Module 7

The Normal Distribution

The normal probability density function, a continuous distribution, is the most important of all the distributions. It
is widely used and even more widely abused. Its graph is bell-shaped. You see the bell curve in almost all
disciplines. Some of these include psychology, business, economics, the sciences, nursing, and, of course,
mathematics. Some of your instructors may use the normal distribution to help determine your grade. Most IQ
scores are normally distributed. Often real-estate prices fit a normal distribution.
The normal distribution is extremely important, but it cannot be applied to everything in the real world.
Remember here that we are still talking about the distribution of population data.
The normal distribution has two parameters (two numerical descriptive measures): the mean ( μ) and the standard
deviation (σ ). If X is a quantity to be measured that has a normal distribution with mean ( μ) and standard
deviation (σ ), we designate this by writing the following formula of the normal probability density function:

The curve is symmetric about a vertical line drawn through the mean, μ. The mean is the same as the median,
which is the same as the mode, because the graph is symmetric about   μ. As the notation indicates, the normal
distribution depends only on the mean and the standard deviation. Since the area under the curve must equal one,
a change in the standard deviation, σ , causes a change in the shape of the normal curve; the curve becomes fatter
and wider or skinnier and taller depending on σ . A change in μ causes the graph to shift to the left or right. This
means there are an infinite number of normal probability distributions. One of special interest is called
the standard normal distribution.

A. The Standard Normal Distribution

The standard normal distribution is a normal distribution of standardized values called z-scores. A z-score is
measured in units of the standard deviation.
The mean for the standard normal distribution is zero, and the standard deviation is one. What this does is
dramatically simplify the mathematical calculation of probabilities.
Z-Scores
The z-score tells you how many standard deviations the value  x  is above (to the right of) or below (to the left of)
the mean,  μ. Values of  x  that are larger than the mean have positive z-scores, and values of  x that are smaller than
the mean have negative z-scores. If  x  equals the mean, then x  has a z-score of zero.
It is calculated as:

The Empirical Rule

If  X  is a random variable and has a normal distribution with mean µ and standard deviation σ , then the Empirical
Rule states the following:
 About 68% of the x  values lie between –1σ  and +1σ  of the mean µ (within one standard deviation of the
mean).
 About 95% of the  x  values lie between –2σ  and +2σ  of the mean µ (within two standard deviations of the
mean).
 About 99.7% of the  x  values lie between –3σ  and +3σ  of the mean µ (within three standard deviations of
the mean). Notice that almost all the  x  values lie within three standard deviations of the mean.
 The z-scores for +1σ  and –1σ  are +1 and –1, respectively.
 The z-scores for +2σ  and –2σ  are +2 and –2, respectively.
 The z-scores for +3σ and –3σ  are +3 and –3 respectively.
B. Using the Normal Distribution
The shaded area in the following graph indicates the area to the right of  x . This area is represented by the
probability  P( X > x) .Normal tables provide the probability between the mean, zero for the standard normal

distribution, and a specific value such as  x 1. This is the unshaded part of the graph from the mean to  x 1.

Because the normal distribution is symmetrical, if x 1. were the same distance to the left of the mean the area,
probability, in the left tail, would be the same as the shaded area in the right tail. Also, bear in mind that because
of the symmetry of this distribution, one-half of the probability is to the right of the mean and one-half is to the
left of the mean.

Calculations of Probabilities
To find the probability for probability density functions with a continuous random variable we need to calculate
the area under the function across the values of X we are interested in. For the normal distribution this seems a
difficult task given the complexity of the formula. There is, however, a simply way to get what we want. Here is
the formula for the normal distribution:
Looking at the formula for the normal distribution it is not clear just how we are going to solve for the probability
doing it the same way we did it with the previous probability functions. There we put the data into the formula
and did the math.
To solve this puzzle we start knowing that the area under a probability density function is the probability.

This shows that the area between X 1 and X 2  is the probability as stated in the formula:
P( X 1 ≤ x ≤ X 2)
The mathematical tool needed to find the area under a curve is integral calculus. Doing these integrals is no fun
and can be very time consuming. But now, remembering that there are an infinite number of normal distributions
out there, we can consider the one with a mean of zero and a standard deviation of 1. This particular normal
distribution is given the name Standard Normal Distribution. Putting these values into the formula it reduces to a
very simple equation. We can now quite easily calculate all probabilities for any value of x , for this particular
normal distribution, that has a mean of zero and a standard deviation of 1.
Using the standard normal table, typically called the normal table, (attached at the end of this module) to find the
probability of one standard deviation, go to the Z column, reading down to 1.0 and then read at column 0. That
number, 0.3413 is the probability from zero to 1 standard deviation. At the top of the table is the shaded area in
the distribution which is the probability for one standard deviation. The table has solved our integral calculus
problem. But only if our data has a mean of zero and a standard deviation of 1.
However, the essential point here is, the probability for one standard deviation on one normal distribution is the
same on every normal distribution. If the population data set has a mean of 10 and a standard deviation of 5 then
the probability from 10 to 15, one standard deviation, is the same as from zero to 1, one standard deviation on the
standard normal distribution. To compute probabilities, areas, for any normal distribution, we need only to
convert the particular normal distribution to the standard normal distribution and look up the answer in the tables.
As review, here again is the standardizing formula:

where Z is the value on the standard normal distribution, X is the value from a normal distribution one wishes to
convert to the standard normal, μ and σ are, respectively, the mean and standard deviation of that population. Note
that the equation uses μ and σ which denotes population parameters. This is still dealing with probability so we
always are dealing with the population, with known parameter values and a known distribution. It is also
important to note that because the normal distribution is symmetrical it does not matter if the z-score is positive or
negative when calculating a probability. One standard deviation to the left (negative Z-score) covers the same area
as one standard deviation to the right (positive Z-score). This fact is why the Standard Normal tables do not
provide areas for the left side of the distribution.

Example 1:
The final exam scores in a statistics class were normally distributed with a mean of 63 and a standard deviation of
five. Find the probability that a randomly selected student scored more than 65 on the exam.
Solution:

Get the Z-score of 65.

To find the area from the mean to 0.4 use the

table below. And it is equal to 0.1554.

Example 2:
A personal computer is used for office work at home, research, communication, personal finances, education,
entertainment, social networking, and a myriad of other things. Suppose that the average number of hours a
household personal computer is used for entertainment is two hours per day. Assume the times for entertainment
are normally distributed and the standard deviation for the times is half an hour.
Find the probability that a household personal computer is used for entertainment between 1.8 and 2.75 hours per
day.
Solution:
 Convert 1.8 and 2.75 into Z-score.
We have, 1.8 = -.04 and 2.75 = 1.5.
Look for the area of -.04 and 1.5 in the table.
Since, normal distribution is symmetric we
can use the area of .04 for -.04. Therefore the
area are, 0.1554 and 0.4332, respectively.
Add this area 0.1554 + 0.4332 = 0.5886

Example 3:
A citrus farmer who grows mandarin oranges finds that the diameters of mandarin oranges harvested on his farm
follow a normal distribution with a mean diameter of 5.85 cm and a standard deviation of 0.24 cm. Find the
probability that a randomly selected mandarin orange from this farm has a diameter larger than 6.0 cm.
Solution:
 Get the Z-score of 6.

To find the area from the mean to 0.625 use

the table below. And it is equal to 0.2324.
Always, remember that the area of half of the
curve is equal to .5.
To find the area of the values that is greater
than .625, subtract 0.2324 from .5.
Thus, .5 – 0.2324 = .2670

Note: To find the probability under the normal curve, it is helpful to draw first the figure. The shaded region
corresponds to the probability that you are looking for.

Check your Understanding

Solve the following:

1. Suppose X ~ N(–1, 2). What is the z-score of x = 2? (1pts)
2. Suppose X ~ N(8, 1). What value of x has a z-score of –2.25? (1pts)
3. Suppose X ~ N(9, 3). What is the z-score of x = 9? (1pts)
4. The golf scores for a school team were normally distributed with a mean of 68 and a standard deviation of
three. Find the probability that a randomly selected golfer scored less than 65. (3pts)
5. The golf scores for a school team were normally distributed with a mean of 68 and a standard deviation of
three. Find the probability that a golfer scored between 66 and 70. (4pts)
Standard Normal Probability Distribution: Z Table

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0. 0.000 0.004 0.008 0.012 0.016 0.019 0.023 0.027 0.031 0.035
0 0 0 0 0 0 9 9 9 9 9

0. 0.039 0.043 0.047 0.051 0.055 0.059 0.063 0.067 0.071 0.075
1 8 8 8 7 7 6 6 5 4 3

0. 0.079 0.083 0.087 0.091 0.094 0.098 0.102 0.106 0.110 0.114
2 3 2 1 0 8 7 6 4 3 1

0. 0.117 0.121 0.125 0.129 0.133 0.136 0.140 0.144 0.148 0.151
3 9 7 5 3 1 8 6 3 0 7

0. 0.155 0.159 0.162 0.166 0.170 0.173 0.177 0.180 0.184 0.187
4 4 1 8 4 0 6 2 8 4 9

0. 0.191 0.195 0.198 0.201 0.205 0.208 0.212 0.215 0.219 0.222
5 5 0 5 9 4 8 3 7 0 4

0. 0.225 0.229 0.232 0.235 0.238 0.242 0.245 0.248 0.251 0.254
6 7 1 4 7 9 2 4 6 7 9

0. 0.258 0.261 0.264 0.267 0.270 0.273 0.276 0.279 0.282 0.285
7 0 1 2 3 4 4 4 4 3 2

0. 0.288 0.291 0.293 0.296 0.299 0.302 0.305 0.307 0.310 0.313
8 1 0 9 7 5 3 1 8 6 3

0. 0.315 0.318 0.321 0.323 0.326 0.328 0.331 0.334 0.336 0.338
9 9 6 2 8 4 9 5 0 5 9

1. 0.341 0.343 0.346 0.348 0.350 0.353 0.355 0.357 0.359 0.362
0 3 8 1 5 8 1 4 7 9 1

1. 0.364 0.366 0.368 0.370 0.372 0.374 0.377 0.379 0.381 0.383
1 3 5 6 8 9 9 0 0 0 0

1. 0.384 0.386 0.388 0.390 0.392 0.394 0.396 0.398 0.399 0.401
2 9 9 8 7 5 4 2 0 7 5
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

1. 0.403 0.404 0.406 0.408 0.409 0.411 0.413 0.414 0.416 0.417
3 2 9 6 2 9 5 1 7 2 7

1. 0.419 0.420 0.422 0.423 0.425 0.426 0.427 0.429 0.430 0.431
4 2 7 2 6 1 5 9 2 6 9

1. 0.433 0.434 0.435 0.437 0.438 0.439 0.440 0.441 0.442 0.444
5 2 5 7 0 2 4 6 8 9 1

1. 0.445 0.446 0.447 0.448 0.449 0.450 0.451 0.452 0.453 0.454
6 2 3 4 4 5 5 5 5 5 5

1. 0.455 0.456 0.457 0.458 0.459 0.459 0.460 0.461 0.462 0.463
7 4 4 3 2 1 9 8 6 5 3

1. 0.464 0.464 0.465 0.466 0.467 0.467 0.468 0.469 0.469 0.470
8 1 9 6 4 1 8 6 3 9 6

1. 0.471 0.471 0.472 0.473 0.473 0.474 0.475 0.475 0.476 0.476
9 3 9 6 2 8 4 0 6 1 7

2. 0.477 0.477 0.478 0.478 0.479 0.479 0.480 0.480 0.481 0.481
0 2 8 3 8 3 8 3 8 2 7

2. 0.482 0.482 0.483 0.483 0.483 0.484 0.484 0.485 0.485 0.485
1 1 6 0 4 8 2 6 0 4 7

2. 0.486 0.486 0.486 0.487 0.487 0.487 0.488 0.488 0.488 0.489
2 1 4 8 1 5 8 1 4 7 0

2. 0.489 0.489 0.489 0.490 0.490 0.490 0.490 0.491 0.491 0.491
3 3 6 8 1 4 6 9 1 3 6

2. 0.491 0.492 0.492 0.492 0.492 0.492 0.493 0.493 0.493 0.493
4 8 0 2 5 7 9 1 2 4 6

2. 0.493 0.494 0.494 0.494 0.494 0.494 0.494 0.494 0.495 0.495
5 8 0 1 3 5 6 8 9 1 2

2. 0.495 0.495 0.495 0.495 0.495 0.496 0.496 0.496 0.496 0.496
6 3 5 6 7 9 0 1 2 3 4

2. 0.496 0.496 0.496 0.496 0.496 0.497 0.497 0.497 0.497 0.497
7 5 6 7 8 9 0 1 2 3 4

2. 0.497 0.497 0.497 0.497 0.497 0.497 0.497 0.497 0.498 0.498
8 4 5 6 7 7 8 9 9 0 1

2. 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498
9 1 2 2 3 4 4 5 5 6 6

3. 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.498 0.499 0.499
0 7 7 7 8 8 9 9 9 0 0

3. 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
1 0 1 1 1 2 2 2 2 3 3

3. 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
2 3 3 4 4 4 4 4 5 5 5

3. 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
3 5 5 5 6 6 6 6 6 6 7

3. 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499 0.499
4 7 7 7 7 7 7 7 7 7 8