NORMAL DISTRIBUTION

One of the most commonly observed continuous random variables has a bell-shaped or bell curve
probability distribution. It is known as a normal random variable and its probability distribution is
called a normal distribution.

PROPERTIES OF NORMAL DISTRIBUTION

1. The distribution curve is bell-shaped.
2. The curve is symmetrical about its center.
3. The mean, median, and mode coincide at the center.
4. The tails of the curve flatten out indefinitely along the horizontal axis but never touch
it (the curve is asymptotic to the base line).
5. The area under the curve is 1. Thus, it represents the probability or proportion or the
percentage associated with specific sets of measurement values

Standard Normal Distribution

The standard normal distribution is a normal distribution that has a mean of 0 and standard
deviation 1. It is denoted by 𝑁(0, 1).

AREA UNDER THE STANDARD NORMAL CURVE

Figure 1. Sample on how to locate area under the normal curve.

Examples:
1. Find the area under the standard normal curve between z = 0 and z = 1.45.
Locate the area of 0 and 1.45 in the normal distribution table attached in your module.
𝑃(0≤𝑧≤1. 45) = 0. 9265 − 0. 5 = 0. 4265
 0 1.45
The area under the standard normal curve between 0 and 1.45 is 0.4265. The probability between 0
and 1.45 is 42.65%.

2. Find the area under the normal curve to the left of 𝑧 = 1. 45; 𝑃(𝑧 < 1. 45).
Locate the area of 1.45 in the normal distribution table attached in your module
𝑃(𝑧 < 1. 45) = 0. 9265

0 1.45
The area under the standard normal curve less than 1.45 is 0.9265. The probability less than 1.45 is
92.65%.

3. Find the area under the normal curve to the right of 𝑧 = 1. 45; 𝑃(𝑧 > 1. 45).
Locate the area of 1.45 in the normal distribution table attached in your module
𝑃(𝑧 > 1. 45) = 1 − 0. 9265 = 0. 0735

0 1.45
The area under the standard normal curve greater than 1.45 is 0.0735. The probability less than 1.45
is 7.35%.

4. Find the area to the left of − 0. 98; 𝑃(𝑧 < − 0. 98).

Locate the area of -0.98 in the normal distribution table attached in your module
𝑃(𝑧 < − 0. 98) = 0. 1635
 -0.98

The area under the standard normal curve lesser than -0.98 is 0.1635. The probability less than -0.98
is 16.35%.

5. Find the area between z = -1.4 and z = -0.5.

Locate the area of -1.4 and -0.5 in the normal distribution table attached in your module
𝑃(− 1. 4 < 𝑧 <− 0. 5) = 𝑃(𝑧 <− 0. 5) − 𝑃(𝑧 <− 1. 4) = 0. 3085 − 0. 0808 = 0. 2277

-1.4 -0.5
The area under the standard normal curve between -1.4 and -0.5 is 0.2277. The probability between
-1.4 and -0.5 is 22.77%.

SOLVE PROBLEMS INVOLVING NORMAL DISTRIBUTION

● To find 𝑃(𝑎 < 𝑥 < 𝑏), we need to find the area under the appropriate normal curve.

● To simplify the tabulation of these areas, we standardize each value of x by expressing it as a

z-score, the number of standard deviations s it lies from the mean m.
The formula for calculating z is:

𝑋−µ
𝑧= σ
(z-score for population data)

𝑋 −𝑥
𝑧= 𝑠
(z-score for sample data)
Where:
X = given measurement
µ = population mean
σ = population standard deviation
𝑋 ̅ = sample mean
s = sample standard deviation

Examples:
1. The amount of time that Carlos plays video games in any given week is normally distributed. If
Carlos plays video games an average of 15 hours per week, with a standard deviation of 3 hours, what
is the probability of Carlos playing video games between 15 and 18 hours a week?
Solution:
Identify the given.
μ = 15 ℎ𝑜𝑢𝑟𝑠 𝑝𝑒𝑟 𝑤𝑒𝑒𝑘
σ = 3 ℎ𝑜𝑢𝑟𝑠 𝑝𝑒𝑟 𝑤𝑒𝑒𝑘
𝑥 = 15 𝑎𝑛𝑑 18
Identify the unknown.
Probability between 15 and 18 hours per week
Compute the z value.
When x=15
15−15 0
𝑧= 3
= 3
= 0

When x=18
18−15 3
𝑧= 3
= 3
= 1
Find the probability between
𝑃(0 < 𝑧 < 1) = 0. 8413 − 0. 5 = 0. 3410 = 34. 1%
Graph the probability and locate the area in the z table which is 34.1%

Interpretation: The probability of Carlos playing video games between 15 and 18 hours a week is
34.1%

2. A bottling machine is adjusted to fill bottles with a mean of 32.0 oz. of soda and standard deviation
of 0.02 oz. Assume the amount of fill is normally distributed and a bottle is selected at random.
a. Find the probability that the bottle contains less than 31.97 oz.
b. Find the probability that the bottle contains more than 32.025 oz.
Solution:
a. Identify the given.
μ = 32. 0 𝑜𝑧.
σ = 0. 02 𝑜𝑧.
𝑥 = 31. 97
Identify the unknown.
Probability less than 31.97
Compute the z value then locate its probability.
when x= 31.97
31.97−32.0 −0.03
𝑧= 0.02
= 0.02
=− 1. 5 = 0. 06681

𝑃(𝑧 <− 1. 5) = 0. 0668 = 6. 68%

Interpretation: The probability the bottle contains less than 31.97 oz is 6.68%.

b. Identify the given.

μ = 32. 0 𝑜𝑧.
σ = 0. 02 𝑜𝑧.
𝑥 = 32. 025
Identify the unknown.
Probability more than 32.025
Compute the z value then locate its probability.
when x= 32.025
32.025−32.0 0.005
𝑧= 0.02
= 0.02
= 0. 25 = 0. 58971

𝑃(𝑧 < 0. 25) = 0. 5897 = 58. 97%

Interpretation: The probability the bottle contains more than 32.025 oz. is 58.97%.

3. Find the 95th percentile of a normal curve.

Analysis: By definition of 𝑃95, this means locating an area before or below the point. We want to
know what the z-value is at this point.
 STEPS SOLUTION
1. Draw the appropriate normal curve.

2. Express the given percentage as 95% is the same as 0.9500

probability.
3. Refer to the z-Table. Locate the area This area is not found in the table. It is between the
0.9500 in the body of the table. values of 0.9495 and 0.9505
4. Find the z-value that corresponds to 0. 9505 → 𝑧 = 1. 65
0.9505.
5. Find the z-value that corresponds to 0. 9495 → 𝑧 = 1. 64
0.9495.
6. Find the average of the two z-values. 𝑧=
1.65+1.64
= 1. 645
2
7. Locate z = 1.645 under the normal in The 95th percentile is z = 1.645
Step 1 and make a statement.
8. Draw a line through z = 1.645 under Do this under the normal curve in Step 1.
the normal curve in Step 1
9. Shade the region to the left of z = 1.645 Do this under the normal curve in Step 1.
10. Describe the shaded region. The shaded region is 95% of the distribution.

4. Find the upper 10% of the normal curve.

STEPS SOLUTION
1. Draw the appropriate normal curve.

2. Express the given percentage as 10% is the same as 0.1000

probability.
3. Locate the upper 10%. 1.000-0.1000 = 0.9000
4. Refer to the z-Table. Locate the area This area is not found in the table. So we take 0.8997,
0.9000 in the body of the table which is the closest value.
5. Find the z-score that corresponds to 0. 8997 → 𝑧 = 1. 28
0.8997.
6. Locate z = 1.28 Under the Curve in Step That is, the upper 10% is above z = 1.28
1 and make a statement.
7. Draw a line through z = 1.28 under the Do this under the normal curve in Step 1.
normal curve in Step 1
8. Shade the region to the right of z = 1.28 Do this under the normal curve in Step 1.
9. Describe the shaded region. The shaded region is the upper 10% of the normal
curve.

Example 3. The results of a nationwide aptitude test in Mathematics are normally distributed with
µ = 80 and σ = 15. What is the percentile rank of a score of 84?
Analysis: Since we are interested in the percentile rank of 84, this means finding the percentage of
scores below 84. To find the required area from the z-Table, we transform 84 to z-score form and
then perform the appropriate Mathematical operation.
STEPS SOLUTION
1. Convert the raw score of 84 to z-score 𝑋−μ 84−80
𝑧 = σ = 15 ≈0. 27
form.
2. Find the area that corresponds to z = z = 0.27 corresponds to the area 0.6064.
0.27.
3. Draw the normal curve showing the
z-score

4. Draw a line through z = 0.27 Under Do this under the normal curve in Step 3.
the Normal Curve in Step 3
5. Shade the required region Under the Do this under the normal curve in Step 3. The required
Normal Curve in Step 3. region is below z = 0.27 expressed as percentile rank.
6. Compute the percentile rank of the 𝑃𝑒𝑟𝑐𝑒𝑛𝑡𝑖𝑙𝑒 𝑟𝑎𝑛𝑘 𝑜𝑓 84
score 84. = 0. 6064 (100) = 60. 64 %
7. Make a concluding statement. The percentile rank of the score 84 in nationwide
aptitude test in Mathematics is 60.64%.

Reference:
Belecina, R. R., Baccay, E. S., Mateo, E. B. (2016). Statistics and Probability (1st ed).
Manila, Philippines: REX Book Store