THE NORMAL DISTRIBUTION

Introduction
• In this chapter you will learn what the
Normal Distribution is and how it is used

• You will learn how to use the lookup table

to calculate probabilities

• This will involve using the Mean and

Standard Deviation of data
 Introduction
The Normal Distribution is the way in which data is often spread (although
not in all cases…)

This diagram is the Normal distribution ‘bell curve’

f(z)
This is the mathematical equation used to
generate the curve:

( x   )2
1 
2 2
( x)  e
2

You do not need to remember this!

z
0
 Introduction
The Normal Distribution is the way in which data is often spread (although
not in all cases…)

This diagram is the Normal distribution ‘bell curve’

f(z)
Lots of data sets are distributed like this:

For example – peoples’ heights.

 Most people are of similar heights. As the
height increases there are fewer people,
and the same if the height decreases

For example – the length of time a battery

lasts
 Most batteries last about the same length of
time, but there are a small number that last
z longer and a small number that don’t last very
0 long at all
 Introduction
The Normal Distribution is the way in which data is often spread (although
not in all cases…)

This diagram is the Normal distribution ‘bell curve’

f(z)
Area under curve = 1 The total Area under the curve is equal to 1 (to
represent the probability being ‘certain’

It is also useful to note that the Area under

each side is therefore 0.5

In addition, this graph is built for data with a

mean of 0 and a standard deviation of 1. This is
Area = 0.5 Area = 0.5 written in this way…

Z ~ N(0,12)
z σ represents
0 μ represents
Z ~ N(μ,σ2) Standard Deviation
the mean
TEACHINGS FOR EXERCISE 9A
 The Normal Distribution
You can use tables to find probabilities of
the standard Normal Distribution Z

Z is used to represent the ‘standard’ normal

variable

The lookup table to the right can help you

find certain probabilities.

The ‘z’ columns represent the number of

standard deviations from the mean

The other columns represent the probability

of a particular value being less than this.

For example, in the normal distribution,

there is a 0.6368 probability that a randomly
chosen value will be below the point of 0.35
Standard Deviations above the mean
 To show this visually…

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

For example, in the normal distribution,

there is a 0.6368 probability that a
randomly chosen value will be below the
point of 0.35 Standard Deviations above
the mean
 To show this visually…

f(z) The Area below 0.35

is 0.6368 so P(Z <
0.35) = 0.6368

z
0 0.35

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

Use the lookup table to find:

a) P(Z < 1.52)

f(z)

z
0 1.52

Get into the habit of doing sketches – it will help on

harder questions!

P(Z < 1.52) = 0.9357

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

Use the lookup table to find:

a) P(Z > 2.60)

f(z)

z
0 2.60

P(Z < 2.60) = 0.9953 Subtract from one since

we want the area above,
1 – 0.9953 = 0.0047 not below…
So P(Z > 2.60) = 0.0047

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

Use the lookup table to find:

a) P(Z < -0.75)
f(z) f(z)

z z
-0.75 0 0 0.75

The lookup table only contains values

above 0…
But if you consider the symmetry of the
curve:
P(Z < -0.75) = P(Z > 0.75)

So you must find P(Z > 0.75) instead…

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

Use the lookup table to find:

a) P(Z < -0.75)
f(z)

z
0 0.75

P(Z < 0.75) = 0.7734 Subtract from one since

we want the area above,
1 – 0.7734 = 0.2266 not below…
So P(Z > 0.75) = 0.2266

So P(Z < -0.75) = 0.2266

9A
 The Normal Distribution
You can use tables to find probabilities
of the standard Normal Distribution Z

Use the lookup table to find:

a) P(-1.18 < Z < 1.43)
f(z)

z
-1.18 0 1.43
This range is effectively the area below 1.43, subtract
the area below -1.18

P(Z < 1.43) = 0.9236 P(Z < -1.18) = P(Z > 1.18)
P(Z < 1.18) = 0.8810
P(Z > 1.18) = 0.1190
P(Z < -1.18) = 0.1190
0.9236 – 0.1190 = 0.8046
TEACHINGS FOR EXERCISE 9B
 The Normal Distribution
You can use the tables to find the values on
the diagram that will give specific
probabilities

Find the value of a such that:

P(Z < a) = 0.7611
f(z)

z
0 a
This time you’re looking for the probability instead of
the ‘z’ value…
a = 0.71

9B
 The Normal Distribution
You can use the tables to find the values on
the diagram that will give specific
probabilities

Find the value of a such that:

P(Z > a) = 0.0102
f(z)

z
0 a

P(Z > a) = 0.0102 The area below the value

will be 1 – 0.0102 (this
P(Z < a) = 0.9898
doesn’t change the value
a = 2.32 of a)

9B
 The Normal Distribution
You can use the tables to find the values on
the diagram that will give specific
probabilities

Find the value of a such that:

P(Z < a) = 0.0170
f(z)

z
a 0 -a
P(Z < a) = 0.0170
Find an equivalent area above 0
P(Z > -a) = 0.0170
Ensure it is the area below the value…
P(Z < -a) = 0.9830
-a = 2.12
a = -2.12
9B
TEACHINGS FOR EXERCISE 9C
 The Normal Distribution
You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
f(z)
you to use the tables…

z
0

X is now used since the distribution is not the standard normal one, z. X represents a different
normal distribution…
f(x) f(x)

x x
μ μ
High value for Standard Deviation (σ) Low value for Standard Deviation (σ)
9C
 The Normal Distribution
You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
you to use the tables…

In a room, the heights of people is Normally

Distributed with a mean height of 170cm and a
Standard deviation of 5cm. Calculate the probability
that a randomly chosen person is less than 178cm
tall.

 You need to calculate how many Standard

Deviations 178cm is from the mean…

178 − 170 So the height stated is 1.6 Standard

5 ¿ 1.6 Deviations above the mean…

f(z)
So there is a 94.52%
chance that the person is
below 178cm tall…

z
0 1.6
9C
 The Normal Distribution
You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
you to use the tables…

You need to be able to calculate this using Generic

data.
𝐴𝑐𝑡𝑢𝑎𝑙 𝑉𝑎𝑙𝑢𝑒 − 𝑀𝑒𝑎𝑛
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛𝑠 𝑓𝑟𝑜𝑚 𝑀𝑒𝑎𝑛¿ 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
Written mathematically, this looks like this:

𝑋 −𝜇
𝑍=
𝜎
Z = Standard Deviations from the mean
X = The specific value we are given
μ = The mean σ = The Standard Deviation
Once you have found Z, you proceed as in section 9A

9C
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
you to use the tables…

The random Variable X ~ N(50, 4 2)

Find: a) P(X < 53)

( 53 −50
𝑃 ( 𝑋 <53 )=¿𝑃 𝑍 < 4 ) Work out the number
of Standard Deviations
from the mean
¿ 𝑃 ( 𝑍 <0.75 )
Use the lookup
table
¿ 0.7734
This is the answer!
𝑃 ( 𝑋 <53 )=0.7734

9C
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

f(z)
You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
you to use the tables…

The random Variable X ~ N(50, 4 2)

Find: b) P(X < 45)

(
𝑃 ( 𝑋 <45 ) =¿𝑃 𝑍 <
45 −50
4 ) Work out the number of
Standard Deviations from
the mean (negative means
-1.25 0

f(z)
z

below the mean)

¿ 𝑃 ( 𝑍 <−1.25 )
Find an equivalent area
above 0
¿ 𝑃 ( 𝑍 >1.25 )
Write so you can use the
lookup table
¿ 1− 𝑃 ( 𝑍 <1.25 )
¿ 1− 0.8944 This is the final answer 0
z
1.25
𝑃 ( 𝑋 <45 ) =0.1056
You should always make a habit of using diagrams to
help visualise these questions!

9C
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

You can transform any Normal Distribution
into Z (the original one – N(0,12)), allowing
you to use the tables…

The random Variable Y ~ N(20, 9)

Find the value of b such that P(Y > b) = 0.0668
f(z)

Area = 0.0668

z
0 b
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=1−0.0668
¿ 0.9332
𝑆𝑜 𝑍=1.5
This means that b is 1.5 Standard Deviations above the mean
𝑏=𝑀𝑒𝑎𝑛+(1.5×𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
20+(1.5× 3)¿ 24.5
9C
TEACHINGS FOR EXERCISE 9D
 The Normal Distribution
You can use the Normal Distribution
tables to find μ and σ

The random variable X ~ N(μ, 32)

 Given that P(X > 20) = 0.2005,
calculate the value of μ.
f(z)

Area = 0.2005

z
μ 20
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=1−0.2005
¿ 0.7995
𝑆𝑜 𝑍=0.84
This means that 20 is 0.84 Standard Deviations above the mean
20=𝑀𝑒𝑎𝑛+(0.84 × 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
20−(0.84× 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)= 𝑀𝑒𝑎𝑛
20 −(0.84 × 3)=𝑀𝑒𝑎𝑛 𝑴𝒆𝒂𝒏=𝟏𝟕.𝟒𝟖
9D
 The Normal Distribution
You can use the Normal Distribution
tables to find μ and σ

The random variable X ~ N(50, σ2)

 Given that P(X < 46) = 0.2090,
calculate the value of σ.
f(z) f(z)

Area = 0.2090 Area = 0.2090

z z
46 50 50 54
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=1−0.2090
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=0.7910
𝑍 =0.81
This means that 54 is 0.81 Standard Deviations above the mean
54=𝑀𝑒𝑎𝑛+(0.81× 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
54=50+(0.81 ×𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝑫𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏=𝟒.𝟗𝟒 9D
 The Normal Distribution
You can use the Normal Distribution
tables to find μ and σ

The random variable X ~ N(μ, σ2)

 Given that P(X > 35) = 0.025 and
P(X < 15) = 0.1469 calculate the value
of μ and σ.
f(z)
Area = 0.025

z
μ 35
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=1−0.025
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=0.9750
𝑍=1.96
This means that 35 is 1.96 Standard Deviations above the mean
35=𝑀𝑒𝑎𝑛+(1.96× 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
35=μ+1.96 σ
9D
 35=μ+1.96 σ

The Normal Distribution

You can use the Normal Distribution
tables to find μ and σ

The random variable X ~ N(μ, σ2)

 Given that P(X > 35) = 0.025 and
P(X < 15) = 0.1469 calculate the value
of μ and σ.
f(z) f(z)

Area = 0.1469 Area = 0.1469

z z
μ μ ?
15
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=1−0.1469
𝐴𝑟𝑒𝑎𝑏𝑒𝑙𝑜𝑤=0.8531
𝑍 =1.05𝑏𝑢𝑡 𝑎𝑠𝑤𝑒 𝑎𝑟𝑒𝑏𝑒𝑙𝑜𝑤 𝑡h𝑒𝑚𝑒𝑎𝑛 ,𝑍 =−1.05
This means that 15 is 1.05 Standard Deviations below the mean
15=𝑀𝑒𝑎𝑛−(1.05× 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛)
15=μ − 1.05 σ
9D
 The Normal Distribution
You can use the Normal Distribution
tables to find μ and σ 1) 35=μ+1.96 σ
2) 15=μ − 1.05 σ
The random variable X ~ N(μ, σ2) 1 subtract 2 (careful
with negatives)
 Given that P(X > 35) = 0.025 and
P(X < 15) = 0.1469 calculate the value 20=3.01 σ
of μ and σ.
6 .64=σ Once you have one
value, sub it in to find
35=μ+1.96 σ 15=μ− 1.05 σ the other
1) 35=μ+1.96 σ
35=μ+1.96 (6.64)
21.98=μ

9D
TEACHINGS FOR EXERCISE 9E
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

You can now use the Normal Distribution to
answer questions in context. This is key for
exam-style questions

The heights of a group of women are normally distributed

with a mean of 165cm and a Standard deviation of 3.5cm.
Find the probability that a randomly chosen woman is
shorter than 160cm.
f(x) f(x)

x x
160 165 -1.43 0 1.43

(
160 −165
𝑃 ( 𝑋 <160 )=¿𝑃 𝑍 < 3.5 )
¿ 𝑃 ( 𝑍 <−1.43 )
¿ 1− 𝑃 ( 𝑍 <1.43 )
¿ 1− 0.9236 ¿𝟎.𝟎𝟕𝟔𝟒
9E
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

You can now use the Normal Distribution to answer
questions in context. This is key for exam-style
questions

The heights of a group of women are normally distributed with

a mean of 165cm and a Standard deviation of 3.5cm. Steven is
looking for a woman whose height is between 168cm and
174cm for a film role. What proportion will meet his criteria?
f(x)

x
165 168 174
𝑃 ( 168 < 𝑋<174 ) =¿ 𝑃 ( 𝑋 <174−) 𝑃 ( 𝑋<168 )

(
¿ 𝑃 𝑍<
174 − 165
3.5 ) (
−𝑃 𝑍<
168 − 165
3.5 )
¿ 𝑃 ( 𝑍 <2.55−) 𝑃 ( 𝑍 <0.86 )
¿ 0.9946−0.8051 ¿𝟎.𝟏𝟖𝟗𝟓
9E
 𝑋 −𝜇
𝑍=
𝜎

The Normal Distribution

You can now use the Normal Distribution to answer
questions in context. This is key for exam-style
questions

Boxes of chocolates are produced with a mean weight of 510g.

Quality control indicates that 1% of boxes are rejected
because their weight is less than 485g. Find the Standard
Deviation of the weight of a box of chocolates.
f(x) f(x)

Area = 0.01 Area = 0.01

x x
485 510 510 535

𝑃 ( 𝑋 <485 ) =0.01 510+ ( 2.32 × 𝜎 )=535

𝑃 ( 𝑋 <535 )=0.99 2.32 ×𝜎 =25
𝑍=2.32 So 535 is 2.32 Standard
deviations above the mean 𝜎 =10.78

9E
 Summary
• We have learnt what the Normal
Distribution is

• We have seen how to use it to answer

questions on probability

• We have also seen how to use it to solve

problems where we calculate the Mean and
Standard Deviation of data