NORMAL

DISTRIBUTION
Belgica, Johnross
Dela Cruz, Jhustiene Casey
San Juan, Dani Walter
 CONCEPTS AND PROPERTIES
01 OF NORMAL DISTRIBUTION

LIST OF 02
AREAS UNDER THE NORMAL
CURVE

CONTENTS 03 STANDARD SCORE (Z-SCORE)

APPLICATION OF
04 NORMAL DISTRIBUTION
NORMAL DISTRIBUTION
Did you know that...
In 1733, Abraham de Moivre first discovered the normal distribution. The
French mathematician De Moivre introduced the normal probability
distribution. He used it to approximate probabilities associated with binomial
random variables.

In 1783, Laplace used the normal curve in 1783 to describe the distribution
of errors.

In 1809, Gauss used the normal curve to analyze astronomical data.

At present, The normal curve is often called the Gaussian Distribution. The term
bell-shaped curve is often used in today.
NORMAL DISTRIBUTION

What is it?

The NORMAL DISTRIBUTION or simply as NORMAL CURVE is a bell-shaped

distribution which has important role in inferential statistics.

It provides a graphical representation of statistical values that are needed in

describing the characteristics of population as well as in making decisions.
NORMAL DISTRIBUTION
What is it?

A random variable X whose distribution has the shape of a normal curve called a
normal random variable.

This random variable X is said to be normally distributed with mean µ and standard
deviation σ.

The normal distribution refers to a continuous probability distribution described by

the normal equation,
NORMAL DISTRIBUTION
Its properties
1. The distribution curve is bell-shaped, and has a single peak.
Therefore, the distribution is unimodal

2. The curve is symmetrical about its center.

3. The mean, median and 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 total area under the normal curve is equal to 1 or 100%. The distribution has a
mean of 0 and a standard deviation of 1.
NORMAL DISTRIBUTION
Two factors that the graph may depend on

1. Mean determines the location of the center of the bell-shaped curve. Thus, a change
in the value of the mean shifts the graph of the normal curve to the right or left.

2. Standard deviation determines the shape of the graphs (particularly, the height and
width of the curve). A large standard deviation (and variance) means that the
distribution is rather spread out, with some chance of observing values at some
distance from the mean.
NORMAL DISTRIBUTION
cont...

A small standard deviation (and variance) means the distribution of the random
variable is quite concentrated around its mean.
STANDARD NORMAL CURVE

It is a normal probability distribution that has a mean µ=0 and a standard deviation
σ=1 unit. It makes life a lot easier for us if we standardize the normal curve.

We can transform all the observations of any normal random variable X with mean
and standard deviation to a new set of observations of another normal random
variable Z with mean 0 and standard deviation 1.
STANDARD NORMAL CURVE
Empirical Rule
Every normal curve (regardless of its mean or standard deviation) conforms to the following
“Empirical Rule” also called as 68 – 95 – 99.7 Rule:

1. about 68.26% of the area under the curve falls within 1 standard deviation from the mean.

2. about 95.44% of the area under the curve falls within 2 standard deviations from the mean.

3. about 99.74% of the area under the curve falls within 3 standard deviations from the mean.
AREAS UNDER THE NORMAL CURVE
To find the areas of the regions under the normal curve that correspond the z-value, simply
find the area of the given z-value using the z-Table also known as Table of Areas under the
Normal Curve.

Example 1: Find the area that corresponds to each

of the following z-score values:
a. z = 0.6

Step 1: Express the given into two decimal form,

and it is z = 0.60.

Step 2: In the z-Table, find the Row z = 0.6 and in

Column with the heading .00.

Step 3: The intersection of 0.6 and .00 is 0.7257.

Thus, the area that corresponds to z = 0.60 is 0.7257.
AREAS UNDER THE NORMAL CURVE
To find the areas of the regions under the normal curve that correspond the z-value, simply
find the area of the given z-value using the z-Table also known as Table of Areas under the
Normal Curve.

Example 1: Find the area that corresponds to each

of the following z-score values:
b. z = -1.47

Step 1: Express the given into two decimal form,

and it is z = -1.47.

Step 2: In the z-Table, find the Row z = -1.4 and in

Column with the heading .07.
AREAS UNDER THE NORMAL CURVE
To find the areas of the regions under the normal curve that correspond the z-value, simply
find the area of the given z-value using the z-Table also known as Table of Areas under the
Normal Curve.

Example 1: Find the area that corresponds to each

of the following z-score values:
b. z = -1.47

Step 1: Express the given into two decimal form,

and it is z = -1.47.

Step 2: In the z-Table, find the Row z =-1.4 and in

Column with the heading .07.

Step 3: The intersection of z =-1.4 and .07 is 0.0708.

Thus, the area that corresponds to z = -1.47 is 0.0708.
AREAS UNDER THE NORMAL CURVE
Example 2: Sketching and identifying the area under the standard normal curve for the
following:

a. between z = -1 and z = 0

b. between z = 1 and z = 2

c. between z = -3 and z = -1

d. between z = 2 and z = 3
STANDARD SCORE (Z-SCORE)
What is z-score?
The z – score is a measure of relative standing that tells how many standard deviations either
above or below the mean a particular value is.

The scores represent the distances from the center measured in standard deviation units.

There are six z-score values at the baseline of the normal curve: three z-scores to the left of
the mean that are negative and three z-scores to the right of the mean which are positive.
STANDARD SCORE (Z-SCORE)
What is the importance of z-score?
Raw scores may be composed of large values, but these large values cannot be
accommodated at the baseline of the normal curve.

So, these need to be transformed into scores for convenience without sacrificing meanings
associated with the raw scores.

The areas under the normal curve are given in terms of z values or scores. Either the z-scores
locates X within a sample or within a population.
STANDARD SCORE (Z-SCORE)

where:

X = the given measurement of a

normal random variable
µ = population mean
σ = population standard deviation
𝑥̅ = sample mean
s = sample standard deviation

Note: The raw score X is above the mean if z is positive and it is below the mean when z is
negative.
STANDARD SCORE (Z-SCORE)
Example 1: Find the z-score value that corresponds to a normal random variable X = 93 in the
given mean µ = 85 and standard deviation σ = 8 of a population in Statistics test.

Given: X = 93, µ = 85, σ = 8

Find: z Solutions: z = 93−85
Formula: z = 𝑋−µ 8
σ
z = 8/8
Since the given are population
values, the z-score locates X within z=1
the population.
STANDARD SCORE (Z-SCORE)
cont...
This normal curve is showing the graphical conversion of raw score to z-score.

Solutions: z = 93−85
8

z = 8/8

z=1

Thus, the z-score value that corresponds to a normal random variable 93 is 1.

STANDARD SCORE (Z-SCORE)
Example 2: Compute for a raw score X for given the sample mean 𝑥̅ = 135, and sample
standard deviation s = 30, and z = -2.

Given: 𝑥̅ = 135, s = 30, z = -2 Solutions:

Find: X
Formula: X = 𝑥̅ + (z) s X = 135 + (-2)(30)
X = 135 + (-60)
X = 135 - 60
Since the given values, the z-score X = 75
locates X within the sample.
STANDARD SCORE (Z-SCORE)
cont...

The normal curve below is showing the graphical conversion of z-score to a raw score X.

Solutions:

X = 135 + (-2)(30)
X = 135 + (-60)
X = 135 - 60
X = 75

Thus, the raw score X that corresponds to a z = -2 is 75.

STANDARD SCORE (Z-SCORE)
Example 3: Matt wants to interpret in terms of performance his first quarter grades in report
card for Statistics and Probability (81) and Practical Research (83). The means are 65 and 75,
respectively. The standard deviations are 8 and 5, respectively. Is the information sufficient to
find and compare the standardized scores of his grades. In what subject he performed well?

Statistics and Probability Practical Research

Given: Given:
X=81 X=83
µ=65 µ=75
σ=8 σ=5
Find: z Find: z
STANDARD SCORE (Z-SCORE)
The normal curve below is the conversion of raw score X to z-score. The given information in
a problem is sufficient to find and compare the standardized score as shown earlier. The z-
score value z = 2 of Matt in Statistics and Probability is higher than z = 1.60, the z-score value
in Practical Research.

Thus, Matt performed well in Statistics and Probability.

APPLICATIONS OF NORMAL DISTRIBUTION

The probability, or proportion, or the percentage associate with the specific sets of
measurement values.

The value of probability is a number from 0 to 1. All probabilities associated with the
standard normal random variables can be shown as areas under the standard normal curve.

In finding the probabilities under the normal curve, we will use the z-Table which is also
known as Table of Areas under the Normal Curve and probability notation in equating the
desired probability of an area.
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve
The following mathematical notations for a random variable are used in various solutions
concerning the normal curve.

P ( z < a ) denotes the probability that the z-score is less than a

P ( z > a ) denotes the probability that the z-score is greater than a

P ( a < z < b ) denotes the probability that the z-score is between a and b

where: a and b are z-score values.

Note: It is important to correctly interpret the phrases such as:

P ( z < a ) less than z
P ( z > a ) greater than z
P ( a < z < b ) z is between a and b
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve
Example 1: Find the probability of the area below z = 0.50.

Step 1: Draw a normal curve.

Step 2: Locate the z-score value.
Step 3: Draw a line through z = 0.50
Step 4: Shade the region to the left of z = 0.50
Step 5: Consult the z-Table and find the area that corresponds to z = 0.50
Step 6: Examine the graph and use probability notation P(z < a)
P (z < 0.50) = 0.6915 or P (z < 0.50) = 69.15%

Thus, the probability of the area below z =

0.50 is 0.6915 or 69.15%.)
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve
Example 2: Find the area that is at least z = -2.

Step 1: Draw a normal curve.

Step 2: Locate the z-score value.
Step 3: Draw a line through z = -2.00
Step 4: Shade the region to the right of z =-2.00.
Step 5: Consult the z-Table and find the area that corresponds to z =-2.00 and it is 0.0228
Step 6: Examine the graph and use probability notation P(z > a) = 1 – P(z < a)
P (z > -2.00) = 1 – P(z<-2.00)
= 1 – 0.0228
P(z >-2) = 0.9772 or 97.72%

Thus, the probability of the

area that is at least z = -2 is
0.9772 or 97.72%.
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve
Example 3: Find the area between z = -1.5 and z = 2.

Step 1: Draw a normal curve.

Step 2: Locate the z-score value.
Step 3: Draw a line through z = -1.5 and z = 2.
Step 4: Shade the region between z = -1.5 and z = 2.
Step 5: Consult the z-Table and find the area that corresponds to z =2 and

P(-1.5<z<2) = P(z<2) - P(z<-1.5)

= 0.9772 – 0.0668
= 0.9104 P(-1.5<z<2) =
P(-1.5<z<2) = 0.9104 or 91.04% 0.9104 or
91.04%

Thus, the probability of the

area between z = -1.5 and z = 2
is 0.9104 or 91.04%.
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve

Example 4: Find the 85th percentile of a normal distribution.

Step 1: Draw the appropriate normal curve.

Step 2: Express the given percentage as probability.
Step 3: Refer to the z-Table. Locate the area 0.8500.
Step 4: Find z by interpolation. Since 0.8500 is
between two z-values 1.03 and 1.04, find its average as
follows 1.03+1.04/2 = 2.07/2 = 1.035
Step 5: Locate z = 1.035 under the curve in Step 1.
Step 6: Draw a line and shade the region to the left of z = 1.035.
Step 7: Describe the shaded region.
APPLICATIONS OF NORMAL DISTRIBUTION
The Probability Notations Under the Normal Curve

Example 4: Find the 85th percentile of a normal distribution.

Step 6: Draw a line and shade the region to the left of z = 1.035.
Step 7: Describe the shaded region.

The 85th percentile of the

distribution is the shaded
region to the left of z = 1.035 as
shown in the normal curve.
 REFERENCES
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prior approval of the government agency or office wherein the work is created shall be necessary for exploitation of such work for
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by their respective copyright holders. Every effort has been exerted to locate and seek permission to use these materials from their
respective copyright owners. The publisher and authors do not represent nor claim ownership over them. a.

Rene R. Belecina, Elisa S. Bacay, and Efren B. Mateo, Statistics and Probability, REX Book Store: Philippine, 2016

Zita VJ Albacea, Ph.D., Marl John V. Ayaay, Isidro P. David, Ph.D., and Imelda E. de Mesa, Statistics and Probability, Commission on
Higher Education: 2016

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https://statisticsbyjim.com/basics/normal-distribution/
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