Handout in Statistics and Probability [2nd Sem, SY 2023-2024]

UNIT 2: The Normal Distribution

Learning Competencies: The learner …
1. Illustrates a normal random variable and its characteristics.
2. constructs a normal curve.
3. identifies regions under the normal curve corresponding to different standard normal values.
4. converts a normal random variable to a standard normal variable and vice versa.
5. computes probabilities and percentiles using the standard normal table.
Recall:
A probability distribution (or probability mass function) of the random variable X is a mathematical
function P(X) that gives the probabilities of occurrences of different possible outcomes for an
experiment.
A probability distribution for a discrete random variable is a probability distribution of the random
variable X whose values are those that resulted from counting. This can be shown by a table and by
a histogram. Example histogram is shown below with corresponding expected values and standard
deviation (discussed in Unit 1).
Probability Distribution P(X) of the Number X of Eggplants with Worms when Three
Eggplants were Drawn Randomly

Expected value of the random variable X,

1 3 3 1
𝜇 = ∑ 𝑋 ∙ 𝑃(𝑋) = (0) ( ) + (1) ( ) + (2) ( ) + (3) ( ) = 1.5
8 8 8 8
Standard deviation of the random variable X,
𝜎 = √𝜎 2 = √∑(𝑋 − 𝜇)2 ∙ 𝑃(𝑋) ≈ 0.87

The most important probability distribution in theoretical and applied statistics is the normal (or
Gaussian) distribution. In practice, most measurement data can be modeled by normal distribution. In this
kind of probability distribution, the random variable, say X, is called a normal random variable and can be
a continuous random variable. Examples: IQ score, weight in grams, height in feet

Take note that in the first lesson we have discuss that in Quantitative random variables, we have discrete
and continuous thus this part will deal with the continuous random variable or the normal random variable.
To fully understand this topic, let define important terms.

Definition1: Normal Distribution

Normal Distribution (or Normal Curve) is a probability distribution of a normal random variable
characterized by its mean 𝝁 and standard deviation 𝝈.
Means and Standard Deviations of a Normal Curve
Take a look at the images below

• Curves with different means, same standard deviation

• Curves with different means, different standard deviations

• Curves with the same means, different standard deviations

Properties of a Normal Distribution

• The distribution contains a very large number of values of a random variable where the mean,
median, and mode are equal.
• It is bell-shaped and symmetric about the mean
• The total area that lies under the curve is 1 or 100%.
• The curve is asymptotic with respect to the x-axis. That is, as the curve extends farther and farther
away from the mean, it gets closer and closer to the x-axis but never touches it.
• Approximately 68% of the values of the normal random variable are within 𝜇 ± 𝜎, approximately
95% of the values are within 𝜇 ± 2𝜎, and 99.7% of the values are within 𝜇 ± 3𝜎.
Normal Distribution (68-95-99.7 Rule)

68%

95%

99.7%

X values
Example 1:
In a certain class, the weight of a student in kilograms is known to have a normal distribution
with a mean 42.3 and a standard deviation of 8.7.

A. Construct a normal curve for the data.

B. Determine the probability that a student’s weight will fall between 42.3 kgs and 51 kgs.

C. Determine the probability that a student’s weight will be greater than 51 kgs.

D. If there were 45 students in the class, how many students have weights less than 33.6
kgs?

Definition 2: Standard Normal Distribution

In a normal distribution, the variation of the Standard Normal Distribution
values of the random variable X can be
explained by the mean 𝜇 and standard deviation
𝜎. When the values of X are transformed into a 68%
standard normal random variable Z (also called
as standard z-score or simply z-score) the 95%
resulting distribution is now called Standard
Normal Distribution, which is also normally 99.7%
distributed with mean 0 and standard deviation
1.
𝑋−𝜇 -3 -2 -1 0 1 2 3
Formula: 𝑧 = (For population data)
𝜎
𝑋−𝑥 z-score
𝑧 = 𝑠 (For sample data)
Example 2: Refer to example 1. Find the z-score of a student with a weight of:
(a) 42.3 kgs (b) 51 kgs (c) 40 kgs. (d) 45 kgs

Example 3: The test score for a civil service exam is known to be normally distributed with a mean
of 152 and a standard deviation of 7. Find the z-score for a person with a score of:
(a) 161 (b) 148 (c) 152 (d) 152

Finding the Area of a Region Under the Standard Normal Curve

Rules:
1. To find the standard normal probability that Z is less than a given value z, that is, P(Z < z), we find
the cumulative area (or the area of the region under the standard normal curve) to the left of a
given value z).

Note: The tables of pages 7 and 8 provide the cumulative areas to determine the standard normal
probabilities.
2. To find the standard normal probability that Z is greater than a given value z; subtract P(Z < z) from
1. That is P( Z > z) = 1 - P(Z < z).

3. To find the standard normal probability that Z is between two given values 𝑧1 and 𝑧2 where 𝑧1 < 𝑧2 ,
we find P(𝑍 < 𝑧1 ) and P(Z < 𝑧2 ) and then subtract the smaller area from the larger area. That is,
P( 𝑧1 < 𝑍 < 𝑧2 ) = P(Z < 𝑧2 ) – P (𝑍 < 𝑧1 ).
Example 4: Let Z be a standard normal random variable. Find the following probabilities using the areas
under the normal curve table.
(𝑎) 𝑃(𝑍 < 2.4) (𝑏) 𝑃(𝑍 < −0.36) (b) 𝑃(𝑍 > 2.24)

(𝑐) 𝑃(𝑍 > −0.58) (𝑑) ) (−0.25 < 𝑍 < 1.64) (e) 𝑃(0.12 < 𝑍 < 2.18)

Exercises: Given a standard normal distribution, find the area under the curve which lies
a) to the right of z= -0.89 b) to the left of z= 1.59 c) in between z= -2.16 and
z= -0.65

Finding z-scores from Areas Under the Normal Curve

Example 5: Answer as required.
(a) Find the z-score with an area under the normal (b) Find the z-score with an area under the
curve of 84.61% falling to the left. normal curve of 0.9345 falling to its right.

(c) Solve for the z-score k such that (d) Solve for the z-score k such that
P( k <Z< -0.18) = 0.4197 P ( -k < Z < k) = 0.95
Finding the Data Value x,When Given a Standard Score, z:
Formula: 𝑥 = 𝜇 + 𝑧𝜎 where z is a given z-score.
Example 6.
The test scores for a civil service exam are normally distributed with a mean of 152 and a
standard deviation of 7. Find the test score for a person with a standard score of:
(a) 2.33 (b) –1.75 (c) 0

Normal Distributions Finding Probabilities

If a random variable X is normally distributed, the probability that a given value x will fall within an
interval is equal to the area under the curve in the interval.
Example 7: Given a normal distribution with and , find
a) the probability that X assumes b) the value that has a c) the normal- curve area
a value greater than 50. probability of 38% . to the left of x = 22.

Application: Answer as required. Show necessary solutions.

1. IQ scores are normally distributed with a mean of 100 and a standard deviation of 15. Find the
probability that a person selected at random will have an IQ score less than 115.

2. On an examination the average grade was 74 and the standard deviation was 7. If 12% of the class
are given A’s, and the grades are curved to follow a normal distribution, what is the lowest possible
A and the highest possible B?

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3. The quality grade-point averages of 300 college freshmen follow approximately a normal distribution
with a mean of 2.1 and a standard deviation of 0.8. How many of these freshmen would you expect
to have a score between 2.5 and 3.5 inclusive if the point averages are computed to the nearest
tenth?

4. In a departmental examination on Statistics taken by 105 students, the mean grade was 64 and the
standard deviation was 10. If the grades are approximately normally distributed
a. What is the probability that in a randomly selected student, he/she would get a score
below 70?
b. About how many students got grades above 60?
c. What percentage of students got scores between 60 and 70?

5. Find the 95th percentile of the normal curve.

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