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Normal Probability Distributions

x
The normal distribution is a descriptive model
that describes real world situations.
• The mean
• Bell shaped and is symmetric about the mean
• The total area that lies under the curve is one
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The Normal Distribution:

as mathematical function (pdf)

1 x 2
1  ( )
f ( x)  e 2 
 2
This is a bell shaped
curve with different
centers and spreads
depending on  and 
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The Normal PDF

It’s a probability function, so no matter what the values of

 and , must integrate to 1!
 1 x 2
1  ( )

 2
 e 2  dx 1
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Normal distribution is defined by its
mean and standard dev.

 1 x 2
1  ( )
E(X)= =  x e 2  dx

 2

 1 x 2
1  ( )
 e  dx)   2
2
Var(X)=2 = ( x 2

  2

Standard Deviation(X)=
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Means and Standard Deviations

Curves with different means, same standard deviation

10 11 12 13 14 15 16 17 18 19 20
Curves with different means, different standard deviations

9 10 11 12 13 14 15 16 17 18 19 20 21 22
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Empirical Rule

About 68% of the area

lies within 1 standard
deviation of the mean
68%

About 95% of the area

lies within 2 standard
deviations
About 99.7% of the area lies within
3 standard deviations of the mean
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The Standard Normal Distribution

The standard normal distribution has a mean of 0 and a
standard deviation of 1.

–4 –3 –2 –1 0 1 2 3 4 z
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The Standard Normal (Z):

“Universal Currency”
The formula for the standardized normal
probability density function is

1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2
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The Standard Normal (Z):

“Universal Currency”
The Standard Normal Distribut
All normal distributions can be converted into
the standard normal curve by subtracting the
mean and dividing by the standard deviation:
X 
Z


Somebody calculated all the integrals for the standard

normal and put them in a table! So we never have to
integrate! .
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The Standard Score

The standard score, or z-score, represents the number of
standard deviations a random variable x falls from the
mean.

The test scores for a civil service exam are normally

distributed with a mean of 152 and a standard deviation of
7. Find the standard z-score for a person with a score of:
(a) 161 (b) 148 (c) 152

(a) (b) (c)

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The Standard Normal Distribution

The standard normal distribution has a mean of 0 and a
standard deviation of 1.

Using z-scores any normal distribution can be

transformed into the standard normal distribution.

–4 –3 –2 –1 0 1 2 3 4 z
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Probabilities are depicted by areas under the curve

• Total area under the

curve is 1
• The red area is equal to
p(z > 1)
• The blue area equal to
p(-1< z <0)
• Since the properties of
the normal distribution
are known, areas can be
looked up on tables or
calculated on computer.
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Suppose Z has standard normal
distribution Find p(0<Z<1.23)
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Find p(-1.57<Z<0)
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Find p(Z>.78)
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Z is standard normal
Calculate p(-1.2<Z<.78)
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Probabilities and Normal Distributions

Example
IQ scores are normally distributed with a mean of 100
and a standard deviation of 15. Find the probability that a
person selected at random will have an IQ score less
than 115.

100 115
To find the area in this interval, first find the standard
score equivalent to x = 115.
115  100
z 1
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Probabilities and Normal Distributions

Normal Distribution

Find P(x < 115).

100 115
Standard Normal

SAME
Distribution
SAME

Find P(z < 1).

0 1

P(z < 1) = 0.5+0.3413=0.8413, so P(x <115) = 0.8413

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Example
Monthly bills in a certain city are normally distributed
with a mean of $100 and a standard deviation of $12. A
utility bill is randomly selected. Find the probability it is
between $80 and $115.
Normal Distribution

P(80 < x < 115)

P(–1.67 < z < 1.25)

0.4525 + 0.3944 = 0.8469
The probability bill is between $80
and $115 is 0.8469.
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From Areas to z-Scores

Find the z-score corresponding to a cumulative area of 0.9803.

z = 2.06 corresponds
Area=0.4803

0.9803

–4 –3 –2 –1 0 1 2 3 4
z
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Finding z-Scores from Areas

Find the z-score such that 45% of the area under the
curve falls between –z and z.
.225
.225

.45

–z 0 z
Half this area is .45/2 = .225 The closest table area is
.2257 and the z-score is 0.60. The positive z score is 0.60.
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From z-Scores to Raw Scores

To find the data value, x when given a standard score, z:

The test scores for a civil service exam are normally

distributed with a mean of 152 and a standard deviation of 7.
Find the test score for a person with a standard score of:
(a) 2.33 (b) –1.75 (c) 0

(a) x = 152 + (2.33)(7) = 168.31

(b) x = 152 + (–1.75)(7) = 139.75
(c) x = 152 + (0)(7) = 152
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Example
Monthly bills in a certain city are normally distributed with a
mean of $100 and a standard deviation of $12. What is the
smallest bill that can be in the top 10% of the bills?
$115.36 is the smallest
value for the top 10%.
90%
10%

z
Find the area in the table that is closest to 0.90% (the
40%)The area 0.3997 corresponds to a z-score of 1.28.

To find the corresponding x-value, use

x = 100 + 1.28(12) = 115.36.