Conversion of Normal to

Standard Normal Distribution

• Given a normally distributed random variable: 𝑋~𝑁 𝜇, 𝜎 2 , we often
wish to find various probabilities pertaining to where an arbitrary
measurement may lie.
• For instance, we may want to find P(a ≤ X ≤ b), which is the
probability that a random measurement X lies between a and b.
• We may also wish to find the proportion of measurements less than a
value 𝑘, denoted by 𝑃(𝑋 < 𝑘) or at most 𝑘 denoted by 𝑃(𝑋 ≤ 𝑘).
• It would not matter whether we are considering 𝑃(𝑋 < 𝑘) or
𝑃(𝑋 ≤ 𝑘) since 𝑃(𝑋 = 𝑘) = 0
• Finally, we may want the proportion greater than 𝑘 denoted by
𝑃 𝑋 > 𝑘 or at least 𝑘 denoted by 𝑃(𝑋 ≥ 𝑘).
• To find these areas/probabilities, we make use of areas under a standard normal
distribution also but we need to convert a normal distribution into standardized form.
• Whatever the value of the mean and standard deviation of a normal curve, we can
transform the whole normal curve into a standard normal curve (as illustrated in the
following figure).
Standard Scores (z-scores)
• Standard form of normal random variable X is

𝑥−𝜇
𝑧=
𝜎
• Z-scores may be used for normal random variables to transform them
into standard normal random variables
• This, in turn, can help us relate probabilities for any normal
distribution to areas under a standard normal curve
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11 students can
be modeled well by a normal curve with a mean of 1620 mm and a
standard deviation of 50 mm. (𝑋 = ℎ𝑒𝑖𝑔ℎ𝑡 𝑜𝑓 𝐺𝑟. 11 𝑠𝑡𝑢𝑑𝑒𝑛𝑡)
• Determine the proportion of female Grade 11 students shorter than 1550
mm
• Answer:
1550−1620
• Transform 1550 to its z-score. 𝑧 = = −1.4
50
• So that we can associate the area to the left of 1550 with that of the area
to the left of z = -1.4 under a standard normal curve.
• 𝑃 𝑍 < −1.4 = 𝟎. 𝟎𝟖𝟎𝟖
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11
students can be modeled well by a normal curve with a mean of 1620
mm and a standard deviation of 50 mm.
• Determine the proportion of female Grade 11 students taller than
1650 mm
• Answer:
1650−1620
• Transform 1650 to its z-score. 𝑧 = = 0.6
50
• 𝑃 𝑍 > 0.6 = 1 − 𝑃 𝑍 < 0.6 = 1 − 0.7257 = 𝟎. 𝟐𝟕𝟒𝟑
Illustration for Finding Areas under Normal
Curve
• Assume that the distribution of heights of all female Grade 11 students
can be modeled well by a normal curve with a mean of 1620 mm and a
standard deviation of 50 mm.
• Determine the proportion of female Grade 11 students between 1600
and 1675 mm
• Answer:
• Transform 1600 and 1675 into their respective standardized forms
1600−1620 1675−1620
•𝑧= = −0.4 𝑧= = 1.1
50 50
• 𝑃 −0.4 < 𝑧 < 1.1 = 𝑃 𝑍 < 1.1 − 𝑃 𝑍 < −0.4
• = 0.8643 − 0.3446 = 0.5197
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• What is the probability that a randomly selected Grade 11 student will play
one game of Candy Crush in less than 3 minutes?
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 𝑋 < 3
3−3.5
• Transform 3 to its z-score. 𝑧 = = −0.5
1
• 𝑃 𝑍 < −0.5 = 𝟎. 𝟑𝟎𝟖𝟓
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• The probability that a randomly-selected grade 11 student will take
between 1 and 4.5 minutes to play Candy Crush is:
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 1 < 𝑋 < 4.5
• Transform 2 and 4.5 into their respective standardized forms
1−3.5 4.5−3.5
•𝑧= = −2.5 𝑧= =1
1 1
• 𝑃 −2.5 < 𝑧 < 1 = 𝑃 𝑍 < 1 − 𝑃 𝑍 < −2.5
• = 0.8413 − 0.0062 = 𝟎. 𝟖𝟑𝟓𝟏
Practice Problems
• The length of time it takes a Grade 11 student to play the Candy Crush
computer app follows a normal distribution with a mean of 3.5 minutes
and a standard deviation of 1 minute.
• The probability that a randomly-selected grade 11 student will take longer
than 4.5 minutes to play Candy Crush is:
• Answer:
• Given: 𝜇 = 3.5 𝜎 = 1
• We are looking for 𝑃 𝑋 > 4.5
• Transform 4.5 into its respective standardized form
4.5−3.5
•𝑧= =1
1
• 𝑃 𝑧 > 1 = 1 − 𝑃 𝑍 < 1 or P(Z<-1)=0.1587
• = 1 − 0.8413 = 𝟎. 𝟏𝟓𝟖𝟕
Practice Problems
• Ron earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100.
• What proportion of students had a higher score than Ron? (Assume that
test scores are normally distributed.)
• If there were 100,000 students who took the test, how many would be
expected to have a higher score than Ron?
• Answer:
• Given: 𝜇 = 850 𝜎 = 100
• We are looking for 𝑃 𝑋 > 940
• Transform 940 into its respective standardized form
940−850
•𝑧= = 0.90
100
• 𝑃 𝑧 > 0.90 = 1 − 𝑃 𝑍 < 0.90 = 1 − 0.8159 = 𝟎. 𝟏𝟖𝟒𝟏
• 𝟏𝟖. 𝟒𝟏% of the students tested had a higher score than Ron
1. Every day after school, you and your friends take a walk around the
city. The length of the walk is normally distributed with a mean of
μ = 15 minutes and standard deviation of σ = 3 minutes.
• What proportion of walks last less than 15 minutes?
• What proportion of walks last longer than 20 minutes?
• What proportion of walks last between 10 and 20 minutes?
2. Suppose scores on an IQ test are normally distributed. If the test
has a mean of 100 and a standard deviation of 10.
• What is the probability that a person who takes the test will score between 90
and 110?
• What is the probability that a person who takes the test will score greater
than 90?