Preface

A statistical distribution is a mathematical function that defines the likelihood of a

random variable occurring over its admissible space. Understanding statistical distributions is
a fundamental requirement for almost all researchers. The informed researcher will choose the
statistical distribution that best fits the data in the study under consideration. Given that the
normal distribution is the most commonly used statistical distribution in the real world, this e-
book provides a description of said statistical distribution, which has a wide range of
applications in statistics and probability studies. The distribution is well known to the general
researcher and is used in a wide range of applications. When and how to use normal distribution
is described in this e-book. This e-book is simple to read and includes numerous examples to
help the reader; it will be a valuable resource for anyone who performs statistical and
probability analysis. Management scientists, market researchers, engineers, mathematicians,
physicists, chemists, economists, social science researchers, and students from a variety of
disciplines are all included.
Table of Contents

Introduction ........................................................................................................................................ 1
Review .............................................................................................................................................. 2
Definition .......................................................................................................................................... 2
Fundamentals ................................................................................................................................... 4
Normal Distribution ........................................................................................................................... 6
Standard Normal Distribution ........................................................................................................... 6
Examples for Standard Normal Distribution ..................................................................................... 7
Examples for Finding Probabilities of Normally Distributed Random Variables ................................ 9
Exercises ............................................................................................................................................ 12
Exercise 1.1 ..................................................................................................................................... 12
Exercise 1.2 ..................................................................................................................................... 12
References.......................................................................................................................................... 13
Introduction
Today, concepts of social class frequently assume three broad economic categories: a
very wealthy and powerful upper class that owns and controls the means of production; a
middle class of professional workers, small business owners, and low-level managers; and a
lower class that survives on low-wage jobs.

On the same note, a country's income is in the hands of long-term politics and
government. Thereupon, it is up to them to decide how to divide the income between the rich
and poor communities.

Philippine Peso Banknotes

Politicians typically see the middle class as something to be created with economic
growth gains. However, the opposite is true: the middle class is the engine of economic growth.
A strong middle class ensures a consistent consumer base, which drives productive investment.

Relatively speaking, we are all well aware that the middle-class population is slightly
larger than the rich and poor populations. This is reflected in a particular type of distribution,
namely the normal distribution—in which, the wages of the middle-class population form the
mean of the distribution curve.

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Review
Before we get into the normal distribution, it is important to understand the distinction
between a parameter and a statistic. A parameter is a number that describes population data,
whereas a statistic is a number that describes sample data. The mean and standard deviation
are examples of parameters and statistics, but because of the definitions we just discussed, we
must be very careful with the symbols we use to represent these numbers. When dealing with
a sample, the symbol x̄ represents the sample mean, and the letter s represents the sample
standard deviation. These are statistics. When dealing with a population, the Greek letter μ is
used to represent the population mean and the Greek letter σ is used to represent the population
standard deviation. These are parameters.

Sample Population

Mean x̄ μ

Standard Deviation s σ

Statistic Parameter

The population parameters μ and σ are very important when we talk about normally
distributed populations.

OBJECTIVES
KEY TERMS
 Identify the properties of a normal curve.  Mean
 Relate normal distribution to real-life situations.  Standard Deviation
 Find probabilities of normally distributed random  Normal Curve/
variables. Bell Curve

Definition
A normal distribution is a special type of density curve that is bell-shaped. For this
reason, the normal distribution is sometimes called the bell curve or the normal curve. The
normal distribution describes how data tends to cluster around a single value. This central value
is the population mean μ, which is always in the middle of the curve, so for any normal
distribution, we can say that some data points will fall below the mean, while others will fall
above the mean, but the majority of data values will be near the mean.

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 Figure 2.1 A normal curve without a specified mean and standard deviation.

The normal distribution and its shape are caused by a variety of natural variables such
as weight, height, volume, blood pressure, and many others. This is why the normal distribution
is so frequently used. Exam scores, for example, are known to follow a normal distribution:
some people perform exceptionally well on exams, while others perform poorly, but a large
majority of people score near the average or the mean.

Now that you know what a normal distribution looks like, we need to talk about the
population mean μ and the population standard deviation σ. Both of these tell us important
information about how the normal distribution looks.

The population mean μ characterizes the position of the normal distribution. If you
increase the mean, the curve will follow and move towards the right and if you decrease the
mean the curve will still follow and move towards the left. This happens because the data will
always cluster around the mean in normally distributed populations. As a result, the value of
the mean determines the position of the normal distribution. On the other hand, the population
standard deviation σ characterizes the spread of the normal distribution. The larger the standard
deviation, the more spread out the distribution will be. The smaller the standard deviation, the
less spread.

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 Figure 2.2 3 normal curves: two of which with equal means and another one with a
different mean but equal standard deviation.

Analogously, when the spread increases the curve gets much flatter and when the spread
decreases the curve gets taller. The reason for this is because the normal distribution is a density
curve and the total area of any density curve must remain equal to one or 100%. So changes in
the width of the curve must be compensated for by changes in the height of the curve and vice
versa.

The parameters μ and σ completely characterize the normal distribution. The population
mean μ determines the location of the distribution and where the data tends to cluster around,
and the population standard deviation σ determines how spread out the distribution will be.

DID YOU KNOW?

In 1809, Carl Friedrich Gauss introduced the method of least squares, the maximum
likelihood estimator method and the normal distribution, which is often referred as
the Gaussian distribution. The normal distribution is the most commonly used
distribution in all disciplines. The normal has a random variable x with two
parameters, μ is the mean, and σ is the standard deviation.

Fundamentals
Given the aforementioned, a normal curve can be identified by properties viz.:
1. The normal curve is bell shaped.
It implies that the size, shape and slope of the curve on one side is identical to that of the
other. That is, the normal curve has a bilateral symmetry. If the figure is to be folded along its
vertical axis, the two halves would coincide. In other words the left and right values to the
middle central point are mirror images.
2. The normal curve is unimodal
Since there is only one point in the curve which has maximum frequency, the normal
probability curve is unimodal, i.e. it has only one mode.
3. The mean, median, and mode coincide. They are located at the center of the
distribution.
The mean, median and mode of the normal distribution are the same and they lie at the
center.
4. The total area under the curve is 1.
The total area under any normal curve is 1 (or 100%). Since the normal curve is symmetric
about the mean, the area on either sides of the mean is 0.5 (or 50%).

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 5. The normal curve is asymptotic to the X-axis.
The Normal Probability Curve approaches the horizontal axis asymptotically i.e., the curve
continues to decrease in height on both ends away from the middle point (the maximum
ordinate point); but it never touches the horizontal axis. It extends infinitely in both directions
i.e. from -∞ to +∞ as shown in Figure below. As the distance from the mean increases the curve
approaches to the base line more and more closely.

Figure 3.1 The normal curve is asymptotic to the X-axis

6. There is a greater percentage of cases at the middle of the distribution.

There is a greater percentage of cases at the middle of the distribution. In between -1σ and
+ 1σ, 68.26% (34.13 + 34.13), nearly 2/3 of eases lie. To the right side of +1σ, 15.87% (13.59
+ 2.14 + .14), and to the left of-1σ, 15.87% (13.59 + 2.14 + .14) of cases lie. Beyond +2σ.
2.28% of eases lie and beyond -2σ also 2.28% of cases lie.

Thus, majority of eases lie at the middle of the distribution and gradually number of cases
on either side decreases with certain proportions.

Percentage of cases between Mean and different a distances can be read from the figure below:

Figure 3.2 The percentage of the cases falling between successive standard
deviations in normal distribution.

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Normal Distribution
Standard Normal Distribution
A standard normal distribution is a special normal distribution whose mean is 0 and the
whole standard deviation is 1.

All normal distributions with mean μ and standard deviation σ can be transformed to a
standard normal distribution using the following transformation formula:
𝑥−μ
𝑧=
σ
This quantity is called the z-value or z-score. The z-value gives the number of standard
deviations that a particular value of X is away from the mean.

With respect to this, the z-tables below can be used as reference upon solving for probabilities
of normally distributed random variables.

The z-score tells you how many standard deviations the value x is above (to the right of)
or below (to the left of) the mean, μ.

 Values of x that are larger than the mean have positive z-scores.
 Values of x that are smaller than the mean have negative z-scores.
 If x equals the mean, then x has a z-score of zero.

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Examples for Standard Normal Distribution
Given a standard normal distribution, find the area:

1. to the left of z= 2.17

2. to the right of z= -1.85

3. between z= -1.45 and z= 2.15

Solution:

Given a standard normal distribution, find the area:

1. to the left of z = 2.17

0 2.17
Looking up z = 2.17 from the table, the area is 0.9850.

2. to the right of z = -1.85

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 -1.85 0
Since the total area under the curve is 1, the area to the right is equal to the area to the left
subtracted from 1. From the table, the area to the left of z = -1.85 is 0.0322. Thus, the area to
the right of z = -1.73 is 1.0000 - 0.0322 = 0.9678.

3. between z = -1.45 and z = 2.15

-1.45 0 2.15
The area between these two z-values can be found by subtracting the area to the left of z = -
1.45 from the area to the left of z = 2.15. Looking up the areas of the two z-values and
subtracting the areas, you have, 0.9842 - 0.0735 = 0.9107.

TIP
1.STo find the area to the left of a z-score, look up the value of z on the table.
2. To find the area to the right of the z-score, look up the value of z on the table and
subtract it from 1.
3. To find the area between two z-scores z1 and z2, first determine which z-score is
to the left of the other. If z1 < z2, then subtract the area to the left of z1 from the
area to the left of z2.

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Examples for Finding Probabilities of Normally
Distributed Random Variables
Example #1

In a certain shoe store, the average shoe size of a man is 10.5 inches and the standard
deviation is 4.5 inches.

a.) Find the probability that a randomly selected man has a shoe size bigger than 12.5
inches
𝑥−𝜇
𝑧= 𝜎

12.5 − 10.5
𝑧=
4.5
4
z = 9 = 0.45

z = 0.6736

b.) Find the probability that a randomly selected man has a shoe size smaller than 8 inches

8 − 10.5
𝑧=
4.5
5
z= − 9 = -0.56

z= 0.2877

c.) Find the probability that the shoe size of a randomly selected male between 7.5 inches
and 13.5 inches

𝑥1 = 7.5
𝑥2 =13.5
7.5 − 10.5
𝑧1 =
4.5
2
𝑧1 = − 3 = -0.67 = 0.2514

13.5−10.5
𝑧2 = 4.5
2
𝑧2 = = 0.67 = 0.7486
3

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𝑧1 = -.67 ----> Area - .2514
𝑧2 = .67 ----> Area - .7486

Therefore, .7486 - .2514 = 0.4972

Example #2

In a certain hospital, the weight of an average newborn baby is 3.5 kg and a standard
deviation of 1.5 kg.

a.) Find the probability that a randomly selected baby will be heavier than 5 kg

𝑥−𝜇
𝑧=
𝜎
5−3.5
𝑧=
1.5

z= 1 = .8413

b.) Find the probability that a randomly selected baby will be lighter than 2 kg
2−3.5
𝑧= 1.5

z= -1 = .1587

c.) Find the probability that the weight of randomly selected baby will be between 3kg and
6kg

𝑥1 = 3
𝑥2 = 6

3 − 3.5
𝑧1 =
1.5
1
𝑧1 = − 3 = -0.34 = 0.3669

6−3.5
𝑧2 =
1.5
5
𝑧2 = = 1.67 = 0.9525
3

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𝑧1 = - .34 ----> Area - 0.3669
𝑧2 = 1.67 ----> Area - 0.9525

Therefore, 0.9525 – 0.3669 = 0.5856

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Exercises
Exercise 1.1
Find the area of the following.
a. From the negative infinity to 0.58

b. P (z < 0.67)

c. Between -1 and 2.45

d. To the right of -2.6

e. P (z > 0.92)

Exercise 1.2
1. The score of a history test follows a normal distribution with a mean of 50 and a
standard deviation of 5. What is the probability that a randomly selected score will be
between 40 and 55?

2. The average age of a population is 35, with standard deviation of 5. The probability of
people with more than 40 years and percentage of people above 43 years of age are yet
to be found.

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References
[email protected], A. (n.d.). Normal distribution problems with solutions.
Normal Distribution Problems with Solutions. Retrieved November 4, 2021,
from https://www.analyzemath.com/statistics/normal_distribution.html.

Lumen Learning, O. S. (n.d.). Introduction to statistics. Lumen. Retrieved November 4,

2021, from https://courses.lumenlearning.com/odessa-introstats1-1/chapter/the-
standard-normal-distribution/?fbclid=IwAR04IRl0QED2EOcvmjEuL5xw-
HseFlpM4sd9-an1hPHilb_m_NdoPbivoVo.

PubHlth. (n.d.). Word problem #1 (normal distribution) - people.umass.edu.

people.umass.edu › biep540w › pdf › PubHlth 540 Word Problems Unit 5.pdf.
Retrieved November 4, 2021, from
https://people.umass.edu/biep540w/pdf/PubHlth%20540%20Word%20Problem
s%20Unit%205.pdf.

Taylor, C. (2017, July 24). A very special bell curve: Standard normal distribution.
ThoughtCo. Retrieved November 4, 2021, from https://www.thoughtco.com/what-
is-the-standard-normal-distribution-3126371.

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