Normal Distribution

What is Normal (Gaussian) Distribution?

• The normal distribution is a descriptive model
that describes real world situations.

• It is defined as a continuous frequency distribution

of infinite range (can take any values not just
integers as in the case of binomial and Poisson
distribution).

• This is the most important probability distribution in

statistics and important tool in analysis of
epidemiological data and management science.
 Importance of
Normal Distribution
1. Describes many random processes or
continuous phenomena
2. Can be used to approximate discrete
probability distributions
• Example: binomial
3. Basis for classical statistical inference
 What are some examples of things
that follow a Normal Distribution?
• Heights of people
• Size of things produced by machines
• Errors in measurements
• Blood Pressure
• Test Scores
 Characteristics of the Normal
Distribution
1. ‘Bell-shaped’ & symmetrical
2. Mean, median, mode are equal

3. Unimodal
4. The total area under the curve is 1 (or 100%)
5. Asymptotic - The normal curve approaches,
but never touches, the x-axis as it extends
farther and farther away from the mean.
Normal Distribution
Normal Distribution Curve
 The Normal Distribution:
as mathematical function (pdf)

1 x− 2
1 − ( )
f ( x) = e 2 
 2
This is a bell shaped curve
Note constants: with different centers and
=3.14159 spreads depending on 
e=2.71828 and 
 The Normal PDF

It’s a probability function, so no matter what the values of 

and , must integrate to 1!
+ 1 x− 2
1 − ( )

− 2
 e 2  dx =1
 Normal Distribution
Probability
Probability is
area under
curve!

f(x)

x
c d
 Standard Normal Distribution

If x is a normal random variable with mean μ and

standard deviation , then the random variable z,
defined by the formula

has a standard normal distribution. The value z describes

the number of standard deviations between x and µ.
 Standard Normal Distribution
The standard normal distribution is a normal
distribution with µ = 0 and  = 1. A random variable
with a standard normal distribution, denoted by the
symbol z, is called a standard normal random variable.
 Reading Z Tables
2nd decimal place

1st
decimal
place

Combined gives 0.21

 Reading Z Tables

The table gives you the probability from 0 to 2.

2.00
P(0 < Z <1.18) = 0.3810
The Standard Normal Table:
P(z > 1.26)

0.5000
P(z > 1.26)
0.3962 = 0.5000 – 0.3962
= 0.1038
1.26 z
 The Standard Normal Table:
P(z < 1.02)

0.3461
0.5000 P(z < 1.02)
= 0.5000 + 0.3461
= 0.8461
1.02 z
 The Standard Normal Table:
P(z > –2.13)

0.4834 0.5000 P(z > –2.13)

= 0.4834 + 0.5000
= 0.9834
–2.13 z
 The Standard Normal Table:
P(z < –1.17)

0.5000 0.3790 P(z < –1.17)

= 0.5000 – 0.3790
= 0.121
–1.17 z
 The Standard Normal Table:
P(–1.26  z  1.26)

0.3962 0.3962 P(–1.26 ≤ z ≤ 1.26)

= 0.3962 + 0.3962
= 0.7924
–1.26 1.26 z
 The Standard Normal Table:
P(–2.78  z  –2.00)

0.4973 P(–2.78 ≤ z ≤ –2.00)

= 0.4973 –0 .4772
0.4772
= 0.0201
–2.78 –2.00 z
 Additional Example
If Z is the standard normal random variable, find
(a) P(Z  1.75) (b) P(Z  −1.24)
(c) P(Z  1.07) (d) P(Z  −0.45)
(e) P(0.56  Z  0.96) (f) P(−1.65  Z  −0.35)
(g) P(−0.93  Z  2.21)
 Answer
(a) 0.9599
(b) 0.1075
(c) 0.1423
(d) 0.6736
(e) 0.1192
(f) 0.3137
(g) 0.8102
 Non-standard Normal
Distribution
Normal distributions differ by Each distribution would
mean & standard deviation. require its own table.

f(x)

x That’s an infinite
number of tables!
 Standardize the
Normal Distribution

Normal Standardized Normal

Distribution Distribution
 =1

 x = 0 z
One table!
Comparing X and Z units

100 200 X ( = 100,  = 50)

0 2.0 Z ( = 0,  = 1)
 Finding a Probability Corresponding
to a Normal Random Variable
1. Sketch normal distribution, indicate mean, and shade
the area corresponding to the probability you want.
2. Convert the boundaries of the shaded area from x
values to standard normal random variable z

Show the z values under corresponding x values.

3. Use Normal Tables in Formula Booklet to find the
areas corresponding to the z values. Use symmetry
when necessary.
 Example 1
You work in Quality Control for
GE. Light bulb life has a normal
distribution with  = 2000 hours
and  = 200 hours. What’s the
probability that a bulb will last
less than 1470 hours?
 Solution
P(X  1470)
𝑥−𝜇
=𝑃 𝑧<
𝜎
1470−2000
=𝑃 𝑧<
200

= 𝑃 𝑧 < −2.65
= 0.5 − 0.4960
= 0.0040
Example 2

0.5 0.3413
Example 3

0.5

0.4901
 Finding z-Values
for Known Probabilities
What is Z, given Standardized Normal
P(z) = .1217? Probability Table (Portion)

=1 Z .00 .01 0.2

.1217
0.0 .0000 .0040 .0080

0.1 .0398 .0438 .0478

=0 ?
.31 z 0.2 .0793 .0832 .0871

0.3 .1179 .1217 .1255

 Finding x Values
for Known Probabilities
Normal Distribution Standardized Normal Distribution
 = 10 =1
.1217 .1217

 = 5 8.1
? x  = 0 .31 z
 Example 1

X = Verbal SAT score, which is

normally distributed with mean  of
505 and SD  of 110. What Verbal SAT
score will place a student in the top
10% of the population?
 Solution

Look inside the normal tables for 0.4.

You will not find 0.4 but closest to it is 0.3997.
The corresponding z value is 1.28.
 SAT Verbal Scores
• We need to reverse standardize to get X:
𝑥−𝜇
z=
𝜎
𝑥 − 505
1.28 =
110
1.28 × 110 = 𝑥 − 505
140.8 = 𝑥 − 505
𝑥 = 505 + 140.8 = 646
• So, a student needs a Verbal SAT score of 646 in
order to be in the top 10% of all students
 Example 2
• The melons grown in a large orchard have a mean weight of
19.3 hectograms and a standard deviation of 2.2 hectograms.
Assuming that the distribution of the weight of these melons
has roughly a normal distribution, find
(a) what percentage of the melons weigh at most 20.0
hectograms;
(b) what percentage of the melons weigh at least 18.0
hectograms;
(c) what percentage of the melons weigh between 16.5 and 18.7
hectograms;
(d) the weight above which lie the heaviest 25% of the melons;
(e) the weight below which lie the lightest 15% of the melons.
 Answers
(a) 62.55%
(b) 72.24%
(c) 29.16%
(d) 20.774 hectograms
(e) 17.012 hectograms
 Source
• http://cbafaculty.org/21_BS/chap05.ppt
• http://wps.pearsoneducation.nl/wps/media/obje
cts/13126/13441072/powerpoints/msb11e_ppt
_ch04.ppt
• http://alexbraunstein.com/lecture7.ppt
• https://study.com/academy/lesson/normal-
distribution-of-data-examples-definition-
characteristics.html