MODULE 6: NORMAL DISTRIBUTION

Introduction

The normal distribution is the most important and most widely used distribution in statistics. It is
sometimes called the "bell curve," although the tonal qualities of such a bell would be less than pleasing. It is also
called the "Gaussian curve" after the mathematician Karl Friedrich Gauss. As you will see in the module on the
history of the normal distribution, although Gauss played an important role in its history, Abraham de Moivre first
discovered the normal distribution.

Learning Outcomes

At the end of this module, you will:

1. Identify the properties of normal curve.
2. Understand the concept of z-scores.
3. Determine the areas under the normal curve given z-values.

Learning Experience and Self-Assessment Activity

NORMAL DISTRIBUTION

The normal distribution is the most important probability distribution in statistics because it fits many natural
phenomena. For example, heights, blood pressure, measurement error, and IQ scores follow the normal distribution. It
is also known as the Gaussian distribution and the bell curve.

Properties of the Normal Distribution

1. The distribution curve is bell-shaped.

2. The curve is symmetrical about its center.
3. The mean, the median, and the mode coincide at the center.
4. The width of the curve is determined by the standard deviation of the distribution.
5. The tails of the curve flatten out indefinitely along the horizontal axis, always approaching the axis but never
touching it. That is, the curve is asymptotic to the base line.
6. The area under the curve is 1. Thus, it represents the probability or proportion or the percentage associated with
specific sets of measurement values.

To easily understand the concept of a normal distribution curve, allow me to use the classroom setting as an example.
If you get your result in the exam, most of you got an average score. Only few students got a very high score and very
low score. That is normal.

The Area Under the Normal Curve

The Table of Areas under the Normal Curve is also known as the z-Table.

The z- score is a measure of relative standing. It is calculated by subtracting ̅ – (or μ) from the
measurement X and then dividing the result by s (or σ).

The final result, the z-score, represents the distance between a given measurement X and the mean, expressed in
standard deviations.

Four-Step Process in Finding the Areas Under the Normal Curve Given a z-Value

Step 1. Express the given z-value into a three-digit form.

Step 2. Using the z-Table, find the first two digits on the left column.
Step 3. Match the third digit with the appropriate column on the right.

Step 4. Read the area (or probability) at the intersection of the row and the column. This is the required area.

Example:

Find the area that corresponds to z = 1.

Example 2:

Find the area that corresponds to z = –2.58.

Solution

1. Find the Row z=2.5.

2. Find the Column with the heading 0.08.

3. Read the area at the intersection of Row 2.5 and Column 0.08.

SAA 6A

Find the corresponding area between z = 0 and each of z=0.96.

_______________________________________________________________________________________________
Z-SCORES

Z-score is stated to be a measure of relative standing. These scores represent distances from the center
measured in standard deviation units. There are six z-scores at the base line of the normal curve: three z scores to the
left of the mean and three z-scores to the right of the mean.

The areas under the normal curve are given in terms of z-values or scores. Either the z-score locates X within a
sample or within a population. The formula for calculating z is:

where:
X = given measurement
μ = population mean
σ = population standard deviation
X͞ = sample mean
s = sample standard deviation

The z values are matched with specific areas under the normal curve in a normal distribution table.
Therefore, to find the percentage associated with X, we must find its matched z-value using the z-formula.
The z-value leads to the area under the curve found in the normal curve table, which is a probability, and that
probability gives the desired percentage for X.

Example

Given the mean, μ = 50 and the standard deviation, σ = 4 of a population of Reading scores. Find the z-value that
corresponds to a score X = 58.

This conversion from raw score to z-score is shown graphically.

From the diagram, we see that a score X = 58 corresponds to z = 2. It is above the mean. So we can say that,
with respect to the mean, the score of 58 is above average.

Locate the z-value that corresponds to a PE score of 39 given that μ = 45 and σ = 6.

Z- 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

table

z
0 0 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3304 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.483 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
3.5 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998
3.6 0.4998 0.4998 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.7 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.8 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999

Key Points

⮚ The normal distribution is often called the bell curve because the graph of its
⮚ probability density looks like a bell.
⮚ Abraham de Moivre first discovered the normal distribution.
A z-table, also called the standard normal table, is a mathematical table that allows us to know the
percentage of values below (to the left) a z-score in a standard normal distribution (SND).