Module 2
Module 2
Module’s Objectives:
A.Content Standard: The learner will be able to demonstrate an understanding of the key concepts of normal probability
distribution.
B. Performance Standard: The learner will be able to accurately formulate and solve real-life problems in different disciplines
involving normal distribution.
C.Learning Competencies: At the end of this module, you should be able to:
1. Illustrate a normal random variable and its characteristics
2. Identify regions under the normal curve corresponding to different standard normal values
3. Convert a normal random variable to a standard normal variable and vice versa
4. Compute probabilities and percentiles using the standard normal table
5. Illustrate random sampling
6. Distinguish between parameter and statistic
7. Identify sampling distributions of statistics (sample mean)
8. Find the mean and variance of the sampling distribution of the sample mean
List of References:
Dayta, D. (2020, July 12). Normal Random Variable [Video]. YouTube. https://youtu.be/If-XvkxcxbE
Mercado, J.P., Orines F. B. (2016). Next Century Mathematics (Statistics and Probability). Phoenix Publishing House
Numberbender. (2014, January 8). Mean and Variance [Video]. YouTube. https://youtu.be/McC40ACXHX4
The Organic Chemistry. (2019, September 23). Statistics vs Parameter [Video]. YouTube. https://youtu.be/Mb9BuEkbaHQ
Learning Content
Challenge Question: Where do we use the conversion of normal to standard normal variable or vice versa?
Module’s Lecture:
Every now and then, you take assessments and examinations for different subjects. To prepare for them, you need to devote time
to read your notes or answer exercises in your textbook and learning modules to practice. You can also organize a study group
to help you review topics interactively with your classmates. Studying for these examinations gives you a chance to earn a high
score. Examination results are data that can be studied at length using different kind of probability distribution.
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In this module, you will study the characteristics of the normal distribution, the procedures on how to identify regions under the
normal curve, how to convert a normal random variable to standard normal random variable and vice versa, as well as, the
procedures in computing for probabilities and percentiles using the standard normal table.
Normal Distribution
The most important of all continuous probability distributions is the normal distribution. The normal distribution, also known
as the Gaussian distribution, is a probability distribution that is symmetric about the mean, showing that data near the mean
are more frequent in occurrence than data far from the mean. Its graph (present on the next page) called the normal curve, is a
bell-shaped curve. It lies entirely above the horizontal axis. It is symmetrical, unimodal, and asymptotic to the horizontal axis.
The area between the curve and the horizontal axis is exactly equal to 1. Half of the area is above the mean and the remaining
half is below the mean.
There are many normal distributions. A normal distribution is determined by two parameters: the mean 𝝁 and the standard
deviation 𝝈. The parameters determine the shape and probabilities of the distribution. The shape of the distribution changes as
the parameter values changes.
The mean is used by researchers as a measure of central tendency. It can be used to describe the distribution of variables
measured as ratios or intervals. In a normal distribution graph, the mean defines the location of the peak, and most of the data
points are clustered around the mean. Any changes made to the value of the mean move the curve either to the left or right along
the x-axis.
The standard deviation measures the dispersion of the data points relative to the mean. It determines how far away from the
mean the data points are positioned and represents the distance between the mean and the observations. The standard deviation
determines the width of the curve, and it tightens or expands the width of the distribution along the x-axis.
1. It is symmetric
A normal distribution comes with a perfectly symmetrical shape. This means that the distribution curve can be divided in the
middle to produce two equal halves. The symmetric shape occurs when one-half of the observations fall on each side of the
curve.
3. Empirical rule
In normally distributed data, there is a constant proportion of distance lying under the curve between the mean and specific
number of standard deviations from the mean. For example, 68.25% of all cases fall within +/- one standard deviation from the
mean. 95% of all cases fall within +/- two standard deviations from the mean, while 99% of all cases fall within +/- three standard
deviations from the mean.
𝜇=0
𝜎=1
However, the mean is not always equal to 0 and the standard deviation is not always equal to 1. In the normal curve on the
next page, 𝜇 = 40 and 𝜎 = 12.
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Standard Normal Distribution
Areas under the Normal Curve
Areas under the standard normal curve can be found using the areas under the standard normal curve table. These areas are
regions under the normal curve.
Step 2. Locate the area for 𝑧 = 1.54 from the areas under the standard normal curve table. Proceed down the column marked z
until you reach 1.5. Then proceed to the right along this row until you reach the column marked 0.04. The intersection of the
row that contains 1.5 and the column marked 0.04 is the area. Therefore, the area is 0.4382. (Refer to the table below)
Areas Under the Standard Normal Curve Table
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Example 2. Find the area between 𝑧 = 1.52 and 𝑧 = 2.5.
Solution:
Step 1. Sketch the normal curve
Step 2.
Let A = area between 𝑧 = 1.52 and 𝑧 = 2.5
𝐴1 =area between 𝑧 = 0 and 𝑧 = 1.52
𝐴2 =area between 𝑧 = 0 and 𝑧 = 2.5
𝐴1 = 0.4357
𝐴2 = 0.4938
𝐴 = 𝐴2 − 𝐴1
= 0.4938 − 0.4357
= 0.0581
Standard Scores
The standard score or z-score measures how many standard deviation a given value (x) is above or below the mean. The
z-scores are useful in comparing observed values. A positive z-score indicate that the score or observed value is above the mean,
whereas a negative z-score indicates that the score or observed value is below the mean.
𝑥−𝜇
Any normal distribution can be transformed to standard normal distribution by the formula: 𝑧 = 𝜎 where z = standard score,
x = raw score or observed value, 𝜇 = mean, and 𝜎 = standard deviation. Each of the values obtained using the given formula is
called z = score.
Note: If we are talking about an entire POPULATION that is normally distributed, we use 𝜇 for the mean and 𝜎 for the standard
deviation. If we are talking about a SAMPLE of a population that is normally distributed, we use 𝒙 ̅ for the mean and s for the
standard deviation. All the students in the class are population whereas the top 10 students in the class are the sample.
z-score for Population z-score for Sample
𝑥−𝜇 𝑥−𝑥̅
𝑧= 𝜎 𝑧= 𝑠
Example 3. In a given normal distribution, the sample mean is 20.5 and the sample standard deviation is 5.4. Find the
corresponding standard score of 18.
Given: 𝑥 = 18
𝑥̅ = 20.5
𝑠 = 5.4
Solution:
𝑥−𝑥̅
𝑧= 𝑠
18−20.5
= The z-score that corresponds to a score of 18 is −0.46. It tells us that the score of 18
5.4
−2.5 is below average because a negative z-score indicates that the score or observed value
= 5.4 is below the mean.
= −0.46
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Example 4. On the first periodic exam in Statistics, the population mean was 70 and the population standard deviation was 9.
Determine the standard score of a student who got a score of 88 assuming that the scores are normally distributed.
Given: 𝑥 = 88
𝜇 = 70
𝜎=9
Solution:
𝑥−𝜇
𝑧= 𝜎 The z-score that corresponds to a score of 88 is 2. This means that the score of 88
88−70 is above the average because a positive z-score indicate that the score or observed
= 9 value is above the mean.
18
= 9
=2
Calculate Raw Score from Z – Score
The raw score formula is simply the z-score formula solved for x, the raw score. Depending on what your distribution represents,
start by either writing the formula for the raw score of a population: 𝑥 = 𝜇 + 𝑧𝜎 or the formula for the raw score of a sample:
𝑥 = 𝑥̅ + 𝑧𝑠.
Example 5. Find the raw score of a standard score of z = 2.52 in a normally distributed population with a mean of 42 and a
standard deviation of 3.
Given: z = 2.52 𝑥−𝜇
𝜇 = 42 𝑧= 𝜎
Use this formula for finding z-score for population
𝜎=3
Solution: 𝑧𝜎 = 𝑥 − 𝜇 Multiply standard score z by standard deviation 𝜎
= 0.4
b. Sketch the normal curve.
𝐴 = 𝐴2 − 𝐴1
= 0.5 − 0.1554
= 0.3446
Hence, 0.3446 or 34.46% of the heights are greater than 168 centimeters.
Random Sampling
A researcher always wishes to achieve unbiased results in his or her study. One of the best ways to fulfill this is through the use
of random sampling. A random sampling is a method of selecting a sample (random sample) from a statistical population in
such a way that every possible sample that could be selected has a predetermined probability of being selected.
In a simple random sampling, we use a sampling frame. A sampling frame is a list of individuals in the population that
must first be defined. A number is then assigned to each individual in the sampling frame and the number of those who will
be included in the sample will be drawn using different methods, like drawing strips of paper with numbers written on them,
using a table of random numbers, or using computer programs called random number generators.
For example: Assume that you want to conduct a survey with 100 senior high school students in SADA. However, the total
number of senior high school students in SADA is 400, wherein 200 are Grade 11 and 200 are Grade 12. Since your target
sample does not require a specific grade level because what you only need is simply “any senior high school student in
SADA”, you can use the simple random sampling technique. You just put all their names in individual pieces of paper
which you will put inside a fish bowl or a box where you can do your manual drawing of lots. The names that you will
randomly get from the fish bowl or from the box will be your respondents. You just have to repetitively draw lots from
your container until you already have a total of 100 respondents.
2. Systematic Sampling
A systematic sampling is a random sampling technique in which a list of elements of the population is used as sampling
frame and the elements to be included in the desired sample are selected by skipping through the list at regular intervals.
It is a random sampling technique in which every 𝑘 th element of the population is selected until the desired number of
elements in the sample is obtained. The value of k is calculated by dividing the number of elements in the population by the
number of elements in the desired sample. The value of k is the sampling interval.
For example: You have a list of 10,000 persons and you only need a sample of 1,000. To get the total of the respondents,
here are the steps that you need to follow:
Step 1: Divide the number of elements in the population by the desired sample size. In this case, you will divide 10,000 by
1,000 which will give you a value of 10.
Step 2: Choose a random number between one and the value you obtained from the first step. In this example, you need to
choose a number between 1 and 10. Let us assume that you chose 5.
Step 3: Starting from the number that you picked which is 5, you need to take the samples in the list by following the interval
10th (skip counting by 10) and you need to use 5 as your starting point. Thus, you have to select the samples in the list whose
numbers are 5, 15, 25, 35, 45, and so on until you are able to get a total of 500 respondents.
3. Stratified Sampling
Stratified sampling is a random sampling technique in which the population is first divided into strata (singular: stratum)
and then sample are randomly selected separately from each stratum.
In stratified sampling, the population is partitioned into several subgroups called strata, based on some characteristics like
year level, gender, age, ethnicity, etc.
To illustrate the procedure to be followed in this probability sampling techniques, let us consider the sample on the next page.
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Suppose that you are interested in how frequent internet use varies by level among junior high school students. To explore this
inquiry, rather than taking simple random samples from the school’s population of junior high school students, you need to
ensure that an appropriate number of students are drawn from all levels of the junior high school department.
In this case, you have to STRATIFY by level (grade 7, grade 8, grade 9, and grade 10). When these strata have already been
determined, you may draw a sample from each stratum with a separate selection of respondents from each of the different
strata. The sample sizes within the strata should be pre-determined.
In this example, if there are 1,500 junior high school students, you just have to simply follow the steps which are provided
below:
Step 1. Get the population of the junior high school students per level. In this example, the following data are given:
Grade 7: 450
Grade 8: 400
Grade 9: 330
Grade 10: 320
Total: 1,500
Step 2. Divide each number of students per level by the total population (in this example, the total of the population is 1,500).
Then multiply it by the desired sample size. For this example, let us just assume that our target number of respondents is 500.
Sampling Distributions
The probability distribution that describes the probability for each mean of all the samples with the same sample size n is called
sampling distribution. There are many different possible samples of the same size that can be drawn from a given population.
A statistic such as a mean can be computed for each of the samples drawn.
To find the mean 𝜇𝑥̅ of the sampling distribution of means, use the following formula:
∑ 𝑥̅
𝜇𝑥̅ = 𝑛 where 𝑥̅ = sample mean and n = total number of observations
Solution:
All the possible samples of size 2 with replacements are listed in second column. The corresponding means of all these samples
are shown in the third column. For instance, the first sample consists of (2, 2) and the corresponding mean is (2 + 2) ÷ 2 = 2.0.
The second sample consist of (2, 3) and the corresponding mean is (2 + 3) ÷ 2 = 2.5. The third sample consists of (2, 5) and
the corresponding mean (2 + 5) ÷ 2 = 3.5.
Means of Samples Drawn with Replacement from the Population = (2, 3, 5)
Observation Sample ̅
𝒙
1 (2, 2) (2 + 2) ÷ 2 = 2.0
2 (2, 3) (2 + 3) ÷ 2 = 2.5
3 (2, 5) (2 + 5) ÷ 2 = 3.5
4 (3, 2) (3 + 2) ÷ 2 = 2.5
5 (3, 3) (3 + 3) ÷ 2 = 3.0
6 (3, 5) (3 + 5) ÷ 2 = 4.0
7 (5, 2) (5 + 2) ÷ 2 = 3.5
8 (5, 3) (5 + 3) ÷ 2 = 4.0
9 (5, 5) (5 + 5) ÷ 2 = 5.0
∑𝒙̅ = 𝟑𝟎
A total of 9 samples with 9 sample means can be drawn from the population (2, 3, 5). The probability of occurrence (𝑃𝑥̅ ) of each
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mean is 9. The probability of occurrence may vary depending on the number of observations.
a. Mean of the Population
The population mean is the mean of the entire population. It is computed by summing up all the data and dividing the sum
∑𝑥
by the numbers of data. The formula for the population mean is 𝜇 = 𝑁 where x is the given data and N is the population
size.
Mean of the Population (2, 3, 5)
∑𝑥
𝜇= 𝑁
2+3+5
= 3
10
=
3
= 3.33
Notice that the population mean is equal to the mean of the sampling distribution of the means. That is 𝜇 = 𝜇𝑥̅ .
The variance of the sampling distribution of means is equal to the population variance divided by the size n of the samples.
𝜎2
That is 𝜎𝑥̅2 = 𝑛
.
Example 8. If the sample size n = 2 and the population variance is 𝜎 2 = 7.75, what is the variance of the sampling distribution
of means?
Solution:
𝜎2
𝜎𝑥̅2 = 𝑛
7.75
= 2
= 3.88
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Example 9. A population consist of four numbers (3, 4, 8, 9). Consider all possible samples of size 2 that can be drawn from the
population with replacement.
Find the following:
a. Population mean
b. Population variance
c. All possible samples of size 2 which can be drawn with replacement and mean of each sample
d. Mean of the sampling distribution of the means
e. Variance of the sampling distribution of the means
Solution:
a. Population Mean
∑𝑥
𝜇= 𝑁
3+4+8+9
= 4
24
=
4
=6
x 𝒙−𝝁 (𝒙 − 𝝁)𝟐
3 3 – 6 = -3 (−3)2 = 9
4 4 – 6 = -2 (−2)2 = 4
8 8–6=2 (2)2 = 4
9 9–6=3 (3)2 = 9
∑ 𝑥 = 24 ∑(𝑥 − 𝜇)2 = 26
b. Population Variance
The population variance 𝜎 2 is the sum of the squared deviations of each datum from the population mean, 𝜇, divided by the
∑(𝑥−𝜇)2
population size N. The formula for the population variance is 𝜎 2 = 𝑁
where N is the population size, x is the given
data, and 𝜇 is the population mean.
∑(𝑥−𝜇)2
𝜎2 = 𝑁
26
= 4
= 6.5
c. When we list down all the possible samples of size 2 of the population that consist of four numbers (3, 4, 8,9), we will come
up to the table below. And then, let us compute for its mean and variance.
All the possible samples of size 2 with replacements are listed in the first column. The corresponding means of all these
samples are shown in the second column. For instance, the first sample consist of (3, 3) and the corresponding mean is
(3 + 3) ÷ 2 = 3.0. The second sample consist of (3, 4) and the corresponding mean is (3 + 4) ÷ 2 = 3.5. On the third
column, subtract the mean of the sampling distribution from each of the samples. Square all the data in the third column
and find the sum of all squared data.
Sample ̅
𝒙 ̅ − 𝝁𝒙̅
𝒙 ̅ − 𝝁𝒙̅ )𝟐
(𝒙
(3, 3) (3 + 3) ÷ 2 =3.0 3.0 − 6 = −3.0 (−3.0)2 =9.00
(3, 4) (3 + 4) ÷ 2 =3.5 3.5 − 6 = −2.5 (−2.5)2 =6.25
(3, 8) (3 + 8) ÷ 2 =5.5 5.5 − 6 = −0.5 (−0.5)2 =0.25
(3, 9) (3 + 9) ÷ 2 =6.0 6.0 − 6 =0 (0)2 =0
(4, 3) (4 + 3) ÷ 2 =3.5 3.5 − 6 = −2.5 (−2.5)2 =6.25
(4, 4) (4 + 4) ÷ 2 =4.0 4.0 − 6 = −2.0 (−2.0)2 =4.00
(4, 8) (4 + 8) ÷ 2 =6.0 6.0 − 6 = 0 (0)2 =0
(4, 9) (4 + 9) ÷ 2 =6.5 6.5 − 6 = 0.5 (0.5)2 =0.25
(8, 3) (8 + 3) ÷ 2 =5.5 5.5 − 6 = −0.5 (−0.5)2 =0.25
(8, 4) (8 + 4) ÷ 2 =6.0 6.0 − 6 = 0 (0)2 =0
(8, 8) (8 + 8) ÷ 2 =8.0 8.0 − 6 =2 (2)2 =4.00
(8, 9) (8 + 9) ÷ 2 =8.5 8.5 − 6 =2.5 (2.5)2 =6.25
(9, 3) (9 + 3) ÷ 2 =6.0 6.0 − 6 =0 (0)2 =0
(9, 4) (9 + 4) ÷ 2 =6.5 6.5 − 6 =0.5 (0.5)2 =0.25
(9, 8) (9 + 8) ÷ 2 =8.5 8.5 − 6 =2.5 (2.5)2 =6.25
(9, 9) (9 + 9) ÷ 2 =9.0 9.0 − 6 =3.0 (3.0)2 =9.00
∑ 𝑥̅ = 96 ∑(𝒙̅ − 𝝁𝒙̅ )𝟐 = 𝟓𝟐. 𝟎𝟎
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d. Mean of the sampling distribution of mean
∑ 𝑥̅
𝜇𝑥̅ = 𝑛
96
= 16
=6
In statistics, population refers to the entire group of individuals or objects known to have similar characteristics. A sample is a
subset of the entire population. If all information gathered from all the members of the population, it is referred to as census.
Normal distribution is a probability distribution that is symmetric about the mean, showing that data near the mean are more
frequent in occurrence than data far from the mean. It is often used in the natural and social sciences. In this module, the
characteristics of the normal distribution, identify regions under the normal curve, convert raw score to standard score, compute
the probabilities and percentiles, sampling distribution, and different types of probability sampling techniques are discussed and
illustrated with examples.
Video-graphed Discussion: Now that you are done with the module’s lecture, you may already open and watch the video-
graphed discussion that I prepared for this week, which is saved on your OTG flash drive, particularly inside the “Video-
graphed Discussions” folder. Its file name is “Statistics and Probability (Q3 – M2)”.
Brain Teaser:
Most statisticians give credit to French scientist Abraham de Moivre for the discovery of normal distributions. In the second
edition of “The Doctrine of Chances,” Moivre noted that probabilities associated with discreetly generated random variables
could be approximated by measuring the area under the graph of an exponential function.
Moivre’s theory was expanded by another French scientist, Pierre-Simon Laplace, in “Analytic Theory of Probability.” Laplace’s
work introduced the central limit theorem that proved that probabilities of independent random variables converge rapidly to the
areas under an exponential function.
Focus Questions: Let us now try to check if you have really absorbed the core concepts and ideas of our lesson for this week.
Try to mentally answer the following guide questions, which will help you assess your learning progress. If you can already
answer these questions, it means that you succeeded in your learning journey. If not, try reading again the module’s lecture or
try watching again our video-graphed discussion so that you may soon be able to answer these questions on your own.
I saved some videos in your flash drive with the folder name “Normal Distribution”. Kindly watch them for you to have a vast
of knowledge about normal distribution and sampling distribution.
Learning Exercise: Congratulations! You are already done with the concepts that you need to learn and understand for this
week. Now, let us try to put into practice the things that you have learned. Accomplish the following activities and see how well
you can apply your learning.
Note: Use separate sheets of bond paper of any size and attach them in this module. Show your complete solution.
A. Find the area under the normal curve in each of the following cases and sketch its graph.
1. Between z = 0 and z = 1.46
2. Between z = 1.63 and z = 2.35
3. Between z = 0.64 and z = 1.78
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B. In a given normal distribution, the sample mean is 75 and the sample standard deviation is 4. Find the corresponding
standard score of the following values:
1. 59
2. 63
3. 82
C. In a given normal distribution, the population mean is 44 and standard deviation is 3. Find the corresponding raw score of
the following standard score:
1. 2.60
2. 3.57
3. 4.43
Systematic Sampling
Stratified Sampling
Cluster or Area
Sampling
Identify whether the given value is a statistic or parameter. Write STATISTIC if it is a statistic and PARAMETER if it is a
parameter on the space provided before each number. Explain the reason behind your answer. (1 point for the correct term, 1
point for the correct explanation)
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Activity 4. Module – Making
Due to the pandemic, face-to-face classes are not possible anymore. Because of this, many schools use modular distance learning
(MDL). You are currently working as a teacher at San Agustin Diocesan Academy, Inc., and you are tasked to make a module’s
lecture about probability and percentiles using standard normal curve table, and sampling distribution (listed below) which are
the topics in Statistics and Probability. You may write or print your module’s lecture in any size of bond paper. Your output will
be evaluated based on the accuracy of the solution, and explanation.
RUBRICS
CRITERIA 4 3 2 1
Accuracy of the The student’s solution The student’s solution There are some errors The student’s
Solution (60%) and final answer are and final answer are in the solution but the solution and final
complete and correct. complete and correct. final answer is correct answer are incorrect.
The final answer is or the solution is
interpreted. correct but the final
answer is incorrect.
Explanation 40% The explanation is The explanation is There are some errors There is no
correct and detailed. correct. in the explanation. explanation written.
1. In a Math test, the mean score is 42 and the standard deviation is 5. Assuming the scores are normally distributed, what
percent of the score is above the score of 48?
2. Consider the population consisting of the values (1, 3, 8). List all possible samples of size 2 which can be drawn with
replacement from the population. Find the following:
a. Population mean
b. Population variance
c. Mean of each sample
d. Mean of the sampling distribution of the means
e. Variance of the sampling distribution of the means
Faith Formation:
Random sampling is a part of the sampling technique in which each sample has an equal probability of being chosen. In this
world, we all want to be treated and chosen equally. Everyone should be treated equally regardless of their culture, beliefs,
religion, gender, and color. People should not be treated differently just because of some factors that make them different. We
should all be treated equally because we are all God’s children.
“Do nothing out of selfish ambition or vain conceit. Rather, in humility value others above yourselves”. – Philippians 2:3
Enrichment: Height of the population is the example of normal distribution. Most of the people in a specific population are of
average height. The number of people taller and shorter than the average height people is almost equal, and a very small number
of people are either extremely tall or extremely short. However, height is not a single characteristic, several genetic and
environmental factors influence height. Therefore, it follows the normal distribution. As a student, how can normal distribution
be applied in your life?
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Reflection: Accomplish the reflection template below.
What____________________________________________________________________________________________
Why_____________________________________________________________________________________________
How_____________________________________________________________________________________________
Ms. Camille O. Paynor Mr. John Patrick G. Malang Mr. Nathaniell C. Capinpin
Subject Teacher Subject Area Coordinator Academic Supervisor
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