Unit 6: Normal Distribution

Unit 6: Normal Distribution

Introduction
In unit 4, describing data using measures of central tendency and measures
of variability were discussed. And in unit 5, the explanation of the concept of
probability was discussed. Your knowledge about those topics will be your
stepping stone to easily understand the fundamental concept of normal distribution.
.
In this unit, you will learn the concept of normal distribution, the empirical rule
which is use for approximating probabilities, the basic concept of standard score,
finding the normal curve areas and its applications to real life problems and situations
using probability.

Learning Outcomes
At the end of this unit, you are expected to:
1. Demonstrate knowledge and understanding of the basic concepts of normal
distribution.
2. Describe the normal distribution, given the standard deviation and the mean of the
variable of interest, sketch the distribution and scale on the x – axis.
3. Use the Empirical Rule for normal distribution
4. Understand the basic concept of Standard Score
5. Find the area under the normal curve
6. Interpret the area under the normal curve as a probability
7. Analyze and understand real life problems and situations using
probability.

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 Unit 6: Normal Distribution

Topic 1. The Concept of Normal Distribution

Learning Objectives
At the end of the lesson, you are expected to:
1. Demonstrate knowledge and understanding of the basic concepts of normal
distribution.
2. Describe the normal distribution, given the standard deviation and the mean
of the variable of interest, sketch the distribution and scale on the x – axis.

Presentation of Content
The Normal Distribution is the most important of all distributions because it
describes distribution that occurs naturally in many situations. For instance, the
distribution of variables such as heights of people, salaries of employees, IQ scores,
blood pressure, scores on a test and these may be said to approximate a normal
distribution.
The Normal Distribution or normal curve is also known as the Gaussian
distribution in honor of Karl Friedrich Gauss (1775-1855) who formalized its
mathematical expression.

It is a theoretical concept whose objective is to be able to explain for some

variables the relation between the intervals of its values and their corresponding
probabilities.

The shape and position of the normal distribution can be determined using
the values of the mean and standard deviation.
It is also centered at the mean of the variable and its variation will depend
on the value of its standard deviation.
The smaller the value of the standard deviation, the steeper the
distribution and less dispersed. Figure B shows the normal distribution with mean
of 0 and standard deviation of 1.
The larger the value of the standard deviation, the flatter the
distribution and more dispersed. Figure A shows the normal distributions with
mean 19 and standard deviation 4.

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 Unit 6: Normal Distribution

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Figure A Figure B

Source:https://stats.libretexts.org/Bookshelves/Introductory_Statistics/Book%3A_OpenIntro_St
atistics_(Diez_et_al)./03%3A_Distributions_of_Random_Variables/3.01%3A_Normal_
Distribution

Properties of the Normal Distribution

The normal distribution is represented by a normal curve. It has six properties:

1. The curve has a single peak, meaning the distribution is unimodal.

2. It is a bell-shaped curve.
3. It is symmetrical to the mean.
4. The end tails of the curve can be extended indefinitely in both sides and
asymptotic to the horizontal line.
5. The shape of the curve will depend on the value of the mean and standard
deviation.
6. The total area under the curve is 1.0. Hence, the area of the curve in each side
of the mean is 0.5.
7. The probability between two given points in the curve is equal to the area
between the two points.

Figure C illustrates the different properties of the normal distribution.

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 Unit 6: Normal Distribution

---
- - - - - - - - - - - - - - - - - - - - - - - - --
symmetrical sides

Total Area = 1

asymptotic tail

Mean = Median = Mode

Figure C

The fifth property tells us that the shape of the curve will depend on the value of
the mean and standard deviation, given that the mean is 5 and the standard deviation
is 3, the normal curve or normal distribution corresponding to the given mean and
standard deviation is shown below:
-----------------------

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Unit 6: Normal Distribution

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 Unit 6: Normal Distribution

Topic 2. Empirical Rule

Learning Objectives
At the end of the lesson, you are expected to:
1. Identify the Empirical Rule

2. Use the Empirical Rule for normal distribution

Presentation of Content

It is useful to study the Empirical Rule first before you look at the process on
how to find probabilities under the normal curve. The said rule is frequently used in
statistics for forecasting, especially when obtaining the data is impossible or difficult
to get. This rule gives us approximate value for these areas under the normal curve.
Take note, this is just an approximation that gives you an idea of what the size of the
probabilities is for different shadings. A more precise method for finding
probabilities for the normal curve will be discussed in topic 4 of this unit. Use the
empirical rule only for real rough estimates.

The Empirical Rule tells you what percentage of your data falls within a certain
number of standard deviations from the mean:

We shall consider three specific intervals with which we can associate

three mathematical facts. For any normally distributed set of data, we can say
that
At least 68% of the values in a given set of data fall within plus or
minus 1 standard deviation from the mean. In symbols, the interval is
(𝑥̅ − 1𝑠) − (𝑥̅ + 1𝑠)

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 Unit 6: Normal Distribution

At least 95% of the values in a given set of data fall within plus or minus 2
standard deviation from the mean. In symbols, the interval is
(𝑥̅ − 2𝑠) − (𝑥̅ + 2𝑠)

At least 99% of the values in a given set of data fall within plus or
minus 3 standard deviation from the mean. In symbols, the interval is
(𝑥̅ − 3𝑠) − (𝑥̅ + 3𝑠)

Take note the maximum a probability is 100%, so 100%-99.7%=0.3%. this means

that there is 0.3% for both ends of the curve. Because of symmetry, you can divide
this equally between both ends, 0.3%÷2= 0.15%. This means that there is 0.15% in
each tail beyond the ±3s.

To illustrate the significance of the empirical rule, consider the weight of 50 year
old individuals which is normally distributed with = =65 kgs and s = 10 kgs.
Approximate the probabilities associated with ranges of weight values.

Approximately, 68% of the individuals have a weight between 65 kgs plus or minus 1
times the standard deviation of 10 kgs, that is,
65 − 1(10) − 65 + 1(10)

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 Unit 6: Normal Distribution

55 − 75

This means that approximately 68% of the individuals have a weight ranging from
55 kgs 75 kgs.

Approximately, 95% of the individuals have a weight between 65 kgs plus or

minus 2 times the standard deviation of 10 kgs, that is,
65 − 2(10) − 65 + 2(10)
45 − 85

This means that approximately 95% of the individuals have a weight ranging from
45 kgs 85 kgs.

Approximately, 99% of the individuals have a weight between 65 kgs plus or

minus 2 times the standard deviation of 10 kgs, that is,
65 − 3(10) − 65 + 3(10)
35 − 95

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 Unit 6: Normal Distribution

This means that approximately 99% of the individuals have a weight ranging from
35 kgs 95 kgs.

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 Unit 6: Normal Distribution

Topic 3. Standard Score

Learning Objectives
At the end of the lesson, you are expected to:
1. Understand the basic concept of Standard Score.

2. Transform a score into standard score and vice versa.

Presentation of Content

The graph of a normal distribution can be described by using the value of

the mean and standard deviation. Given an interval, then for any value of x and s,
the area under the curve can be obtained through the use of the normal curve table.

The values of x and s are generally expressed in different units of measure.

Therefore, the units of measurement should be transformed from the original
variable, say variable x to another scale which is the standard score or z score.

Score Mean
Standard scores, or “z-scores” measure the
relation between each score (x) and its distribution.
It tells you how many standard deviations (𝜎) the Standard
scores are away from the mean (𝜇). A positive z – Deviation
score tells you that the score is higher than the
mean. On the other hand, a negative z – value tells
you that the score is lower than the mean. For
instance, z = - 1, it means that it is 1 standard
deviation below the mean.

Example 1. The average efficiency rating of the faculty members of a certain

university is 85 with a standard deviation of 4. Assuming that the efficiency rating of
the faculty members is normally distributed, then the values can be presented into a
horizontal score as shown below.

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 Unit 6: Normal Distribution

Example 2: Suppose x = 17, with mean μ = 5 and standard deviation σ = 6.

𝑥− 𝜇 17−5
Then: 𝑧 = = =2
𝜎 6

This means that x = 17 is two standard deviations (2σ) above or to the right of
the mean μ = 5.
Now suppose x = 1.

𝑥− 𝜇 1−5
Then: 𝑧 = = = -0.67 (rounded to two decimal places)
𝜎 6

This means that x = 1 is 0.67 standard deviations (–0.67σ) below or to the left
of the mean μ = 5.
Summarizing, when z is positive, x is above or to the right of μ and when z is
negative, x is to the left of or below μ. Or, when z is positive, x is greater than μ, and
when z is negative x is less than μ.
The number (magnitude) tells the distance between the score and the mean in terms
of number of standard deviations

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 Unit 6: Normal Distribution

You know the z-score, the mean and the standard deviation. And this time you need
to solve for the score;

𝑥− 𝜇
From: 𝑧 = ,
𝜎

by cross multiplication x – 𝜇 = z𝜎

so x = z𝜎 + 𝜇

Example: Suppose z = 2, 𝜇 = 100, and 𝜎 = 15, find for x?

x = z𝜎 + 𝜇 = 2(15) + 100 = 130

This means that 130 is 2𝜎 above the 𝜇.

The sign tells whether the score is located above (+) or below (-) the mean.

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 Unit 6: Normal Distribution

Topic 4. Normal Curve Areas

Learning Objectives
At the end of the lesson, you are expected to:
1. Find the area under the normal curve

2. Interpret the area under the normal curve as a probability

3. Analyze and understand real life problems and situations using probability.

Presentation of Content

The area under

the normal
distribution
curve represents
probability and the
total area under
the curve sums to
one.

Source:http://onlinestatbook.com/2/c
alculators/normal_dist.html

o Since a normally distributed set of data is symmetric, then the total

area from 𝑧 = 0 to the right is equal to 0.5 and the area from 𝑧 = 0 to
the left is equal to 0.5.
o The area under the curve of any two points in a horizontal scale can be
obtained with the aid of the table for areas under the normal curve.
o The values in the table correspond to the curve from 𝑧 = 0 to a
specified value of z.
o Such value of z can be positive or negative but the area under the
normal curve will always be positive.

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 Unit 6: Normal Distribution

For example: Find the area from 0 and 0.46, look up 0.46. The table below illustrates
the result for 0.46 (0.4 in the left hand row and 0.06 in the top column, the
intersection is .1772).

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 Unit 6: Normal Distribution

Source: Alferez. et al.,2006. Statistics and Probability. MSA Publishing House.

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 Unit 6: Normal Distribution

Note: In order to look up a z-score in the table, you have to split up your z-value at the
tenths place. For example, to look up 0.46 you would look up 0.4 and then look
at .06.

The interval represented by 𝑧 = 0 and 𝑧 = 0.46 is symbolized as

0 < 𝑧 < 0.46. See illustration below;

A = 0.1772
0.46

Hence, area under the curve from 𝑧 = 0 and 𝑧 = −10.46 is 0.1772. The
interval represented by 𝑧 = 0 and 𝑧 = −1.25 is symbolized as −0.46 < 𝑧 <
0
A = 0.1772
A = 0.1772
-0.46

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 Unit 6: Normal Distribution

The total area under the normal curve is equal to 1, thus, we can associate these
areas under the normal curve as probabilities.
o The capital letter Z is used to represent a certain event that is greater than
a standard score (z). Such event is denoted by 𝑍 > 𝑧.
o An event that is less than a standard score will be denoted as 𝑍 < 𝑧.
o An event that is in between two standard scores will be denoted as 𝑧1 <
𝑍 < 𝑧2 .
o To determine the area under the curve or the probability of the event, we
will use the notations

𝑷(𝒁 > 𝒛), 𝑷(𝒁 < 𝒛), 𝐚𝐧𝐝 𝑷(𝒛𝟏 < 𝒁 < 𝒛𝟐 ).

Example 1. Find the probability value of 𝑃 (𝑍 > 1.25).

(𝑍 > 1.25) = 0.5 − 𝑃 (0 < 𝑍 < 1.25)

𝑃 (𝑍 > 1.25) = 0.5 − 0.3944
𝑃 (𝑍 > 1.5) = 0.1056

Example 2. Find the probability value of 𝑃 (𝑍 < −0.5).

𝑃 (𝑍 < −0.25) = 0.5 − 𝑃(0 < 𝑍 < 0.25)

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 Unit 6: Normal Distribution

𝑃 (𝑍 < −0.25) = 0.5 − 0.0987

𝑃 (𝑍 < −0.25) = 0.4013

Exa mpl e 3. Find the probability value of 𝑃 (−0.25 < 𝑍 < 1.25).

-0.25 1.25

𝑃 (−0.25 < 𝑍 < 1.25) = 𝑃(0 < 𝑍 < 0.25) + 𝑃(0 < 𝑍 < 1.25)
𝑃 (−0.25 < 𝑍 < 1.25) = 0.0987 + 0.3944
𝑃 (−0.25 < 𝑍 < 1.25) = 0.4931

Example 4: Find the probability value of 𝑃 (𝑍 < 1.25).

1.25
(𝑍 < 1.25) = 0.5 + P(0 < Z < 1.25)
𝑃 (𝑍 < 1.25) = 0.5 + 0.3944
𝑃 (𝑍 < 1.25) = 0.8944

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 Unit 6: Normal Distribution

Proble m Sol vi ng
The examination results of a large group of students in Statistics are
approximately normally distributed with a mean of 60 and a standard deviation of 9.
If a student is chosen at random, what is the probability that his score is
a. above 73?
b. below 85?
c. between 50 and 75?
Solution
Given: 𝑥̅ = 60, 𝑠 = 9, x is above 73
a. The standard score z when x is 73 is
𝑥 − 𝑥̅ 73 − 60
𝑧= = = 1.44
𝑠 9
Thus, 𝑃 (𝑥 > 73) = 𝑃(𝑍 > 1.44)

1.44

𝑃 (𝑥 > 73) = 0.5 − 𝑃 (0 < 𝑍 < 1.44)

𝑃 (𝑥 > 73) = 0.5 − 0.4251
𝑃 (𝑥 > 73) = 0.0749

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 Unit 6: Normal Distribution

Solution
Given: 𝑥̅ = 60, 𝑠 = 9, x is below 85
b)The standard score z when x is 85 is
𝑥 − 𝑥̅ 85 − 60
𝑧= = = 2.78
𝑠 9
Thus, 𝑃 (𝑥 < 85) = 𝑃(𝑍 < 2.78)

2.78
𝑃 (𝑥 < 85) = 0.5 + 𝑃 (0 < 𝑍 < 2.78)
𝑃 (𝑥 < 85) = 0.5 + 0.4973
𝑃 (𝑥 < 85) = 0.9973

Solution
Given: 𝑥̅ = 60, 𝑠 = 9, x is between 50 and 75
c) The standard score z when x is 50 and 75 is
50 − 60 75 − 60
𝑧1 = = −1.11 𝑎𝑛𝑑 𝑧2 = = 1.67
9 9
Thus, 𝑃 (50 < 𝑥 < 75) = 𝑃(−1.11 < 𝑍 < 1.67)

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 Unit 6: Normal Distribution

-1.11 1.67
𝑃 (50 < 𝑥 < 75) = 𝑃(−1.11 < 𝑍 < 1.67)
𝑃 (50 < 𝑥 < 75) = 𝑃(0 < 𝑍 < 1.11) + 𝑃(0 < 𝑍 < 1.67)
𝑃 (50 < 𝑥 < 75) = 0.3665 + 0.4525
𝑃 (50 < 𝑥 < 75) = 0.8190

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