NORMAL DISTRIBUTION

STATISTICS AND PROBABILITY

RECALL…
Continuous Random Variable
 a random variable that takes on an uncountable
number of values from a given finite or infinite set
of values
 typically measurable quantities
 follows a continuous probability distribution
NORMAL DISTRIBUTION
 Many continuous variables, such as IQ score, heights
of people, or weights of M&Ms, have bell-shaped
distributions (normal distribution).
 Most important distribution in statistical science
 Most significant theories and applications in statistical
inference are based on the existence of a normal
distribution.
 Also known as the Gaussian distribution in honor of the
German mathematician Johann Carl Friedrich Gauss (1777-
1855), who derived its equation
NORMAL DISTRIBUTION
NORMAL CURVE
 The graph of a normal distribution is called a normal
distribution curve, or simply, a normal curve.
 Symmetric and bell-shaped curve with tails that are
asymptotic to the x-axis.
 The shape and position of the normal curve depend
on the mean and standard deviation of the normal
distribution.
NORMAL CURVE
NORMAL CURVE
 Properties of the Normal Curve
 It is bell-shaped
 The mean, median, and mode are equal. They are located
at the center of the distribution.
 It is symmetric about the mean.
 The total area under the curve is 1.
 The curve is asymptotic to the x-axis.
NORMAL CURVE
 For a continuous random variable X that follows a
normal distribution denoted by 𝑋~𝑁(𝜇, 𝜎), the
probability density function is
1 1 𝑥−𝜇 2
−
𝑒 2 𝜎 , −∞ < 𝑥 < ∞, −∞ < 𝜇 < ∞, 𝜎 > 0
𝑓 𝑥 = ൞𝜎 2𝜋
0 , otherwise

where 𝜇 is the mean and 𝜎 is the standard deviation.

NORMAL CURVE
 Every normal curve, regardless of its mean and
standard deviation, conforms to the following
“empirical rule”
 About 68% of the area under the curve falls within 1
standard deviation of the mean.
 About 95% of the area under the curve falls within 2
standard deviations of the mean.
 Nearly the entire distribution (about 99.7% of the area
under the curve) falls within 3 standard deviations of the
mean.
NORMAL CURVE
 Empirical Rule
STANDARD NORMAL DISTRIBUTION
 A standard normal distribution is a normal distribution
with a mean of 0 and standard deviation of 1.
STANDARD NORMAL DISTRIBUTION

 The values under the curve indicate the proportion of

area in each section.
 Example: the area between the mean and 1 standard
deviation above or below the mean is about 0.3413 or
34.13%
STANDARD NORMAL DISTRIBUTION
 All normal distributions with mean 𝜇 and standard
deviation 𝜎 can be transformed to a standard normal
distribution using the formula for the standard score
𝑥−𝜇
𝑧=
𝜎
 The z-value or z-score gives the number of standard
deviations that a particular value of X is away from
the mean.
 The transformation from x to z assures that the
desired area under the given normal curve 𝑁(𝜇, 𝜎) is
the same as the area under the standard normal
distribution 𝑁(0, 1).
STANDARD NORMAL DISTRIBUTION
 The area under a normal distribution curve is used to
solve practical application problems, such as finding
the percentage of adult women whose height is
between 5 feet 4 inches and 5 feet 7 incher, or finding
the probability that a new battery will last longer than
4 years.
AREA UNDER THE STANDARD
NORMAL CURVE
 Cumulative standard normal distribution
 table of the cumulative distribution function (i.e. the area
to the left of some particular value z) of a standard
normal curve. (Appendix B, pp. 299 – 230)
 table that reports the cumulative probability associated
with a particular z-score
 Illustration: How to use the table
 Find the area to the left of 𝑧 = 1.25
 Look up 1.2 in the first column and 0.05 on the top row.
The intersection of the row and column selected is the
desired value of the area. The area to the left of z = 1.25
is 0.8944
AREA UNDER THE STANDARD
NORMAL CURVE
 Steps in finding the area under the standard normal
curve
 Draw the normal distribution curve and shade the area.
 To find the area to the left of any z-value: look up the z
value in the table and use the given area.
 To find the area to the right of any z-value: look up the z
value and subtract the area from 1.
 To find the area between any two z values: look up both z
values and subtract the corresponding areas
AREA UNDER THE STANDARD
NORMAL CURVE
Example 1.
Given a standard normal distribution, find the area:
a. to the left of 𝑧 = 2.06
b. to the right of 𝑧 = −1.19
c. between 𝑧 = 1.68 and 𝑧 = −1.37
AREA UNDER THE STANDARD
NORMAL CURVE
Example 2.
Given a normal distribution with mean 8 and standard
deviation of 2, find the area
a. to the left of 𝑥 = 7.5
b. to the right of 𝑥 = 10
c. between 𝑥 = 6.5 and 𝑥 = 9
AREA UNDER THE STANDARD
NORMAL CURVE
Example 3.
Find the z value such that the area under the standard normal
distribution curve between 0 and the z value is 0.2123.
Answer: z = 0.56

Example 4.
Find the z value that corresponds to the given area.

Answer: z = 1.98
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
 A normal distribution curve can be used as a probability
distribution curve for normally distributed variables.
 The area under the standard normal distribution curve can
also be thought of as a probability.
 The area to the left of 𝑋 = 𝑥 is the probability from −∞ to
𝑥, denoted by 𝑃(𝑋 < 𝑥).
 The area to the right of 𝑋 = 𝑥 is the probability from 𝑥 to
+ ∞, denoted by 𝑃(𝑋 > 𝑥).
 The area between two values 𝑋 = 𝑎 and 𝑋 = 𝑏 is the
probability between 𝑋 = 𝑎 and 𝑋 = 𝑏, denoted by 𝑃(𝑎 <
𝑥 < 𝑏)
 The probability of any exact value 𝑋 = 𝑥 is 0, denoted by
P 𝑋=𝑥 =0
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 5.
In a certain high school, the heights of the students are
normally distributed with a mean of 160 cm and a standard
deviation of 10 cm.
a. Find the probability that a randomly selected student will
be less than 155 cm tall.
b. Find the probability that a randomly selected student will
be taller than 168 cm.
c. Find the probability that the height of a randomly selected
student will be between 165 cm and 175 cm.
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 6.
The scores of the students in the final examination are
normally distributed with a mean of 72 and a standard
deviation of 8.
a. Find the percentage of students who scored less than 65.
b. Find the percentage of students who scored more than 75.
c. Find the percentage of students who scored between 77
and 93.
d. Above what score do you find the upper 10% of the
students’ scores?
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 7.
The average monthly income of employees in a certain
company is PhP28,000 with a standard deviation of PhP9,000.
Below which income do we find the lowest 5% of the monthly
income?
PROBABILITIES OF NORMALLY
DISTRIBUTED RANDOM VARIABLES
Example 8.
For a medical study, a researcher wishes to select people in the
middle 60% of the population based on blood pressure. If the
mean systolic blood pressure is 120 and the standard deviation is
8, find the upper and lower readings that would qualify people to

participate in the study.