Normal Probability

Distributions
Introduction to Normal
Distributions and the
Standard Distribution
Lesson 1 – The Normal Distribution and Its Properties

Lesson 2 – The Standard Normal Distribution

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 OBJECTIVES:
 After going through this lesson, you are expected to:
1. illustrate a normal random variable and its characteristics (M11/12SP-IIIc-1);
2. identify regions under the normal curve that correspond to different standard normal values (M11/12SP-IIc-3);

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 Properties of Normal Distributions
A continuous random variable has an infinite number of possible
values that can be represented by an interval on the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent studying

can be any number
between 0 and 24.

The probability distribution of a continuous random variable is

called a continuous probability distribution.

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 Properties of Normal Distributions
The most important probability distribution in statistics is the
normal distribution.

Normal curve

A normal distribution is a continuous probability distribution for

a random variable, x. The graph of a normal distribution is called
the normal curve.

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 Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-axis as it
extends farther and farther away from the mean.
5. Between μ  σ and μ + σ (in the center of the curve), the graph
curves downward. The graph curves upward to the left of μ  σ
and to the right of μ + σ. The points at which the curve changes
from curving upward to curving downward are called the
inflection points.

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 Properties of Normal Distributions

Inflection points

Total area = 1

x
μ  3σ μ  2σ μσ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a normal distribution

with mean μ and standard deviation σ, you can graph a normal
curve with the equation
1
y = e -(x - μ )2 2σ 2
. e = 2.178 π = 3.14
σ 2π
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 Means and Standard Deviations
A normal distribution can have any mean and any
positive standard deviation.
Inflection
The mean gives the points
Inflection location of the line
points of symmetry.

x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard deviation: Standard deviation:
σ  1.3 σ  1.9

The standard deviation describes the spread of the data.

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 Means and Standard Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry of curve

B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater standard
deviation.

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 Interpreting Graphs
Example:
The heights of fully grown magnolia bushes are normally
distributed. The curve represents the distribution. What is the
mean height of a fully grown magnolia bush? Estimate the
standard deviation.
The inflection points are one standard
deviation away from the mean.
μ=8 σ  0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally distributed with

a mean height of about 8 feet and a standard deviation of about
0.7 feet.
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 EMPIRICAL RULE
You can easily understand the
functions of normal probability
distribution in our real-life world
using the empirical rule.
Because this rule is used to roughly test
the distribution’s normality, if many data of a
random variable fall outside the lower
and upper limits of the three-standard
deviation, this means that the distribution is
not normal.
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 EMPIRICAL RULE
The empirical rule is better known
as 68% - 95% - 99.70% rule.

This rule states that the data in the

distribution lies within one (1), two (2), and
three (3) of the standard deviation from the
mean are approximately 68%, 95%, and
99.70%, respectively.
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 EMPIRICAL RULE
Since the area of a normal curve
is equal to 1 or 100% as stated on
its characteristics, there are only
a few data which is 0.30% falls
outside the 3-standard deviation
from the mean.

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EMPIRICAL RULE

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 EMPIRICAL RULE
Using the empirical rule, you can say
that the distribution of the grades of the
Senior High School in Statistics and
Probability are distributed normally
because the shape of the graph is bell-
shaped and symmetric about its mean,
which is 87. This also indicates that
most of the students’ grades fall close to
the mean and fewer of them are far below
and/or above the mean
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 It can summarize the distribution in the
following percentage:
 68% of data lies within 1 standard
deviation from the mean have a grade of
83 to 91
 95% of data lies within 2 standard
deviations from the mean have a grade of
79 to 95
 99.70% of data lies within 3 standard
deviations from the mean have a grade of
75 to 99
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 HOME WORK #2
The district nurse of Candelaria East
needs to measure the BMI (Body Mass
Index) of the Alternative Learning System
students. She found out that the heights
of male students are normally distributed
with a mean of 160 cm and a standard
deviation of 7 cm. Find the percentage of
male students whose height is within 153
cm to 174 cm.

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 HOME WORK #2

ANSWER: 81.5% of the male students

have a height between 153 cm to 174 cm.
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 The Standard Normal Distribution
The standard normal distribution is a normal distribution with a
mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
3 2 1 0 1 2 3

Any value can be transformed into a z-score by using the formula

Va lu e - Mea n x -μ
z = = .
St a n da r d devia t ion σ

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 The Standard Normal Distribution
If each data value of a normally distributed random variable x is
transformed into a z-score, the result will be the standard normal
distribution.
The area that falls in the interval under the
nonstandard normal curve (the x-values) is the
same as the area under the standard normal
curve (within the corresponding z-
boundaries).

z
3 2 1 0 1 2 3

After the formula is used to transform an x-value into a z-score,

the Standard Normal Table in Appendix A is used to find the
cumulative area under the curve.
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 The Standard Normal Table
Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = 3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.

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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score of 2.71.

Appendix B: Standard Normal Table

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

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

Find the area by finding 2.7 in the left hand column, and then
moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score of 0.25.

Appendix B: Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column, and then
moving across the row to the column under 0.05.
The area to the left of z = 0.25 is 0.4013
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 TRY THIS!
Find the cumulative area that corresponds to a z-score of the following:
z = 2. 28 is ___________
a)

z = -2.28 is ___________
b)

z = 1.18 is ____________
c)

z = - 0.08 is ___________
d)

0.9887
0.0113
0.8810
0.4681

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the appropriate
area under the curve.
2. Find the area by following the directions for each case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.

2. The area to the left

of z = 1.23 is
0.8907.

1. Use the table to find 0 the 1.23

area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard Normal
Table to find the area that corresponds to z. Then subtract
the area from 1.

2. The area to the 3. Subtract to find the area to the

left of z = 1.23 is right of z = 1.23: 1
0.8907. 0.8907 = 0.1093.

z
0 1.23
1. Use the table to find the
area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard Normal
Table. Then subtract the smaller area from the larger area.

2. The area to the 4. Subtract to find the area of the

left of z = 1.23 is region between the two z-scores:
0.8907. 0.8907  0.2266 =
0.6641.
3. The area to the left of
z = 0.75 is 0.2266.

z
0.75 0 1.23

1. Use the table to find the area for the z-

score.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve to
the left of z = 2.33.

Always draw
the curve!

2.33 0

From the Standard Normal Table, the area is equal to

0.0099.
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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve to the
right of z = 0.94.
Always draw the
curve!
0.8264
1  0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve
between z = 1.98 and z = 1.07.
Always draw
0.8577 the curve!

0.0239 0.8577  0.0239 = 0.8338

z
1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.

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