Statistics and
Probability
MODULE CONTENT
Module 3
Normal Distribution
It is the most important probability distribution in statistics is the normal distribution.
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A normal distribution is a continuous probability distribution for a random variable, x. The graph of a normal
distribution is called the normal curve. In specific sense, it is called a normal probability distribution whenever the
frequencies are converted to probabilities.
Properties of a Normal Distribution
1. The curve of the distribution is a bell-shaped.
2. The curve is symmetrical about the mean.
This means if we will cut the curve about the mean, we will have
balanced proportions of
the halves. Specifically, we say that one is a reflection of the other.
Meaning, the qualities exhibited by one are the same qualities
exhibited by the other.
3. The mean, median and mode are of equal values and when sketched, they coincide at the center of the graph.
This means that the mean, median and mode of the given distribution
are located at exactly one point since their values are equal, and they
are located at the center the graph which indicates the highest peak of
the curve.
Mean = Median = Mode
4. The width of the curve is determined by the standard deviation of the distribution.
The curve considered at the left side defines a standard normal
curve. A standard normal curve is a normal probability distribution that
has mean value equal to 0 and standard deviation equal to 1.
width of the curve
This property explains that the standard normal curve is used as a guide for
distributions which has mean value not equal to 0 and standard deviation not
equal to 1.
86 89 92 95 98 101 104
For instance, in a given distribution with mean equals 95 and standard deviation equals 3, the width of the curve
will be 3 numbers away from each other, which is determined from the given standard deviation.
5. The curve extends indefinitely approaching the x-axis but never touching it. Thus, the curve is asymptotic to the line.
6. The area of the region under the curve is 1. It represents the probability or percentage or proportion associated with
the specific sets of measurement values.
This means that for every specific measurement value,
there corresponds exactly one probability / percentage /
proportion value which describes a particular area of the
region under the normal curve.
Standard Normal Distribution
The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1.
The Standard Normal Distribution
T he 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.
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z
3 2 1 0 1 2 3
Any value can be transformed into a z-score by using the
Value - M ean x - μ
formula z = = .
Standard deviation σ
Any value can be transformed into a z-score by using the formula
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.
After the formula is used to transform an x-value into a z-score, the Standard Normal Table in Appendix B is used
to find the cumulative area under the curve.
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
Example:
Find the cumulative area that corresponds to a z-score of 2.71.
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.
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.
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.
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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.
Example 1:
Find the area under the standard normal curve to the left of z = -2.33.
From the Standard Normal Table, the area is equal to 0.0099.
Example 2:
Find the area under the standard normal curve to the right of z = 0.94.
From the Standard Normal Table, the area is equal to 0.1736.
Example 3:
Find the area under the standard normal curve between z = -1.98 and z = 1.07.
From the Standard Normal Table, the area is equal to 0.8338.
Normal Distribution: Finding Probability
If a random variable, x, is normally distributed, you can find the probability that x will fall in a given interval by
calculating the area under the normal curve for that interval.
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Example 1:
The average on a statistics test was 78 with a standard deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score less than 90.
P(x < 90) = P(z < 1.5) = 0.9332
The probability that a student receives a test score less than 90 is 0.9332.
Example 2:
The average on a statistics test was 78 with a standard deviation of 8. If the test scores are normally distributed,
find the probability that a student receives a test score greater than than 85.
P(x > 85) = P(z > 0.88) = 1-P(z < 0.88) = 1 -0.8106 = 0.1894
The probability that a student receives a test score greater than 85 is 0.1894.
