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A Teaching- Learning Package in Statistics and Probability

Name: ______________________________________ Grade: 11 - ______________

TLP # 6: Normal Distribution : Finding Probabilities Teacher: T. Milan
 Conversion of Normal Random Variable to a standard normal variable
Objectives: Through the given discussion and examples, the students should be able to:
1. Convert a normal random variable to a standard normal variable and vice versa.

I. LOOKING BACK
In the previous TLP, you have learned about standard distribution. In this TLP, we will discuss how to
convert a normal random variable into standard normal variable. Before that, let us recall some properties of a
standard distribution.
The normal random variable of a standard normal distribution x is called the standard score or the z-
score. Any normal distribution can be transformed into a z-score by using the equation:
_________________________________________, this means that the following variable of formula are :
_________________________________________________________________________________________

It is also very essential that you still know how to find a z-score of variable by using the z – score table.

II. PRESENTATION
The conversion needs the standard deviation, mean to convert to z-score. That is why we will use the formula:

It is very important that you still remember the properties in drawing the graph or curve.

III. DISCUSSION
Probability and Normal 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.
 The first graph is the normal distribution
having 𝜇 = 10 and 𝜎 = 5 converting to standard
normal distribution, 𝜇 = 0 and 𝜎 = 1
P(x <15 ) = P (z < 1) = Shaded are under the
curve
Note: A probability of an event should not be >
1.

Let’s have example:

Example 1
The average on a 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.
Solution:
Since we are looking for probability that a student receives a test score less than 90, we need to shade the part to
the left.
P(x < 90 ) = P (z < 1.5)
Step 1:
𝑥−𝜇
Use the formula: 𝑧 = . Find the value for each of the variable,
𝜎

x = 90
𝜇 = 78 [78 is the standard deviation]
𝜎=8 [8 is the mean or average]
Strep:
Substitute and Simplify.
90−78
𝑧= 8
12
𝑧= 8

𝑧 = 1.5
We have the z – score of 1.5.
Step 3:
Since we already have the z – score, find the cumulative area using the standard z –score table.

The probability P (z < 1.5) is 0.9332.

Step 4:
Draw the curve!

P (x < 90 ) = P(z < 1.5 ) = 0.9332

Shade the curve. Since it’s less than, shade the part
less than 1.5 or 90. (Shade to the left.)
Thus, the probability that a student receives attest
score less than 90 is 0.9332
This is the z –score line. It should have in your
graph.
Example 2
The average on a statistics test was 78 with a standard deviation of 8. If the test scores are normally distributed,
find the probability that student receives a test score greater than 85.
Solution:
Observe, since we are looking for probability that a student receives a test greater than 85, we need to shade the
part to the right. Thus, we need to subtract the probability of a less than 85 from 1.
P ( x > 85) = P (z > 0.88) = 1 – P ( z < 0.88) = 1- 0.8106 = 0.1894
Step 1:
𝑥−𝜇
Use the formula: 𝑧 = . Find the value for each of the variable,
𝜎

x = 85
𝜇 = 78 [78 is the standard deviation]
𝜎=8 [8 is the mean or average]
Step 2:
Substitute and Simplify.
85−78
𝑧=
8
7
𝑧=
8

𝑧 = 0.875 𝑜𝑟 0.88
We have the z – score of 0.88.
Step 3:
Since we already have the z – score, find the cumulative area using the standard z –score table.

The probability is P ( z < 0.875) is 0.8106.

Since it’s P (x > 85 ) = P(z > 0.88 ), we need to subtract it from 1. 1- (P z< 0.88) = 1 – 0.8106 = 0.1894
Step 4:
Draw the curve!

P (x > 85 ) = P(z > 0.88 ) = 1- P(z < 0.88)= 1-

0.18106 = 0.1894
Thus, the probability that a student receives attest
score greater than is 0.1894

Example 3
The average on a 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 between 60 and 80.
Solution:
This example is quite different, what we will do is we need to find the z – score of 60 as x and 80 as x.
P ( 60 < x < 80) = P (-2.25 < z < 0.25) = P (z < 0.25) – P (-2.25)
Step 1:
𝑥−𝜇
Use the formula: 𝑧 = . Find the value for each of the variable,
𝜎

Let’s have first x = 60

x = 60
𝜇 = 78 [78 is the standard deviation]
𝜎=8 [8 is the mean or average]
Then, let’s have x = 80
x = 60
𝜇 = 78 [78 is the standard deviation]
𝜎=8 [8 is the mean or average]
Step 2:
Substitute and Simplify.
Let’s have x = 60 Let’s have x = 80

60 − 78 80 − 78
𝑧= 𝑧=
8 8
−18 2
𝑧= 𝑧=
8 8

𝑧 = −2.25 𝑧 = 0.25
The z – scores are -2.25 and 0.25
Step 3:
Since we already have the z – score, find the cumulative area using the standard z –score table.
The z –score of - 2.25 is 0.0122

and z –score of 0.25 is 0.5987.

Step 4:
Recall what we do if it is in between. We subtract the larger area to smaller area
P(z < 0.25) – P ( z < -2.25)
= 0.5987 – 0.0122
= 0.5865
Step 5:
Draw the curve!

P ( 60 < x < 80) = P (-2.25 < z < 0.25) = P (z < 0.25) – P (z <-2.25)
= 0.5987 – 0.0122
= 0.5865

The probability that a students receives a test score between 60 and 80 is 0.5865
Practice!
Try This!
Mary earned a score of 958 on a national achievement test. The mean test score was 850 with a standard
deviation 0f 200. What proportion of students had a higher score than Mary? Assume that test scores are
normally distributed.

Show your solutions.

IV. EVALUATION
A. Find the z – score for each of the following x values for a normal distribution with mean 𝜇 = 20 and
standard deviation 𝜎 = 5. Show your solutions.
1. x = 25 4. X = 12
2. x = 18 5. X = 37
3. x = 34

B. Given the following z-score, find the area under the normal curve, then shade accordingly.
1. P ( z < 0.28) 3. P ( z > 0.33)

2. P ( z > 2.69) 4. P (-0.3 < z < 1.5)

C. Solve each problem. Show your solutions.

1.

2.

3.