www.slideshare.net/JesusismySavio
r19martian29/normal-distribution-6
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N orma l

• The normal distribution is a

Hours spent studying in a day

The time spent

The probability distribution of a continuous random

A normal distribution is a continuous probability

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 6

If x is a continuous random variable having a normal

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 9

The horizontal scale

Any value can be transformed into a z-score by using the

is the same as the area under the

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

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 12

• Total area under the curve

95% of the data

99.7% of the data

• Total area under

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 41

From the Standard Normal Table, the area

From the Standard Normal Table, the area is equal to

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 43

0.0239 0.8577  0.0239 = 0.8338

From the Standard Normal Table, the area is equal to

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 48

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

P ( x < 15) = P(z < 1) = Shaded area under the curve

The probability that

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 50

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 51

A percentile is a measure used in

Find the 89th percentile of the normal

By definition, the P89 means locating an

1. Express the given percentage as

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 56

3. There is no area corresponding exactly to

Larson & Farber, Elementary Statistics: Picturing the World , 3 e 57

1. Find the 86th percentile of the normal

2. Find the 95th percentile of the normal

3. Find the 32nd percentile of the normal

The sampling distribution of sample means has a standard

σx  σ Standard deviation of the

The mean of the sampling distribution is 8 feet ,and the

From the Central Limit Theorem,

distribution can be approximated 7.6 8

The mean of the sampling distribution

P (75 < x < 79)

P (x > 35000) = P (z > 0.4) = 1  P (z < 0.4)

34.46% of 50 = 0.3446  50 = 17.23

You would expect about 17 mechanics out of the

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