MODULE 3

NORMAL DISTRIBUTION

3.1. Things to Know

 Also known as Gaussian Distribution in honor of Carl Friedrick Gauss (1777-1855)

who derive its equation from a study of errors in repeated measurements of some
quantity.
 The graph of a normal distribution is a bell-shaped curve that extends
asymptotically to the horizontal axis in both directions. It is seldom necessary to
extend the tails of the normal distribution very far because the area under that part
of the curve lying more than 4 or 5 standard deviations from the mean is negligible.
 The mathematical equation of the probability distribution of the normal variable
depends on parameters  and  , its mean and standard deviation, respectively. The
distribution is denoted by the notation N (  ,  2 ). The normal distribution function
is given by:
1  1  x   2 
f  x  e    
2 2  2    

where    x  ,   3.14159...., and e  2.71828....

Properties of Normal Curve:

1. It is symmetric about the vertical axis through the mean  .
2. The mean, median and mode are equal.
3. The tails are asymptotic relative to the horizontal line.
4. The total area under the curve and about the horizontal axis is 1 or 100%.
5. One standard deviation from the mean is 68%.
6. Two standard deviations from the mean is about 95%.
7. Three standard deviations from the mean is about 99.7%.

Remarks:
 It is possible that two or more normal distributions can have the same mean but
differs in variance.

 It is also possible that two or more normal distributions have equal variances but
different means.
 There are infinite number of normal curves by varying  and  .

1. Areas under the Normal Distribution

Since there are many normal curves, often it is important to standardize, and refer to a
Standard Normal Distribution where the mean   0 and   1. The standardize score
which is usually denoted by Z is shown below

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 x
Z   , the effect of this is to change any normal distribution to the Standard
  
Normal Distribution. Any variable which is normally distributed their individual raw score
can be converted into a corresponding Z score. Standardized observations provide an
indication as to how many standard deviations an observation falls either below or above
the mean.

2. Rules in Computing Probabilities Using the Standard Normal Table

1. P( Z  a)  0
2. P( Z  a )  can be obtained directly from the Z  table
 P( Z  a)
3. P( Z  a) 1  P( Z  a)
4. P( Z  a)  P( Z  a )
5. P( Z  a)  P( Z  a)
6. P(a1  Z  a2 )  P( Z  a2 )  P ( Z  a1 ), where a2  a1
3. Converting a Random Variable that is Normally Distributed
to a Standard Random Variable

Illustration: For a normally distributed data, compute the values of Z given that the mean
score is 44 and variance is 64. For a random variable X=56, the value of Z is:
X 
Z

56  44

64
12

8
 1.5

Try the following exercises below,

a. For x=72, Z=_____ c. For x=40, Z=_____
b. For x=68, Z=_____ d. For x=52, Z=_____

4. Computation of Probabilities Using the Normal Table

Example 1: Let Z be a standardized variable. Find the area of the following using the
Normal Table.
a. P( Z  2.15)  ___________ d. P( Z  2.15)  ___________
b. P( Z  2.15)  ___________ e. P( Z  2.15)  ___________
c. P( Z  2.15)  ___________ f. P(0.9  Z  2.15)  ___________

Example 2: Find the value of z if:

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 a. P  Z  z   0.9292 , z  ______ c. P  Z  z   0.9292 , z  ______
b. P  0  Z  z   0.4292 , z  ______ d. P   z  Z  z   0.8558, z  _____
5. Applications of Normal Distribution

Example 1: In the previous midterm examination in Algebra; a total of 160 students took
the said examination. If their scores are normally distributed with   22 and
  5. Find the following:

a. Proportion of students who obtain a score between 24-30.

b. Proportion of students whose scores are greater than 30.
c. If your teacher wishes to give a 1.0 grade of those students obtain a score in
the 90th percentile or higher, what is the minimum score?

Example 2: The scores on a standardized test for high school students are normally
distributed with mean 500 and standard deviation 100.

a. If you randomly selected a student taking this test, what is the probability
that student would score at least 450?
b. If you randomly selected a student taking this test, what is the probability
they would score between 450 and 600?
c. What score would a student need to get on this test to place him or her in
the top 10% of all students?

3.2. Exercises/Problem sets

1. Find the area under the normal curve that lies between the given values of Z.

a) Z = 0 and Z = 1.37
b) Z = 0 and Z = 1.94
c) Z = -1.84 and Z = 1.84
d) Z = -0.79 and Z = 1.13
e) Z = 0 and Z = 3.01

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 f) Z = -2.77 and Z = -0.96

2. If a set of grades in a Statistics examination is approximately normally distributed with a

mean of 74 and a standard deviation of 7.9, find the probability that a student received
grades between 70 and 81.9.

3. If the weights of 600 students are normally distributed with a mean of 50 kilograms and a
variance of 16 kilograms,
a. Determine the percentage of students with weights lower than 55 kilograms.
b. How many students have weights exceeding 52 kilograms?

4. If a random variable has a normal distribution with   77.5 and   12.4, find the
probabilities that it will take on a value
a. less than 55.1;
b. greater than 84.3;
c. between 80.0 and 90.0;
d. between 72.4 and 82.6.

5. A random variable has a normal distribution with   10. Find the probability that the
random variable will take on a value less than 82.5 is 0.8212, what is the probability that it
will take on a value greater than 58.3?

6. The LDL cholesterol level of adults follow the normal distribution with mean of 4.8 and a
standard deviation of 0.6.
a. A person has moderate risk if his/her cholesterol level is more than 1 but less than 2
standard deviations above the mean. What proportion of the population has
moderate risk according to this criterion?
b. A person has high risk if his/her cholesterol level is more than 2 standard deviations
above the mean. What proportion of the population has high risk?
c. A person within 1 standard deviation of the mean has normal cholesterol risk. What
proportion of the population has normal risk?
d. What is the cholesterol level that exceeds 90% of the population?

7. Due to increasing environmental awareness in the Philippines, strict adherence to the size of
narra boards being sold in the local market is imposed. In order to monitor and control the
size of the narra boards, a large number of boards are measured periodically. It was found
that the actual thickness of 95% or narra boards with one-inch average thickness ranges
between 30/32 inches and 34/32 inches. The thickness of these boards follows a bell-
shaped curve. What is the standard deviation,  , of the thickness of these narra boards?

8. The local cable company is installing cable in the next barangay and proceeds to your own
barangay after completion. You are told that the time required is a normally distributed
random variable,   24 days and   2 days. You are planning to buy a new TV. You
don’t want to buy the TV until you are 95% sure that the installation is completed. How
many days should you wait before buying the TV?

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9. Math 15 removal exam had a mean score of 50 and a standard deviation of 6. Assume a
normal distribution.
a. What is the median?
b. What is the Z score of the mean?
c. In order to get 3.0 grade, your Z score must be  1.5 or above. What is the
minimum score necessary?
d. A Z score below -1.6 will be given 5.0 grade. What is the raw score?
e. If your raw score is 60, what is your Z score?
f. What raw score should be at the 95th percentile?

10. Five thousand students took the CMU entrance test. The scores were normally distributed.
Your score was in the 97.5th percentile.
a. How many people scored at or below your score?
b. Given that the mean score is 79, what is your raw score?
c. Referring to letter b question, what is the standard deviation if your score is 2
standard deviation above the mean?

11. The heights of 100 plants in a garden follow a normal distribution with a mean of 73 cm
with a variance of 9 . About how many plants whose heights are between 70 and 79 cm?

12. If 10% of the tallest plants in No. 11 are to be trimmed, what is the starting height of the
plants that the gardener must choose to trim?

STAT 21 Exercises

Name: _________________________ Schedule: ________________

Section: ________________________ Scolre: __________________

1. For a normally distributed data, compute the values of Z given that the mean score is 66 and
the variance is 64.

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1.1 For x=58, Z=_____ 1.4 For x=78, Z=_____
1.2 For x=74, Z=_____ 1.5 For x=54, Z=_____
1.3 For x=70, Z=_____ 1.6 For x=86, Z=_____

2. Find the area of the normal curve as indicated below.

2.1 P( Z  1.95)  ___________ 2.4 P( Z  1.95)  ___________
2.2 P( Z  1.95)  ___________ 2.5 P( Z  1.95)  ___________
2.3 P( Z  1.95)  ___________ 2.6 P(0.95  Z  1.95)  ___________

3. Find the value of Z that will satisfy the given expression below
3.1 P  Z  z   0.5910 , z  ______
3.2 P  Z  z   0.6700 , z  ______
3.3 P  0  Z  z   0.0910 , z  ______
3.4 P   z  Z  z   0.6476, z  _____

***End of Module 3***