Normal

Normal distribution
Normal distribution, also known as the Guassian

distribution, is a prabability distribution that is
symmetric about the mean, showing that data
near the mean are more frequent in occurrence
than data far from the mean. In graphical form,
the normal distribution appears as a "BELL
CURVE"
Properties of a normal
distribution
 > The distribution curve is bell shaped

 > The curve is symmetrical about it's center
 > The mean, median, and mode coincide at the center
 > The tails of the curve flatten out indefinitely along the
horizontal axis but never touch it ( the curve is asymptotic to
the base line)
 > The area under the curve is 1 thus, it represents the
probability or proportion or a percentage assiociated with
specific sets of measurement values.
Empirical rule for a
normal distribution
In a normal distribution, approximately
• 68% of the data lie within 1 standard
deviation of the mean.
• 95% of the data lie within 2 standard
• 99.7% of the data lie within 3 standard
The normal distribution is a
theoretical probability
the area under the curve adds up to one
A handy estimate – known as the
Imperial Rule for a set of normal data:
68% of data will fall within 1σ of the μ

P( -1 < z < 1 ) = 0.683 = 68.3%
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
95% of data fits within 2σ of the μ
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
P( -2 < z < 2 ) = 0.954 = 95.4%

99.7% of data fits within 3σ of the μ
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
P( -3 < z < 3 ) = 0.997 = 99.7%

Thedistribution
A Normal normalisdistribution isofathe
a theoretical model
whole population. It is perfectly symmetrical about
theoretical probability
the central value; the mean μ represented by zero.
the area under the curve adds up to one
The X axisas
As well is divided
the meanup into deviations
the standard from the
mean. Below the shaded area is one deviation
deviation (σ) must also be known.
from the mean.
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Two standard deviations
from the mean
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Three standard deviations
from the mean
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Simple problems solved using the imperial
rule - firstly, make a table out of the rule
<-3 -3 to -2 -2 to -1 -1 to 0 0 to 1 1 to 2 2 to 3 >3
0% 2% 14% 34% 34% 14% 2% 0%
The heights of students at a

college were found to follow
a bell-shaped distribution
with μ of 165cm and σ of 8
cm.
What proportion of students

are smaller than 157 cm 16%
157  165
x first 157cm is  1
first standardise z 8
 or 1 below the 
Simple problems solved using the imperial
rule - firstly, make a table out of the rule
<-3 -3 to -2 -2 to -1 -1 to 0 0 to 1 1 to 2 2 to 3 >3
0% 2% 14% 34% 34% 14% 2% 0%
The heights of students at a

college were found to follow
a bell-shaped distribution
with μ of 165cm and σ of 8
cm.
Above roughly what height
are the tallest 2% of the
students?
The tallest 2% of students are beyond 2 of 
165 + 2 x 8 = 181 cm
Task – class 10 minutes
finish for homework
 Exercise A Page 76
The Bell shape curve happens
so when recording continuous
random variables that an
equation is used to model the
shape exactly.
1  12 x2 Put it into your
y e
2 calculator and use the
graph function.
Sometimes you will see

it using phi =.
1  12 z 2
 ( z)  e
2
Luckily you don’t have to use the equation each
time and you don’t have to integrate it every time
you need to work out the area under the curve –
the normal distribution probability
There are normal distribution tables

How to read the Normal distribution
table
Φ(z) means the area under the curve
on the left of z
How to read the Normal distribution
table
Φ(0.24) means the area under the
curve on the left of 0.24 and is this
value here:
Values of Φ(z)
 Φ(-1.5)=1- Φ(1.5)
Values of Φ(z)
 Φ(0.8)=0.78814 (this is for the left)

 Area = 1-0.78814 = 0.21186
Values of Φ(z)
 Φ(1.5)=0.93319
 Φ(-1.00)
=1- Φ(1.00)
=1-0.84134
=0.15866
 Shaded area =
Φ(1.5)- Φ(-1.00)
= 0.93319 - 0.15866
= 0.77453
Task
 Exercise B page 79
Solving Problems using
the tables
NORMAL DISTRIBUTION
 The area under the curve is the probability of getting less than the z
score. The total area is 1.
 The tables give the probability for z-scores in the distribution
X~N(0,1), that is mean =0, s.d. = 1.
ALWAYS SKETCH A DIAGRAM

 Read the question carefully and shade the area you want to find. If
the shaded area is more than half then you can read the probability
directly from the table, if it is less than half, then you need to
subtract it from 1.
NB If your z-score is negative then you would look up the positive from
the table. The rule for the shaded area is the same as above: more
than half – read from the table, less than half subtract the reading
from 1.
You will have to standardise if the
mean is not zero and the standard
deviation is not one
Task
 Exercise C page 168

Normal distribution
problems in reverse
 Percentage points table on page 155
 Work through examples on page 84

and do questions Exercise D on page
85
Key chapter points
 The probability distribution of a continuous random

variable is represented by a curve. The area under
the curve in a given interval gives the probability of
the value lying in that interval.
 If a variable X follows a normal probability

distribution, with mean μ and standard deviation σ,
we write X ̴ N (μ, σ2)
 The variable Z= is called the standard

normal variable corresponding to X
Key chapter points cont.
 If Z is a continuous random variable

such that Z ̴ N (0, 1) then
Φ(z)=P(Z<z)
 The percentage points table shows, for

probability p, the value of z such that
P(Z<z)=p

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Normal distribution

Normal distribution, also known as the Guassian

 > The distribution curve is bell shaped

68% of data will fall within 1σ of the μ

P( -2 < z < 2 ) = 0.954 = 95.4%

P( -3 < z < 3 ) = 0.997 = 99.7%

0% 2% 14% 34% 34% 14% 2% 0%

The heights of students at a

What proportion of students

0% 2% 14% 34% 34% 14% 2% 0%

The heights of students at a

Sometimes you will see

There are normal distribution tables

 Φ(0.8)=0.78814 (this is for the left)

ALWAYS SKETCH A DIAGRAM

 Exercise C page 168

 Work through examples on page 84

 The probability distribution of a continuous random

 If a variable X follows a normal probability

 The variable Z= is called the standard

 If Z is a continuous random variable

 The percentage points table shows, for

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