Lesson 5- Normal Distribution
Uploaded by
Olivette Mae Dela PazLesson 5- Normal Distribution
Uploaded by
Olivette Mae Dela PazLesson 2 Normal Distribution
Lesson 2.1: Properties of Normal Distribution and Areas under the Normal Curve
The Normal Distribution
Though it is stated earlier that the discussion of continuous random variables is not included in this text,
one of its special types, and probably the most important in the field of statistics, was thoroughly explaines in
this chapter- the normal distribution.
Definition
A normal distribution is a distribution of a continuous random variable whose graph is a bell-shaped curved
called normal curve. The equation of the normal curved with a mean μ and a standard deviation σ is:
for -∞ < x < + ∞
where: π = 3.141592 . . . , and e = 2.71828
Based on the equation of the normal curve, the appearance of the bell-shaped curve still depends on two
values , the mean μ ,and the standard deviation σ of the distribution.
a c
D aa
b
The figure above show some examples of normal curve with different means and standard deviations.
Figure (a) shows a normal curve with a minimal standard deviation, (b) with a large deviation, and (c) with a
medium standard deviation. Though they seem to be very different, they share common properties.
Properties
A normal distribution has then following properties:
Its curve is bell-shaped.
Its curve is symmetric about the y-axis.
The mean, median, and mode coincide at the center of the distribution.
The distribution is unimodal.
Its curve is asymptomatic with respect to the x-axis.
The total area under its curve is 1.
Standard Normal Distribution
Since the appearance of the normal curve depends on the distribution mean and standard deviation, there
must ne infinitely many different normal curves. In order to make use of its propwerties, statisticians came up
with a way of transforming every normal cuirve to what we call a standard normal distribution/curve.
Definition
A standard normal distribution is a normal distribution with mean of 0 and standard deviation of 1. Basically,
any normal distribution could be transformed into this type.
The figure below illustrates a standard normal distribution. The values at the horizontal axis are the
values of the random variable Z, the transformed values of the random variable X. The values of Z are computed
using the formula:
X−μ
Z= σ where μ = mean, σ = standard deviation
Finding the Areas under the Normal Curved
The most important part of the normal curve is the area under it bounded by some values. Basically,
some knowledge of integral calculus is required to solve for the areas bounded by some values, lines, or curves.
However, to a table (Z-table or Areas under the Normal Curve table) was developed to make the calculations
easier. The Z-table is included below
Example 1:
Find the area below z=-1
Solution:
STEPS:
a. Locate the -1.0 on the leftmost column of the Z-table
b. On the topmost row, locate .00, since -1 has no decimal part.
c. The value corresponding to the intersection 0.1587 is the area below z=-1.
Example 2:
What is the area above z = -1
Since the area of below z=-1 is 0.1587 (Example 1) and the total area under the normal curve is 1, the
area above z=-1 is computed as:
1 – 0.1587 = 0.8413
