THE NORMAL

DISTRIBUTION
CHAPTER 2.1
 REVIEW OF TERMS 2

From our previous discussion:

• What is the definition of a mean? How do we compute the mean of a data?
• What is a standard deviation? How do we compute the standard deviation
of a data?
THE NORMAL 3

DISTRIBUTION
AND ITS
PROPERTIES
 THE NORMAL • Is also known as the Gaussian Distribution 4

• It is any distribution of data or probabilities

DISTRIBUTION are distributed around the mean.
• The data should be distributed more
frequently around the mean and taper off the
further away it is from the computed mean or
expected value.
• The parameters of a Normal Distribution are
the mean and the standard deviation
• A normally distributed random variable takes
the symbol:
X~(μ,σ)
The Central “as your sample increases, the more your 5

data will take on the appearance of a

Limit normal distribution.”

Theorem
Let’s say for example: height of students in a
classroom
 PROPERTIES 1. The graph is a continuous curve and has 6

a domain of -∞ < X < ∞.

OF A NORMAL 2. The graph is asymptotic to the x-axis
DISTRIBUTION 3. The highest point of the curve occurs at
x=μ
4. the curve is symmetrical about the mean
5. The total area in the normal distribution
under the curve is equal to 1
6. The graph of a normal distribution is a bell-
shaped curve with two inflection points
Inflection point/s – is/are point/s at which a
change in the direction of the curve at μ-σ
and μ+σ
 PROPERTIES 7. Every normal curve corresponds to the 7

“empirical rule” also called as the 68-95-

OF A NORMAL 99.7% rule

DISTRIBUTION • 68% of values are within 1 standard deviation

of the mean
• 95% of the values are within 2 standard
deviations of the mean
• 99.7% of values are within 3 std devs of the
mean.

Illustration. 95% of students at school are

between 1.1m and 1.7m tall.
 ILLUSTRATION 8

Assuming that the data we

gathered is normally distributed:
1.1 + 1.7
𝜇= = 1.4𝑚
2
It is said that 95% is 2 std devs
either side of the mean, so:
1.7 − 1.1𝑚
1 𝑠𝑡𝑑 𝑑𝑒𝑣 = = 0.15
4
 ILLUSTRATION 9

Suppose the mean, 𝝻 = 60 and

the standard deviation, 𝞂 = 5. If
we sketch the normal curve for
the distribution, this is how it
would look like:
 EXAMPLE 1 a) P(39<X<51) 10

A continuous random variable X

is normally distributed with a
mean, 𝝻 = 45 and a standard
deviation, 𝞂 = 6. Illustrate a
normal curve and find the
probability of the following:
 EXAMPLE 1 b) P(X>45) 11

A continuous random variable X

is normally distributed with a
mean, 𝝻 = 45 and a standard
deviation, 𝞂 = 6. Illustrate a
normal curve and find the
probability of the following:
 EXAMPLE 1 c) P(33<X<63) 12

A continuous random variable X

is normally distributed with a
mean, 𝝻 = 45 and a standard
deviation, 𝞂 = 6. Illustrate a
normal curve and find the
probability of the following:
 EXAMPLE 1 d) P(X<39) 13

A continuous random variable X

is normally distributed with a
mean, 𝝻 = 45 and a standard
deviation, 𝞂 = 6. Illustrate a
normal curve and find the
probability of the following:
THE STANDARD 14

NORMAL
DISTRIBUTION
 STANDARD • A standard normal distribution is a normal
distribution with a mean of zero (𝝻 = 0)
15

NORMAL and a standard deviation of 1 (𝞂 = 1).

DISTRIBUTION • A table was created to summarize the
approximate areas under the standard
normal curve called the z-table or z-score
table

But how do we use the z-score table?

How do we use STEP 1: Locate the first two digits 1.8 16

on the Y-axis of the table.

the z-score
STEP 2: Locate the last digit .05 on the
table?
X-axis of the table.
Illustration. Suppose STEP 3: Find the intersection and it will
that the z-score is give the corresponding area of the
equal to 1.85. given z-score
TRY THESE… 17

Z-scores
2.67
1.29
3
0.64
2.33
IDENTIFYING
THE To find the regions, a probability

REGIONS notation is used.

• P(a < Z < b) – the z-value is
UNDER THE between a and b
NORMAL • P(Z > a) – the z-value is above a
CURVE • P(Z<a) – the z-value is below a
 EXAMPLE 1 • P(-1.25<Z<2.19) 19

STEP 1: Draw the normal curve and locate

Find the proportion of the
the z-scores and shade.
area between z = -1.25
and 2.19.
Or P(-1.25<Z<2.19)
 EXAMPLE 1 • P(-1.25<Z<2.19) 20

STEP 2: Locate the corresponding area of

Find the proportion of the
the z = -1.25 and z = 2.19 in the z-score
area between z = -1.25
table
and 2.19.
Or P(-1.25<Z<2.19)
 EXAMPLE 1 • P(-1.25<Z<2.19) 21

STEP 3: since we are looking for the area

Find the proportion of the
between two z-scores, simply subtract the
area between z = -1.25
corresponding areas to arrive at the answer.
and 2.19.
Or P(-1.25<Z<2.19)
 EXAMPLE 2 STEP 1: Draw the normal curve and locate
the z-scores and shade.
22

Compute the probability

using the standard normal
curve.
P(Z<1.67)
 EXAMPLE 2 STEP 2: Locate the corresponding area of
the z = 1.67 on the table
23

Compute the probability

using the standard normal
curve.
P(Z<1.67)
 EXAMPLE 2 STEP 3: Since we are looking for a less than
area, the area in the table is the answer.
24

Compute the probability

using the standard normal
curve.
P(Z<1.67)
 EXAMPLE 3 STEP 1: Draw the normal curve and locate
the z-scores and shade.
25

Compute the probability

using the standard normal
curve.
P(Z>-0.65)
 EXAMPLE 3 STEP 2: Locate the corresponding area of
the z = -0.65 on the table
26

Compute the probability

using the standard normal
curve.
P(Z>-0.65)
 EXAMPLE 3 STEP 3: Since we are looking for a greater
than area, we subtract the area that we
27

Compute the probability acquired from the table to 1.

using the standard normal
That is,
curve.
P(Z>-0.65)
 Given a normal random variable X with
How are a given mean (μ) and a given standard
28

z-scores deviation (σ) each value of X of the

variable can be transformed into z-
identified? scores using the formula
𝑥−𝜇
𝑧=
𝜎
Where:
z = z-score
x = observed value of the RV
μ = mean
σ = standard deviation
EXAMPLE 1 29

𝑥 = 11; 𝜇 = 6;
𝜎=2
EXAMPLE 2 30

𝑥 = 20; 𝜇 = 12;
𝜎=3
EXAMPLE 3 31

𝑥 = 18; 𝜇 = 28;
𝜎=5
EXAMPLE 4 STEP 1: Convert the normal value to z-score 32

The scores in the

summative test of BS
STAT1-A are normally
distributed with a mean of
μ = 65 and a standard
deviation of σ = 12.
Find the probability that
some of the students got
the score below 40.
EXAMPLE 4 STEP 2: Draw a normal curve and locate the
z-score from the curve and shade.
33

The scores in the

summative test of BS
STAT1-A are normally
distributed with a mean of
μ = 65 and a standard
deviation of σ = 12.
Find the probability that
some of the students got
the score below 40.
EXAMPLE 4 STEP 3: Locate the area of the computed z-
score in the z-table
34

The scores in the

summative test of BS
STAT1-A are normally
distributed with a mean of
μ = 65 and a standard
deviation of σ = 12.
Find the probability that
some of the students got
the score below 40.
EXAMPLE 4 STEP 4: If you are looking for a less than
area, then the area acquired in the table is
35

The scores in the the answer.

summative test of BS
STAT1-A are normally
distributed with a mean of
μ = 65 and a standard
deviation of σ = 12.
Find the probability that
some of the students got
the score below 40.