Normal Probability

Distributions
Normal Distributions
and the Standard
Distribution
Properties of Normal Distributions
A continuous random variable has an infinite number of
possible values that can be represented by an interval on
the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent

studying can be any
number between 0
and 24.

The probability distribution of a continuous random

variable is called a continuous probability distribution.

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Properties of Normal Distributions
The most important probability distribution in
statistics is the normal distribution.

Normal curve

A normal distribution is a continuous probability

distribution for a random variable, x. The graph of a
normal distribution is called the normal curve.

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Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about
the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-
axis as it extends farther and farther away from the
mean.
5. Between μ  σ and μ + σ (in the center of the curve), the
graph curves downward. The graph curves upward to
the left of μ  σ and to the right of μ + σ. The points at
which the curve changes from curving upward to
curving downward are called the inflection points.
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Properties of Normal Distributions

Inflection points

Total area = 1

x
μ  3σ μ  2σ μσ μ μ+σ μ + 2σ μ + 3σ

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Means and Standard Deviations
A normal distribution can have any mean and
any positive standard deviation.
Inflection
The mean gives points
Inflection the location of
points the line of
symmetry.
x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard Standard
deviation: σ  1.3 deviation: σ  1.9

The standard deviation describes the spread of the data.

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Means and Standard Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry

of curve B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater
standard deviation.

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The Standard Normal Distribution
The standard normal distribution is a normal distribution
with a mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
3 2 1 0 1 2 3

Any value can be transformed into a z-score by using the

formula z = Value - Mean
=
x -μ.
Standard deviation σ

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The Standard Normal Distribution
If each data value of a normally distributed random
variable x is transformed into a z-score, the result will be
the standard normal distribution.
The area that falls in the interval under
the nonstandard normal curve (the x-
values) is the same as the area under
the standard normal curve (within the
corresponding z-boundaries).

z
3 2 1 0 1 2 3

After the formula is used to transform an x-value into a

z-score, the Standard Normal Table in Appendix B is
used to find the cumulative area under the curve.
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 The Standard Normal Table
Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = 3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.

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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score
of 2.71.
Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and
then moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score
of 0.25.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column, and
then moving across the row to the column under 0.05.
The area to the left of z = 0.25 is 0.4013
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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each case
shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.
2. The area to the
left of z = 1.23
is 0.8907.

z
0 1.23
1. Use the table to find
the area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard
Normal Table to find the area that corresponds to z.
Then subtract the area from 1.

2. The area to the 3. Subtract to find the area to

left of z = 1.23 is the right of z = 1.23:
0.8907. 1  0.8907 = 0.1093.

z
0 1.23
1. Use the table to find
the area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard
Normal Table. Then subtract the smaller area from
the larger area.
2. The area to the 4. Subtract to find the area of
left of z = 1.23 the region between the two
is 0.8907. z-scores:
0.8907  0.2266 = 0.6641.
3. The area to the left
of z = 0.75 is
0.2266.

z
0.75 0 1.23

1. Use the table to find the area for

the z-score.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve to the left of z = 2.33.

Always draw
the curve!

2.33 0

From the Standard Normal Table, the area is

equal to 0.0099.
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 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve to the right of z = 0.94.
Always draw
the curve!
0.8264
1  0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to

0.1736.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal
curve between z = 1.98 and z = 1.07.
Always draw
0.8577 the curve!

0.0239 0.8577  0.0239 = 0.8338

z
1.98 0 1.07

From the Standard Normal Table, the area is equal to

0.8338.
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Normal Distributions:
Finding Probabilities
Probability and Normal Distributions
If a random variable, x, is normally distributed,
you can find the probability that x will fall in a
given interval by calculating the area under the
normal curve for that interval.

μ = 10
P(x < 15) σ=5

x
μ =10 15

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Probability and Normal Distributions
Normal Distribution Standard Normal Distribution
μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
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Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
less than 90.
μ = 78
σ=8 z  x - μ = 90 - 78
σ 8
P(x < 90)
= 1.5

The probability that a

x student receives a test
μ =78 90 score less than 90 is
z
μ =0 ?
0.9332.
1.5

P(x < 90) = P(z < 1.5) = 0.9332

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Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
greater than than 85.
μ = 78 z = x - μ = 85 - 78
σ 8
σ=8
= 0.875  0.88
P(x > 85)
The probability that a
x student receives a test
μ =78 85 score greater than 85 is
z
μ =0 0.88
?
0.1894.

P(x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.1894

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Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard
deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score
between 60 and 80. z = x - μ = 60 - 78 = -2.25
1
σ 8
P(60 < x < 80) z 2  x - μ = 80 - 78 = 0.25
σ 8
μ = 78
σ=8
The probability that a
x student receives a test
60 μ =78 80 score between 60 and 80
z
2.25
? μ =0 0.25
?
is 0.5865.

P(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
= 0.5987  0.0122 = 0.5865
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Normal Distributions:
Finding Values
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative area
of 0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard

Normal Table. The values at the beginning of the
corresponding row and at the top of the column give the z-score.
The z-score is 2.78.
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 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative area
of 0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821 area.
0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard

Normal Table. Use the value closest to 0.4170.
The z-score is 0.21.
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Finding a z-Score Given a Percentile
Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 ?
0.67

The z-score that corresponds to P75 is the same z-score that

corresponds to an area of 0.75.

The z-score is 0.67.

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Transforming a z-Score to an x-Score
To transform a standard z-score to a data value, x, in
a given population, use the formula
x  μ + zσ.
Example:
The monthly electric bills in a city are normally distributed
with a mean of 120 and a standard deviation of 16. Find the
x-value corresponding to a z-score of 1.60.

x  μ + zσ
= 120 +1.60(16)
= 145.6
We can conclude that an electric bill of 145.60 is 1.6 standard
deviations above the mean.
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 Finding a Specific Data Value
Example:
The weights of bags of chips for a vending machine are
normally distributed with a mean of 1.25 ounces and a
standard deviation of 0.1 ounce. Bags that have weights in
the lower 8% are too light and will not work in the machine.
What is the least a bag of chips can weigh and still work in the
machine?
P(z < ?) = 0.08
8% P(z < 1.41) = 0.08
z
?
1.41 0 x  μ + zσ
x
? 1.25
 1.25  (1.41)0.1
1.11
 1.11
The least a bag can weigh and still work in the machine is 1.11 ounces.

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 PEER TUTORING ACTIVITY
Find the area under the standard normal
distribution curve. Sketch its graph.

1. Between z= 0 and z=2.89

2. To the right of z = 2.03
3. To the left of z=1.67
4. To the right of z=0.19 and to the left of z = -1.43
5. Between z=0.06 and z=1.65
6. P(z<1.71)
7. P(0<z<1.91)
8. P(-1.37<z<-0.15)

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 PEER TUTORING ACTIVITY
Find the area under the standard normal
distribution curve. Sketch its graph.

a. Between z=0 and z=1.85

b. To the right of z=1.52
c. Between z=075 and z=1.85
d. To the left of z=-1.25

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