NORMAL DISTRIBUTION

 The normal distribution is the most widely used model for the distribution of a
continuous variable
 Also known as continuous probability distribution
 Represented in a form of bell-shaped curve with area under the curve equal to
one
PROPERTIES OF NORMAL DISTRIBUTION

Normal curve

x
PROPERTIES OF NORMAL DISTRIBUTIONS

1. The normal curve is bell-shaped and symmetric about the mean.

2. The total area under the curve is equal to one.
3. The normal curve approaches, but never touches the x-axis as it extends
farther and farther away from the mean.
4. The points are one standard deviation away from the mean (to the left and
right) are called the inflection points.
PROPERTIES OF NORMAL DISTRIBUTION
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 -(x - μ )2 2σ 2 e = 2.178 π = 3.14

y = e .
σ 2π
MEANS AND STANDARD DEVIATIONS
A normal distribution can have any mean and any positive standard deviation.

Inflection
The mean gives the points
Inflection points location of the line 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: σ  Standard deviation: σ  1.9
1.3

The standard deviation describes the spread of the data.

MEANS AND STANDARD DEVIATIONS
Example 1:
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.
INTERPRETING GRAPHS
Example 2:
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.

μ=8 The inflection points are one standard

deviation away from the mean.

x σ  0.7
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.
Z-SCORE VALUE
• The standard normal distribution graph can also be represented using z-score
value
• Using z-score, normal distribution has a mean of 0 and a standard deviation of
1 → standard normal distribution.

The horizontal scale

corresponds to z-scores.

z
−3 −2 −1 0 1 2 3
Z-SCORE VALUE

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

z= Value - Mean
=
x -μ.
Standard deviation σ
PROPERTIES 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.
PROPERTIES STANDARD NORMAL DISTRIBUTION
AREA UNDER THE CURVE
THE STANDARD NORMAL TABLE
Use to identify the integration value / area under the curve of a z-score normal
distribution curve without involving any calculation
Table 1: 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

Finding the area:

1. Use the left hand column to indicate the first two digit of the continuous value
2. Moving across the column to indicate the next digit of the continuous variable.
Example 3:
Find the cumulative area that corresponds to a z-score of 2.71.
Table 1: 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
 z
−3 −2 −1 0 1 2 3

2.71

The area to the left of z = 2.71 is 0.9966.

Example 4:
Find the cumulative area that corresponds to a z-score of −0.25.
Table 2: 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 to
the column under 0.05.
 z
−3 −2 −1 0 1 2 3

-0.25

The area to the left of z = −0.25 is 0.4013

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.

a. The area to the left of z = 1.23 is

0.8907.

z
0 1.23
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:
0.8907.
1 − 0.8907 = 0.1093.

z
0 1.23

1. Use the table to find the area for

the z-score.
 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.
4. Subtract to find the area of the
2. The area to the left of z = 1.23 region between the two z-scores:
is 0.8907. 0.8907 − 0.2266 = 0.6641.
3. The area to the left of z = −0.75 is
0.2266.

−0.75 0 1.23

1. Use the table to find the area for

bigger z-score first then the smaller.
FINDING AREAS UNDER THE CURVE
Example 5:
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.

Example 6:
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.

Example 7:
Find the area under the standard normal curve between z = −1.98 and z = 1.07.

0.8577 − 0.0239 = 0.8338

Always draw the curve!

0.0239

0.8577

z
−1.98 0 1.07

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

PROBABILITY AND NORMAL DISTRIBUTIONS
With the mean value and sigma, draw normal distribution curve

μ = 10
P(x < 15) σ=5
σ

x
μ =10 15
NORMAL DISTRIBUTION & STANDARD N.D
Normal Distribution Standard Normal Distribution
μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
NORMAL DISTRIBUTION & STANDARD N.D
Involve a conversion of x-value, mean value and standard deviation to z-score

x−μ
z=
σ
Example 8:

The average daily production of a car was 78 with a standard deviation of 8. If

the daily production rates are normally distributed, find the probability that the
production rate to be less than 90.

μ = 78
σ=8
z = x - μ = 90 -78
P(x < 90) σ 8
= 1.5

x
μ =78 90
z
μ =0 ?
 Using Normal Table, the area
under the curve of 1.5 is 0.9332

z
μ =0 1.5

The probability that the production rate less than 90 is 0.9332.

P(x < 90) = P(z < 1.5) = 0.9332

Example 9:
The average daily production of a car was 78 with a standard deviation of 8. If the
daily production rates are normally distributed, find the probability that the production
rate to be greater than 85.

μ = 78
σ=8
x − μ 85 − 78
z= =
P(x > 85) σ 8
= 0.875 ≈ 0.88

x
μ =78 85

z
μ =0 ?
 0.8106

z
μ =0 0.88

P(x > 85) = P(z > 0.88) = 1 − P(z < 0.88) = 1 − 0.8106 = 0.1894

The probability that the production rate to be greater than 85 is 0.1894.

Example 10:
The average daily production of a car was 78 with a standard deviation of 8. If the
daily production rates are normally distributed, find the probability that the
production rate is in between 60 and 80.

P(60 < x < 80) x − μ 60 − 78

z1 = = = −2.25
σ 8
μ = 78
σ=8
x − μ 80 − 78
z2 = = = 0.25
σ 8
x
60 μ =78 80

z
? μ =0 ?
 P(60 < x < 80)

z
-2.25 μ =0 0.25

P(60 < x < 80) = P(−2.25 < z < 0.25) = P(z < 0.25) − P(z < −2.25)
= 0.5987 − 0.0122 = 0.5865

The probability that the production rate between 60 and 80 is 0.5865.

FINDING Z-SCORES
Example 11:
Find the z-score that corresponds to a cumulative area of 0.9973.

Find the z-score by locating 0.9973 in the body of the Standard Normal
Table. The values at the beginning of the corresponding row and at the top
of the column give the z-score.
 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

The z-score is 2.78.

Example 12:
Find the z-score that corresponds to a cumulative area of 0.4170.

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

−0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the closest
−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
−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

The z-score is −0.21.

FINDING A Z-SCORE GIVEN A PERCENTILE
Example 13:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 ?
0.67

The z-score that corresponds to P75 is the same z-score that corresponds to an
area of 0.75.

The z-score is 0.67.

TRANSFORMING A Z-SCORE TO AN X-SCORE
To transform a standard z-score to a data value, x, in a given population, use the
formula

x = μ + zσ.
Example 14:
The monthly electric bills in a city are normally distributed with a mean of $120
and a standard deviation of $16. Find the x-value corresponding to a z-score of
1.60.

x = μ + zσ
= 120 +1.60(16)
= 145.6

We can conclude that an electric bill of $145.60 is 1.6 standard deviations above
the mean.
Example 15:
The weights of bags of chips for a vending machine are normally distributed with a
mean of 1.25 ounces and a standard deviation of 0.1 ounce. Bags that have
weights in the lower 8% are too light and will not work in the machine. What is the
least a bag of chips can weigh and still work in the machine?

P(z < ?) = 0.08

8% P(z < −1.41) = 0.08
z
?
−1.41 0 x = μ + zσ
= 1.25 + (−1.41)0.1
= 1.11

The least a bag can weigh and still work in the machine is 1.11 ounces.
EXERCISE 1
Find the area under the standard normal curve for the following, using the z-
table. Sketch each one.
i. between z = 0 and z = 0.78
ii. between z = −0.56 and z = 0
iii. between z = −0.43 and z = 0.78
iv. between z = 0.44 and z = 1.50
v. to the right of z = −1.33.
EXERCISE 2
Find the following probabilities:
i. P (Z > 1.06)
ii. P (Z < -2.15)
iii. P (1.06 < Z < 4.00)
iv. P (-1.06 < Z < 4.00)
EXERCISE 3
It was found that the mean duration to produce 100 temperature sensor was
20.05 minutes with a standard deviation of 0.02 minutes. Find the probability
that a part selected at random would have a production time
(a) between 20.03 minutes and 20.08 minutes
(b) between 20.06 minutes and 20.07 minutes
(c) less than 20.01 minutes
(d) greater than 20.09 minutes.
EXERCISE 4
A company pays its employees an average wage of $ 3.25 an hour with a
standard deviation of 60 cents. If the wages are approximately normally
distributed, determine:
i. the proportion of the workers getting wages between $2.75 and $3.69 an
hour
ii. the minimum wage of the highest 5%.