NORMAL DISTRIBUTION

The normal probability distribution or Gaussian distribution (named after the

astronomer Karl Gauss) is a continuous probability distribution graphically represented
by a symmetrical, bell – shaped curve or commonly known as the “normal curve”.

A normal curve has the following characteristics:

1. The mean, median, and mode are equal.
2. The curve is symmetric about the mean.
3. The total area or probability that lies under the normal curve is 1 or 100%.
4. As the curve extends farther and farther away from the mean, it gets closer and
closer to the x-axis but never touches it.

The Standard Normal Distribution

It is the distribution of a normal random variable with mean zero and a standard
deviation of one.

The Standard Score (z- score)

 represents the number of standard deviations a random variable x falls from the
mean.
 Using z-scores, any normal distribution can be transformed into the standard
normal distribution.

Formula:
𝑣𝑎𝑙𝑢𝑒−𝑚𝑒𝑎𝑛 𝑥−𝜇
𝑧= =
𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎

Example 1

The test scores for a civil service exam are normally distributed with a mean of 152 and a
standard deviation of 7. Find the standard z-score for a person with a score of:

(a) 161 (b) 148 (c) 152

𝑥−𝜇 161−152 𝑥−𝜇 148−152 𝑥−𝜇 152−152
𝑧= = 𝑧= = 𝑧= 𝜎 = 7
𝜎 7 𝜎 7
= 1.29 = −0.57 =0
The Standard Normal Distribution

The standard normal distribution is a normal distribution with a mean of 0 and a

standard deviation of 1.
Example 1:

Example 2:
A. Finding the data value X when a standard score z is given

Example 2

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

𝑥 = 𝜇 + 𝑧𝜎 𝑥 = 152 + (−1.75)(7) 𝑥 = 152 + (0)(7)
𝑥 = 152 + (2.33)(7) 𝑥 = 139.75 𝑥 = 152
𝑥 = 168.31

B. Finding Probabilities

Probabilities or cumulative areas are shown in Table E (Areas under the

Standard Normal Curve) table located in the last page of this module.

Rules:
1. To find the probability that z is less than (to the left of) a given value, read the
cumulative area in the table corresponding to that z-score.

2. To find the probability that z is greater than (to the right of) a given value, subtract
the cumulative area in the table from 1.

3. To find the probability that z is between two given values, find the cumulative
areas for each and subtract the smaller area from the larger.

Example 3

Let z be a standardized variable. Find the following probabilities using the areas of the
normal curve table.
1. P z  2.4 = 0.9918

2. P z  0.58 = 1 − 0.2810 = 0.7190

3. P z  2.24 = 1 − 0.9875 = 0.0125

4. P  0.25  z  1.64 = 𝑃 (𝑍 < 1.64) − 𝑃(𝑍 < −0.25)

= 0.9495 − 0.4013
= 0.5482
C. Finding z-Scores from Given Areas

Example 4

1. Find the z- score with an area of 84.61% falling to the left.

Solution: Since we are concerned on the area falling to the left, looking at
Appendix B, the area 84.61% or 0.8461 corresponds to z-score 1.02. Thus,
𝑃(𝑍 < 𝑧) = 0.8461
z = 1.02

2. Find the z- score with an area of 0.9345 falling to its right.

Solution: The area indicated falls to the right, so we need to subtract the indicated
area from 1, and then locate the z-score of the resulting area using the table.
𝑃(𝑍 > 𝑧) = 0.9345
𝑃(𝑍 < 𝑧) = 1 − 0.9345
𝑃 (𝑍 < 𝑧) = 0.0655
𝑧 = −1.51

If a random variable x is normally distributed, the probability that x will fall within an
interval is equal to the area under the curve in the interval.

Example 5

Given a normal distribution with   40 and   6 , find

a) the probability that X assumes a value greater than 50.

Solution:

𝑋 − 𝜇 50 − 40
𝑍= = = 1.67
𝜎 6

𝑃 (𝑍 > 1.67) = 1 − 0.9525

𝑃 (𝑍 > 1.67) = 0.0475

 b) the value X that has 38% of the areas below it.

Solution: looking at the table, 38% or 0.38 corresponds to the z-score between
−0.3 𝑎𝑛𝑑 − 0.31, thus, we take their average which is the z-score= -0.305. Then
to find X, we use this z-value to the equation 𝑥 = 𝜇 + 𝑧𝜎
𝑥 = 𝜇 + 𝑧𝜎

𝑥 = 40 + (−0.305)(6)

𝑥 = 38.17

Applications

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.
𝑥−𝜇 115−100
𝑧= =
𝜎 15
z = 1.0
𝑃 (𝑍 < 1.0) = 0.8413

2. Monthly utility bills in a certain city are normally distributed with a mean of $100 and
a standard deviation of $12. A utility bill is randomly selected. Find the probability
that it is between $80 and $115.
𝑥−𝜇 80−100 𝑥−𝜇 115−100
𝑧1 = = 𝑧2 = =
𝜎 12 𝜎 12
𝑧1 = −1.67 𝑧2 = 1.25

𝑃(−1.67 < 𝑍 < 1.25) = 𝑃(𝑍 < 1.25) − 𝑃(𝑍 < −1.67)
= 0.8944 − 0.0475
= 0.8469
3. 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?

4. 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?
5. 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?
 TA B L E E (continued )
Cumulative Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
For z values greater than 3.49, use 0.9999.

Area

0 z
 TA B L E E The Standard Normal Distribution
Cumulative Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
⫺3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
⫺3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
⫺3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
⫺3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
⫺3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
⫺2.9 .0019 .0018 .0018 .0017 .0016 .0016 .0015 .0015 .0014 .0014
⫺2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
⫺2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
⫺2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
⫺2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
⫺2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
⫺2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
⫺2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
⫺2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
⫺2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
⫺1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
⫺1.8 .0359 .0351 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
⫺1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
⫺1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
⫺1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
⫺1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0721 .0708 .0694 .0681
⫺1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
⫺1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
⫺1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
⫺1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
⫺0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
⫺0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
⫺0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
⫺0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
⫺0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
⫺0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
⫺0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
⫺0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
⫺0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
⫺0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
For z values less than ⫺3.49, use 0.0001.

Area

z 0