Normal Distribution

Lesson Four
What is normal?
• Medical researchers have • For example
determined so-called normal • the normal range of systolic blood
intervals pressure is 110 to 140
• a physician can determine if a • normal interval for a person’s
triglycerides is from 30 to 200
patient’s vital statistics are milligrams per deciliter (mg/dl)
within the normal interval or if
some type of treatment is
needed to correct a condition • How does one determine the
and avoid future illnesses so-called normal intervals?
Let’s Recall
• Random variables can be either discrete or continuous
• a discrete variable cannot assume all values between any two given values
of the variables
• a continuous variable can assume all values between any two given values
of the variables
• Examples of continuous variables:
• heights of adult men, body temperatures of rats, cholesterol levels of adults
Let’s Recall
• Examples of continuous variables:
• heights of adult men, body temperatures of rats, cholesterol levels of adults

• Many continuous variables, such as the examples just mentioned, have

distributions that are bell-shaped, and these are called approximately
normally distributed variables
Example
• if a researcher selects a random
sample of 100 adult women,
measures their heights, and
constructs a histogram, the
researcher gets a graph similar to
the one shown (a)

• if the researcher increases the

sample size and decreases the
width of the classes, the
histograms will look like the ones
shown in (b)
Example
• if the researcher increases the
sample size and decreases the
width of the classes, the
histograms will look like the ones
shown in (c)

• if it were possible to measure

exactly the heights of all adult
females in the country and plot
them, the histogram would
approach what is called a normal
distribution (d)
Recall
• When the data values are evenly
distributed about the mean, a distribution
is said to be a symmetric distribution. (A
normal distribution is symmetric.)

When the majority of the data values fall to the left or right of the mean, the distribution is
said to be skewed.
Normal Distribution
• also known as a bell curve or a Gaussian distribution, named for the
German mathematician Carl Friedrich Gauss (1777–1855), who derived
its equation
• the equation of the normal curve is

• the area under a normal distribution curve is used more often than the
values on the y axis. Therefore, when a normal distribution is pictured,
the y axis is sometimes omitted.
Normal Distribution
• The shape and position of a normal distribution curve
depend on two parameters, the mean (μ) and the
standard deviation (σ)
• Each normally distributed variable has its own normal
distribution curve, which depends on the values of the
variable’s mean and standard deviation
• Figure 6–4(a) shows two normal distributions with the
same mean values but different standard deviations.
The larger the standard deviation, the more dispersed,
or spread out, the distribution is
• Figure 6–4(b) shows two normal distributions with the
same standard deviation but with different means.
These curves have the same shapes but are located at
different positions on the x axis
• Figure 6–4(c) shows two normal distributions with
different means and different standard deviations
Summary of the Properties of the Theoretical
Normal Distribution
1. A normal distribution curve is bell-shaped.
2. The mean, median, and mode are equal and are located
at the center of the distribution.
3. A normal distribution curve is unimodal (i.e., it has only
one mode).
4. The curve is symmetric about the mean, which is
equivalent to saying that its shape is the same on both
sides of a vertical line passing through the center.
5. The curve is continuous; that is, there are no gaps or
holes. For each value of X, there is a corresponding value
of Y.
6. The curve never touches the x axis. Theoretically, no
matter how far in either direction the curve extends, it
never meets the x axis—but it gets increasingly closer.
Summary of the Properties of the Theoretical
Normal Distribution
7. The total area under a normal
distribution curve is equal to 1.00, or
100%. This fact may seem unusual, since
the curve never touches the x axis, but
one can prove it mathematically by using
calculus.
8. The area under the part of a normal
curve that lies within 1 standard
deviation of the mean is approximately
0.68, or 68%; within 2 standard
deviations, about 0.95, or 95%; and
within 3 standard deviations, about
0.997, or 99.7%.
EMPIRICAL RULE
• The empirical rule is also referred
to as the 68—95—99.7% Rule.
• For a normally distributed
variable, the ff are true:
• Approximately 68% of the data lie
within 1 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝝈 < 𝒙 < 𝝁 + 𝝈)
• Approximately 95% of the data lie
within 2 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝟐𝝈 < 𝒙 < 𝝁 + 𝟐𝝈)
• Approximately 99.7% of the data lie
within 3 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝟑𝝈 < 𝒙 < 𝝁 + 𝟑𝝈)
EMPIRICAL RULE
• The empirical rule is also referred
to as the 68—95—99.7% Rule.
• For a normally distributed
variable, the ff are true:
• Approximately 68% of the data lie
within 1 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝝈 < 𝒙 < 𝝁 + 𝝈)
• Approximately 95% of the data lie
within 2 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝟐𝝈 < 𝒙 < 𝝁 + 𝟐𝝈)
• Approximately 99.7% of the data lie
within 3 standard deviation of the
mean
• 𝐏𝒓 (𝝁 − 𝟑𝝈 < 𝒙 < 𝝁 + 𝟑𝝈)
Note:
• the area under a normal distribution curve is used to solve practical
application problems, such as finding the percentage of adult
women whose height is between 5 feet 4 inches and 5 feet 7
inches, or finding the probability that a new battery will last longer
than 4 years
• we can think of the area under the normal curve as a probability
value for a certain event
• again, area under the normal curve=probability value of an event
• finding the probability that a
new battery will last longer
than 4 years
• mean life time of a battery is 3.5
years with standard deviation of
0.5 years
• again, area under the normal
curve=probability value of an
event

2 2.5 3 μ 4 4.5 5
= 3.5
Validating the Empirical Rule
Example 1. What is the frequency and relative frequency of babies
weights that are within: 𝟔. 𝟏𝟏
1. One standard deviation from the mean 𝝁 = ________
2. Two standard deviation from the mean
𝟏. 𝟔𝟑
𝝈 = __________
3. Three standard deviation from the mean

2.24 4.21 5.16 5.63 6.18 6.40 6.80 7.34 8.47

2.93 4.38 5.26 5.84 6.19 6.56 6.83 7.35 8.60

3.45 4.69 5.32 5.87 6.24 6.61 7.19 7.35 9.01

3.99 4.94 5.37 6.11 6.38 6.76 7.29 7.68 9.47

Example 1. What is the frequency and relative frequency of babies
weights that are within: 𝟔. 𝟏𝟏
𝝁 = ________
1. One standard deviation from the mean
2. Two standard deviation from the mean
𝟏. 𝟔𝟑
𝝈 = __________
3. Three standard deviation from the mean

2.24 4.21 5.16 5.63 6.18 6.40 6.80 7.34 8.47

2.93 4.38 5.26 5.84 6.19 6.56 6.83 7.35 8.60
3.45 4.69 5.32 5.87 6.24 6.61 7.19 7.35 9.01
3.99 4.94 5.37 6.11 6.38 6.76 7.29 7.68 9.47

Answer:
• 26 out of 36, or
72%

𝟏. 𝟐𝟐 𝟐. 𝟖𝟓 𝟒. 𝟒𝟖 𝟔. 𝟏𝟏 𝟕. 𝟕𝟒 𝟗. 𝟑𝟕 𝟏𝟏. 𝟎
Example 1. What is the frequency and relative frequency of babies
weights that are within: 𝟔. 𝟏𝟏
𝝁 = ________
1. One standard deviation from the mean
2. Two standard deviation from the mean 𝟏. 𝟔𝟑
𝝈 = __________
3. Three standard deviation from the mean

2.24 4.21 5.16 5.63 6.18 6.40 6.80 7.34 8.47

2.93 4.38 5.26 5.84 6.19 6.56 6.83 7.35 8.60
3.45 4.69 5.32 5.87 6.24 6.61 7.19 7.35 9.01
3.99 4.94 5.37 6.11 6.38 6.76 7.29 7.68 9.47

Answer:
• 34 out of 36, or
94.4%

𝟏. 𝟐𝟐 𝟐. 𝟖𝟓 𝟒. 𝟒𝟖 𝟔. 𝟏𝟏 𝟕. 𝟕𝟒 𝟗. 𝟑𝟕 𝟏𝟏. 𝟎
Example 1. What is the frequency and relative frequency of babies
weights that are within: 𝟔. 𝟏𝟏
𝝁 = ________
1. One standard deviation from the mean
2. Two standard deviation from the mean 𝟏. 𝟔𝟑
𝝈 = __________
3. Three standard deviation from the mean

2.24 4.21 5.16 5.63 6.18 6.40 6.80 7.34 8.47

2.93 4.38 5.26 5.84 6.19 6.56 6.83 7.35 8.60
3.45 4.69 5.32 5.87 6.24 6.61 7.19 7.35 9.01
3.99 4.94 5.37 6.11 6.38 6.76 7.29 7.68 9.47

Answer:
• 36 out of 36, or
100%

𝟏. 𝟐𝟐 𝟐. 𝟖𝟓 𝟒. 𝟒𝟖 𝟔. 𝟏𝟏 𝟕. 𝟕𝟒 𝟗. 𝟑𝟕 𝟏𝟏. 𝟎
 Validating the Empirical Rule
Example 2. The scores of the Senior High School students in their
Statistics and Probability quarterly examination are normally
𝝁 = 𝟑𝟓
_______
distributed with a mean of 35 and a standard deviation of 5.
1. What percent of the scores are between 30 and 40? 𝟓
𝝈 = ________
2. What scores fall within 95% of the distribution?

Answer:
• Approximately
68% of the
distribution
𝟐𝟎 𝟐𝟓 𝟑𝟎 𝟑𝟓 𝟒𝟎 𝟒𝟓 𝟓𝟎
 Validating the Empirical Rule
Example 2. The scores of the Senior High School students in their
Statistics and Probability quarterly examination are normally
𝝁 = 𝟑𝟓
_______
distributed with a mean of 35 and a standard deviation of 5.
1. What percent of the scores are between 30 and 40?
𝟓
𝝈 = ________
2. What scores fall within 95% of the distribution?

Answer:
• The scores 25 to
45 correspond
to 95% of the
distribution 𝟐𝟎 𝟐𝟓 𝟑𝟎 𝟑𝟓 𝟒𝟎 𝟒𝟓 𝟓𝟎
Exercise. Use empirical rule to complete the following table. Write on
the respective column the range or interval of the scores based on the
given parameters.
𝟐𝟎
𝝁 = ________ 𝟐
𝝈 = __________
68% 95% 99.7% Normal Distribution
(𝝁 − 𝝈 < 𝒙 < 𝝁 + 𝝈) (𝝁 − 𝟐𝝈 < 𝒙 < 𝝁 + 𝟐𝝈) (𝝁 − 𝟑𝝈 < 𝒙 < 𝝁 + 𝟑𝝈)
Exercise. Use empirical rule to complete the following table. Write on
the respective column the range or interval of the scores based on the
given parameters.
𝟖𝟕
𝝁 = ________ 𝟓. 𝟓
𝝈 = __________
68% 95% 99.7% Normal Distribution
(𝝁 − 𝝈 < 𝒙 < 𝝁 + 𝝈) (𝝁 − 𝟐𝝈 < 𝒙 < 𝝁 + 𝟐𝝈) (𝝁 − 𝟑𝝈 < 𝒙 < 𝝁 + 𝟑𝝈)
What important lesson you
learned today?
The Standard Normal Distribution
• The standard normal distribution is a normal
distribution with a mean (μ) of 0 and a standard
deviation (σ) of 1.
• The values under the curve indicate the
proportion of area in each section, For
example, the area between the mean and 1
standard deviation above or below the mean is
about 0.3413, or 34.13%.
• The formula for the standard normal distribution is
• The areas of all possible regions under the standard normal curve are easily known because a
standard procedure was designed for it
• All normally distributed variables can be transformed into the standard normally distributed
variable by using the formula for the standard score:
STEPS
Step 1. Draw the normal
distribution curve and shade
the area.
Step 2. Find the appropriate
figure in the Procedure Table
and follow the directions
given.
Example
• Table E in Appendix C gives the area under the normal distribution curve to the left of any z
value given in two decimal places. For example, the area to the left of a z value of 1.39 is
found by looking up 1.3 in the left column and 0.09 in the top row. Where the two lines
meet gives an area of 0.9177.

STEPS
Step 1. Draw the normal
distribution curve and shade
the area.
Step 2. Find the appropriate
figure in the Procedure Table
and follow the directions
given.
Example 1:
• Find the area to the left of z = 2.06
Example 2:
• Find the area to the right of z = -1.19
Example 3:
• Find the area between z = 1.68 and z = -1.37.
A Normal Distribution Curve as a Probability
Distribution Curve
• A normal distribution curve can be used as a probability distribution
curve for normally distributed variables
• The area under the standard normal distribution curve can also be
thought of as a probability.
• For example, the probability of selecting any z value between 0 and 2.00
would be the same as the area under the curve between 0 and 2.00.
• Special notation for probabilities:
P (0 < z < 2.00)
is read as “the probability of any z value in between 0 and 2.00”

• Note: In a continuous distribution, the probability of any exact z value is 0 since

the area would be represented by a vertical line above the value. But vertical
lines in theory have no area. So P ( a ≤ z ≤ b ) = P ( a < z < b )
A Normal Distribution Curve as a Probability Distribution Curve
Example 7: X −
• Finding the probability in this kind of problem. Z=

1. If the scores for the Statistics exam are normally distributed and has a mean of 500 and a
standard deviation of 100. What is the probability of scoring higher than 750 on the exam?

Given:  = 500  = 100 X = 750

a. P ( X > 750 ) d. P ( Z > 2.50 )

= 1– Area (Z ≤ 2.50)
X − 750 − 500
b. Z = = = 1 – 0.9938
 100
Z = 2.50 = 0.0062

c. P(Z >2.50) = 0.0062

Example 8: X −
• Finding the probability in this kind of problem. Z=

2. If the scores for the Statistics exam are normally distributed and has a mean of 500 and a
standard deviation of 100. What is the probability of scoring between 400 and 600?

Given:  = 500  = 100 X = 400 & 600

a. P ( 400 < X < 600 ) d. P ( -1< Z < 1 )
X − 400 − 500
b. Z = Z= = −1 = P ( Z <1 ) – P ( X > -1)
 100
600 − 500 = 0.8413 – 0.1587
Z= =1
100
= 0.6826

c.
P(-1 < Z < 1) = 0.6826
Example 9: X −
• Finding the probability in this kind of problem. Z=

3. The weights of adults in Barangay X approaches a normal distribution with a mean of 52.9kg and
standard deviation of 7.2kg. If an adult is chosen at random from Barangay X, what is the
probability that his weight is above 48.5kg? below 55kg? between 40kg to 60kg?
Given: 𝟕. 𝟐
𝟓𝟐. 𝟗 𝝈 = __________
𝝁 = ________ −𝟎. 𝟔𝟏
𝒛 = __________

𝑷 𝑿 > −𝟎. 𝟔𝟏 = 𝟎. 𝟐𝟕𝟎𝟗

Since the area is to the right of the z score:

𝑷 𝑿 > −𝟎. 𝟔𝟏 = 𝟏. 𝟎𝟎𝟎 − 𝟎. 𝟐𝟕𝟎𝟗

𝑷 𝑿 > −𝟎. 𝟔𝟏 = 𝟎. 𝟕𝟐𝟗𝟏 𝐨𝐫 𝟕𝟐. 𝟗𝟏%
Example 9: X −
• Finding the probability in this kind of problem. Z=

3. The weights of adults in Barangay X approaches a normal distribution with a mean of 52.9kg and
standard deviation of 7.2kg. If an adult is chosen at random from Barangay X, what is the
probability that his weight is above 48.5kg? at most 55kg? between 40kg to 60kg?
Given: 𝟕. 𝟐
𝟓𝟐. 𝟗 𝝈 = __________
𝝁 = ________ 𝟎. 𝟐𝟗
𝒛 = __________

𝑷 𝑿 < 𝟎. 𝟐𝟗 = 𝟎. 𝟔𝟏𝟒𝟏
Since the area is to the left of the z score:

𝑷 𝑿 < 𝟎. 𝟐𝟗 = 𝟎. 𝟔𝟏𝟒𝟏 𝐨𝐫 𝟔𝟏. 𝟒𝟏%

 Example 9: X −
• Finding the probability in this kind of problem. Z=

3. The weights of adults in Barangay X approaches a normal distribution with a mean of 52.9kg and
standard deviation of 7.2kg. If an adult is chosen at random from Barangay X, what is the
probability that his weight is above 48.5kg? below 55kg? between 40kg to 60kg?

Given: 𝟕. 𝟐
𝟓𝟐. 𝟗 𝝈 = __________
𝝁 = ________ −𝟏. 𝟕𝟗 & 𝟎. 𝟗𝟗
𝒛 = __________________
𝑷 −𝟏. 𝟕𝟗 < 𝑿 < 𝟎. 𝟗𝟗 = 𝟎. 𝟎𝟑𝟔𝟕 & 𝟎. 𝟖𝟑𝟖𝟗
Since the area is between 2 z scores:

𝑷 −𝟏. 𝟕𝟗 < 𝑿 < 𝟎. 𝟗𝟗 = 𝟎. 𝟖𝟑𝟖𝟗 − 𝟎. 𝟎𝟑𝟔𝟕

𝑷 −𝟏. 𝟕𝟗 < 𝑿 < 𝟎. 𝟗𝟗 = 𝟎. 𝟖𝟎𝟐𝟐 𝐨𝐫 𝟖𝟎. 𝟐𝟐%
Example 10: X −
• Finding the probability in this kind of problem. Z=

4. A brisk walk at 4 miles per hour burns an average of 300 calories per hour. If the standard
deviation is 8 calories, find the probability that a person who walks one hour at the rate of four
miles per hour will burn the following calories: more than 280 calories
Given: 𝟑𝟎𝟎
𝝁 = ________ 𝟖
𝝈 = __________ −𝟐. 𝟓𝟎
𝒛 = __________

𝑷 𝑿 > −𝟐. 𝟓𝟎 = 𝟎. 𝟎𝟎𝟔𝟐

Since the area is to the right of the z score:

𝑷 𝑿 > −𝟐. 𝟓𝟎 = 𝟏. 𝟎𝟎𝟎 − 𝟎. 𝟎𝟎𝟔𝟐

𝑷 𝑿 > −𝟐. 𝟓𝟎 = 𝟎. 𝟗𝟗𝟑𝟖 𝐨𝐫 𝟗𝟗. 𝟑𝟖%
Example 10: X −
• Finding the probability in this kind of problem. Z=

4. A brisk walk at 4 miles per hour burns an average of 300 calories per hour. If the standard
deviation is 8 calories, find the probability that a person who walks one hour at the rate of four
miles per hour will burn the following calories: less than 294 calories
Given: 𝟑𝟎𝟎
𝝁 = ________ 𝟖
𝝈 = __________ −𝟎. 𝟕𝟓
𝒛 = __________

𝑷 𝑿 < −𝟎. 𝟕𝟓 = 𝟎. 𝟐𝟐𝟔𝟔

Since the area is to the left of the z score:

𝑷 𝑿 < −𝟎. 𝟕𝟓 = 𝟎. 𝟐𝟐𝟔𝟔 𝐨𝐫 𝟐𝟐. 𝟔𝟔%

 Example 10: X −
• Finding the probability in this kind of problem. Z=

4. A brisk walk at 4 miles per hour burns an average of 300 calories per hour. If the standard
deviation is 8 calories, find the probability that a person who walks one hour at the rate of four
miles per hour will burn the following calories: between 278 and 318 calories

Given: 𝟑𝟎𝟎
𝝁 = ________ 𝟖
𝝈 = __________ −𝟐. 𝟕𝟓 & 𝟐. 𝟐𝟓
𝒛 = __________________
𝑷 −𝟐. 𝟕𝟓 < 𝑿 < 𝟐. 𝟐𝟓 = 𝟎. 𝟎𝟎𝟑𝟎 & 𝟎. 𝟗𝟖𝟕𝟖
Since the area is between 2 z scores:

𝑷 −𝟐. 𝟕𝟓 < 𝑿 < 𝟐. 𝟐𝟓 = 𝟎. 𝟗𝟖𝟕𝟖 − 𝟎. 𝟎𝟎𝟑𝟎

𝑷 −𝟐. 𝟕𝟓 < 𝑿 < 𝟐. 𝟐𝟓 = 𝟎. 𝟗𝟖𝟒𝟖 𝐨𝐫 𝟗𝟖. 𝟒𝟖%
A Normal Distribution Curve as a Probability
Distribution Curve
• Sometimes, one must find a
specific z value for a given area
under the standard normal
distribution curve. The
procedure is to work
backward, using Table E.

Example:
• Find the z value such that the
area under the standard
normal distribution curve
between 0 and the z value is • In this case it is necessary to add 0.5000 to the given area of 0.2123
0.2123. to get the cumulative area of 0.7123. Look up the area in Table E.
The value in the left column is 0.5, and the top value is 0.06. Add
these two values to get z 0.56.
Example 9:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = 1.32
Example 10:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = -1.39
Example 11:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = 1.98
Example 12:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = -2.08
Example 13:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = 1.84
Example 14:
• For Exercises 40 through 45, find the z value that corresponds to the given area

z = -1.26