NORMAL DISTRIBUTION

INTRODUCTION:

In the previous lesson, we used graphs of samples of discrete data to find a probability
distribution with the same shape or pattern. That pattern is used to calculate probabilities of a
population that will enable us to make predictions or decisions concerning the population. However,
certain data are of the continuous type. In this module, we will consider a distribution of this type. This
distribution is commonly known as the normal probability distribution or simply the normal curve. The
normal curve is frequently used as a mathematical model in inferential statistics. Through the normal
curve, the inferences that we make regarding a population can be visualized.

This module deals with the concepts and processes regarding the normal curve distribution.

OBJECTIVES:

At the end of the module students are expected to:

a. Illustrates a normal random variable and its characteristics.

b. Construct a normal curve.
c. Identifies regions under the normal curve corresponding to different standard normal values.
d. Computes probabilities using the standard normal curve.

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PRE-ASSESSMENT:

Direction: Find the mean, variance and standar deviation of the following distributions.

1.

x 1 6 11 16 21

1 1 2 1 2
P(X)
7 7 7 7 7

2.

x 1 2 3 4 5

1 3 1 2 3
P(X)
10 10 10 10 10

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 LESSON 1:
UNDERSTANDING THE NORMAL CUVE DISTRIBUTION

EXPLORE: Entry Card

Determine whether the statement is TRUE or FALSE by checking (√) the appropriate box. If false,
modify the statement to make it true.
Statement True False
1. The normal curve is a bell-shaped probability distribution.
2. The areas under a probability distribution correspond to the
probabilities of a random variable X.
3. The areas under the curve corresponds to all probabilities
for X.
4. In a probability distribution, the total area is 100.
5. The mean, the median, and the mode coincide at the
center.

There are many events in real-life that generate random variables that generate random
variables that have the natural tendency to approximate the shape of a bell. For example, the heights
of a large number of seedlings that we see in the fields normally consist of a few tall ones, a few short
ones, and most of them having heights in between tall and short. In reality, if a distribution consists of
a very large number of cases and the three measures of averages (mean, median and mode) are
equal, then the distribution is symmetrical and the skewness is 0. In statistics, such distribution is
called normal distribution or simply normal curve.

The normal curve has a very important role in inferential statistics. It provides a graphical
representation of statistical values that are needed in describing the characteristics of populations as
well as in making decisions. It is defined by an equation that uses the population mean 𝝁 and the

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standard deviation 𝝈. There is no single curve, but rather a whole family of normal curves that have
the same basic characteristics but have different means and standard deviation.

Properties of the Normal Probability Distribution

The normal probability distribution has the following
properties:
1. The distribution curve is bell-shaped.
2. The curve is symmetrical about its center.
3. The mean, the median, and the mode coincide at
the center.
4. The width of the curve is determined by the standard
deviation of the distribution.
5. The tails of the curve flatten out indefinitely along the horizontal axis, always approaching the
axis but never touching it. That is, the curve is asymptotic to the base line.
6. The area under the curve is 1. Thus, it represents the probability or proportion, or the
percentage associated with specific sets of measurement values.

The Standard Normal Curve

A standard normal curve is a normal probability distribution that has a mean 𝜇 = 0 and a
standard deviation 𝜎 = 1

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The Table of Areas under the Normal Curve is also known as the z-Table. The z-score is a
measure of relative standing. It represents the distance between the given measurement X and the
mean, expressed in standard deviations.

Table of Areas under the Normal Curve

S .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .0000 .0040 .0080 .0120 .0150 .0199 .0239 .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0754
0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1253 .1293 .1331 .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2258 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549
0.7 .2580 .2612 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2996 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3288 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3557 .3559 .3621
1.1 .3642 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4962 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4985 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990
For values of z above 3.09, use 0.4999 for the area.

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 To find the area that corresponds to a z-value, simply find the area between z = 0 and the
given z-value using the z-table.

Four-Step Process in Finding the Areas Under the Normal Curve Given a z-Value
Step 1: Express the given z-value into a three-digit form.
Step 2: Using the z-Table, find the first two digits on the left column.
Step 3: Match the third digit with the appropriate column on the right.
Step 4: Read the area (or probability) at the intersection of the row and the column. This is the
required area.

Examples:
1. Find the area that corresponds to 𝑧 = 1.
Finding the area that corresponds to is the same as finding the area between 𝑧 = 0 and
𝑧=1
𝑧=1
𝑧 = 1.00
𝟎. 𝟑𝟒𝟏𝟑
This area is 0.3413. This is the required area.

2. Find the area that corresponds to 𝑧 = 1.36

𝑧 = 1.36
𝟎. 𝟒𝟏𝟑𝟏
This area is 𝟎. 𝟒𝟏𝟑𝟏. This is the required area.

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 LESSON 2:
UNDERSTANDING THE Z -SCORES

𝑻𝒉𝒆 𝒛 − 𝒔𝒄𝒐𝒓𝒆
The areas under the normal curve are given in terms of z-values or scores. Either the z-score
locates X within a sample or within a population.
The formula for calculating z is:
𝑿−𝝁
𝒛= (𝑧 − 𝑠𝑐𝑜𝑟𝑒 𝑓𝑜𝑟 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑑𝑎𝑡𝑎)
𝝈

̅
𝑿−𝑿
𝒛= (𝑧 − 𝑠𝑐𝑜𝑟𝑒 𝑓𝑜𝑟 𝑠𝑎𝑚𝑝𝑙𝑒 𝑑𝑎𝑡𝑎)
𝒔

𝑊ℎ𝑒𝑟𝑒: 𝑋 = 𝑔𝑖𝑣𝑒𝑛 𝑚𝑒𝑎𝑠𝑢𝑟𝑒𝑚𝑒𝑛𝑡

𝜇 = 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑚𝑒𝑎𝑛
𝜎 = 𝑝𝑜𝑝𝑢𝑙𝑎𝑡𝑖𝑜𝑛 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝑋̅ = 𝑠𝑎𝑚𝑝𝑙𝑒 𝑚𝑒𝑎𝑛
𝑠 = 𝑠𝑎𝑚𝑝𝑙𝑒 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛

Step 1: Use the computing formula for finding z-scores of population/sample data.
Step 2: Check the given values. The z-score locates X within a population/sample.
Step 3: Substitute the given values in the computing formula.
Step 4: Compute the z-value.

Examples:
1. Reading scores
Given the mean 𝜇 = 50 and the standard deviation, 𝜎 = 4 of a population of reading scores.
Find the z-value that corresponds to a score 𝑋 = 58.
𝑿−𝝁
𝒛= 𝝈
58−50
𝑧=
4
8
𝑧=4=2

The z-value that corresponds to the raw score 58 is 2 in a population distribution.

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 2. Scores in a Science Test
Given 𝑋 = 20, 𝑋̅ = 26 and 𝑠 = 4. Compute the corresponding z-score.
̅
𝑿−𝑿
𝒛= 𝒔
20−26
𝑧= 4
−6 3
𝑧= = − 2 = −1.5 The corresponding z-score is -1.5 to the left of the mean.
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LESSON 3:
IDENTIFYING REGIONS OF AREAS UNDER THE NORMAL CURVE
DETERMINING PROBABILITIES

❖ Identifying Regions of Areas Under the Normal Curve

Step 1: Study the curve and identify the shaded region in terms of the z-score.
Step 2: Identify the same region in terms of area.
Step 3: Draw a sketch of a normal curve.
Step 4: Draw a vertical line through the specified z-values and shade the region.

Examples:

1. z = 0 and z = 1
The area of the region between z = 0 and z = 1 is given in the z-table to be 0.3413 (z = 1) and
0.4772 (z=2). To find the area of the region between z = 1 and z = 2, we subtract 0.3413 from
0.4772 resulting in 0.1359.

The figure shows the area under the normal curve between z = 1 and z = 2.

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❖ Determining Probabilities

Probability Notations under the Normal Curve

Step 1: Draw a normal curve.
Step 2: Locate the given value or values at the base line.
Step 3: Draw a vertical line through these values.
Step 4: Shade the required region.
Step 5: Consult the z-Table to find areas that corresponds to the given z-values or values.
Step 6: Examine the graph and use the probability notation to form an equation showing an
appropriate operation to get the required area.
Step 7: Make a statement indicating the required area.

Case 1: The required area, as depicted by the shaded regions under the curve in the Figure below.
‘𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 𝑧’, ‘𝑎𝑡 𝑙𝑒𝑎𝑠𝑡 𝑧’, ‘𝑚𝑜𝑟𝑒 𝑡ℎ𝑎𝑛 𝑧’, ‘𝑡𝑜 𝑡ℎ𝑒 𝑟𝑖𝑔ℎ𝑡 𝑜𝑓 𝑧’, ‘𝑎𝑏𝑜𝑣𝑒 𝑧’

Example:

1. Find the proportion of the area above 𝑧 = −1.

𝑧 = −1 Corresponds to an area of 0.3413.
The graph suggest addition.
The required area is equal to 0.3413 + 0.5 = 0.8413.
That is, 𝑃 (𝑧 > −1) = 0.3413 + 0.5 = 𝟎. 𝟖𝟒𝟏𝟑.
The proportion of the area above is 𝟎. 𝟖𝟒𝟏𝟑.

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 2. Find the area greater than 𝑧 = 1.
𝑧 = 1 Corresponds to an area of 0.3413.
The graph suggest subtraction.
The required area is equal to 0.5 − 0.3413 = 0.1587.
That is, 𝑃(𝑧 > 1) = 0.5 − 0.3413 = 0.1587.
The proportion of the area greater than is 𝟎. 𝟏𝟓𝟖𝟕.

Case 2. The required area is:

′𝑙𝑒𝑠𝑠 𝑡ℎ𝑎𝑛 𝑧 ′,′ 𝑎𝑡 𝑚𝑜𝑠𝑡 𝑧 ′ ,′ 𝑛𝑜 𝑚𝑜𝑟𝑒 𝑡ℎ𝑎𝑛 𝑧 ′ ,′ 𝑛𝑜𝑡𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 𝑧 ′,′ 𝑡𝑜 𝑡ℎ𝑒 𝑙𝑒𝑓𝑡 𝑜𝑓 𝑧′

Examples:

1. Find the area to the left to 𝑧 = −1.5.

𝑧 = −1.5 corresponds to the area 0.4332.
The graph suggests subtraction.
The required area is equal to 0.5 – 0.4332 = 0.0668.
That is, 𝑃(𝑧 < −1.5) = 0.5 − 0.4332 = 0.0668
The proportion of the area to the left 𝒛 = −𝟏. 𝟓 𝐢𝐬 𝟎. 𝟎𝟔𝟔𝟖

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 2. Find the area between 𝑧 = −2 𝑎𝑛𝑑 𝑧 = −1.5.
𝑧 = −2 corresponds to 0.4772
𝑧 = −1.5 corresponds to 0.4332
The graph suggests subtraction.
The required area is equal to 0.4772 – 0.4332.
That is, 𝑃 (−2 < 𝑧 < −1.5) = 0.4772 − 0.4332 = 0.0440
The required area between 𝑧 = −2 and 𝑧 = −1.5 is 0.0440

❖ Applying the Normal Curve Concepts

Modify the formula to solve for X.

𝑿−𝝁
𝒛=
𝝈

𝑋 = 𝜇 + 𝑧𝜎 computing the raw score above the mean.

𝑋 = 𝜇 + (−𝑧)𝜎 computing the raw score below the mean.

Examples:
1. 𝜇 = 70, 𝜎 = 10, 𝑧 = 1.5
𝑋 = 𝜇 + 𝑧𝜎 𝑋 = 𝜇 + (−𝑧)𝜎
𝑋 = 70 + (1.5)(10) 𝑋 = 70 + (−1.5)(10)
𝑋 = 85 𝑋 = 55
2. 𝜇 = 68 , 𝜎 = 4 , 𝑧 = 1.2
𝑋 = 𝜇 + 𝑧𝜎 𝑋 = 𝜇 + (−𝑧)𝜎
𝑋 = 68 + (1.2)(4) 𝑋 = 68 + (−1.2)(4)
𝑋 = 72.8 ≈ 73 𝑋 = 63.2 ≈ 63

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ACTIVITY:

General Direction: Use different sheet if necessary.

Activity 1.

Find the corresponding area between 𝑧 = 0 and each of the following.

1. 𝑧 = 0.96

2. 𝑧 = 1.74

3. 𝑧 = 2.18

Activity 2.

Given 𝑋̅ = 62 and 𝑠 = 8. Find the z-score value that corresponds to each of the following scores up to
two decimal places.

1. 𝑋 = 70

2. 𝑋 = 78

3. 𝑋 = 82

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Activity 3.

Determine each of the following areas and show these graphically. Use probability notation in your
final answer.

1. 𝑎𝑏𝑜𝑣𝑒 𝑧 = 1.46

2. 𝑏𝑒𝑙𝑜𝑤 𝑧 = 0.58

3. 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑧 = 0.76 𝑎𝑛𝑑 𝑧 = 2.88

Activity 4.

Given: 𝜇 = 30, 𝜎 = 4.5. What is the raw score when?

1. 𝑧 = 1.25

2. 𝑧 = −1.67

3. 𝑧 = 2.3

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POST-ASSESSMENT:
Direction: Solve the following.

A. The random variable X is best described by a normal distribution with 𝜇 = 30 and 𝜎 = 6. Find
the z-score that corresponds to the following X values and illustrate the normal curve.

1. X = 21

2. X = 26.5

3. X = 35

4. X = 42

5. X = 50

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B. Use the z-Table to find the area that corresponds to each of the following:

1. 𝑧 = .56

2. 𝑧 = 1.32

3. 𝑧 = −1.05

4. 𝑧 = −2.18

5. 𝑧 = −2.58

C. Determine each of the following areas and show these graphically. Use probability notation in
your final answer.

1. 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑧 = −0.78 𝑎𝑛𝑑 𝑧 = −1.95

2. 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑧 = −0.92 𝑎𝑛𝑑 𝑧 = 1.75

3. 𝑎𝑡 𝑚𝑜𝑠𝑡 𝑧 = −1.5

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4. 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡 𝑧 = 1

5. 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡 𝑧 = −2

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