4 Computing Probabilities and Percentile Using The Standard Normal
4 Computing Probabilities and Percentile Using The Standard Normal
Probabilities and
Percentile Using the
Standard Normal Table
-A normal distribution
curve can be used as a
probability distribution
curve for normally
distributed variables.
Example 1:
If 𝑧 value at random, say, below
1.45 that is the same as the area
under the curve at the left of 1.45.
In this case, the area is 0.9265.
Therefore, the probability of
randomly selecting a 𝑧 value below
of 1.45 is 0.9265 or 92.65%.
-The problems involving
probabilities and
percentiles are solved in
the same manner as
finding the areas under a
normal curve.
In finding probabilities, the following notations
will be used:
(a)𝑃(𝑍 < 𝑧) – probability at the left of 𝑧
(b)𝑃(𝑍 > 𝑧) = 1 – 𝑃(𝑍 < 𝑧) – probability at
the right of 𝑧
(c)𝑃(𝑎 < 𝑧 < 𝑏) – the probability of 𝑧
that is in between two other 𝑧
values, say 𝑎 and 𝑏
In finding probabilities, the following notations
will be used:
(d) 𝑃(𝑋 < 𝑥) – probability at the left of a
normal random variable 𝑥
(e) 𝑃(𝑋 > 𝑥) – probability at the right of a
normal random variable 𝑥
(f) 𝑃(𝑎 < 𝑋 < 𝑏) – the probability of a normal
random variable 𝑋 that is in between two
other normal random variables, say 𝑎 and
𝑏.
Examples 2:
Find the probabilities for each of the
following.
(a)𝑃(𝑍 < 1.32)
(b)𝑃(𝑍 < −1.05)
(c)𝑃(−0.75 < 𝑍 < 1.56)
(d)𝑃(𝑍 > −0.88)
Solution: a) 𝑃(𝑍 < 1.32)
The probability 𝑃(𝑍 < 1.32)
means to find the area under
the normal curve at the left of 𝑧
= 1.32. From the table, find the
intersection on row 1.3 and
column 0.02. Thus, the
probability is 0.9066 or 90.66%.
Solution: b) 𝑃(𝑍 < −1.05)
The probability 𝑃(𝑍 <
−1.05) is the same as the
area under the normal
curve at the left of
𝑧 = −1.05. From the table,
the area is 0.1469. Thus,
the probability is 0.1469
or 14.69%.
Solution: c) 𝑃(−0.75 < 𝑍 < 1.56)
The probability 𝑃(−0.75 < 𝑍 < 1.56) is
the same as the area under the
normal curve between 𝑧 values -
0.75 and 1.56. To get the area,
subtract the area of 𝑧 = −0.75 from
the area of 𝑧 = 1.56. Thus, 𝑃(−0.75
< 𝑍 < 1.56)
= 𝑃(𝑍 < 1.56)– 𝑃(𝑍 < −0.75)
= 0.9406 – 0.2266
= 𝟎. 𝟕𝟏𝟒𝟎 𝑜𝑟 𝟕𝟏. 𝟒𝟎%.
Solution: d) 𝑃(𝑍 > −0.88)
The probability 𝑃(𝑍 > −0.88)
is the same as the area
under the normal curve at
the right of 𝑧 = −0.88. To get
the area, subtract the area
of 𝑧 = −0.88 from 1. Thus, 𝑃(𝑍
> −0.88)
= 1 – 𝑃(𝑍 < −0.88) = 1 – 0.1894
= 𝟎. 𝟖𝟏𝟎𝟔 𝑜𝑟 𝟖𝟏. 𝟎𝟔%.
Examples 3:
Let 𝑋 be a normal random variable
with mean 𝜇 = 15 and standard
deviation 𝜎 = 3.
Find the probabilities of the following:
(a) 𝑃(𝑋 < 19)
(b) 𝑃(10 < 𝑋 < 19)
Solution: a) 𝑃(𝑋 < 19)
Given: 𝑋 be a normal random variable with mean 𝜇 = 15 and standard
deviation 𝜎 = 3.