Lesson

The Standard Normal

Distribution
The standard normal distribution, which is denoted by Z, is also a normal
distribution having a mean of 0 and a standard deviation of 1. Since the normal
distribution can have different values for its mean and standard deviation, it can be
standardized by setting the µ = 0 and the = 1.

A normal variable is standardized by setting the mean to 0 and standard

deviation to 1. This is for the purpose of simplifying the process in approximating
areas for normal curves. As shown below is the formula used to manually
compute the approximate area.

𝑧2
1
f(z) = 𝑒 − 2
√2𝜋

However, this formula is seldom used because a table was created to

summarize the approximate areas under the standard normal curve and to further
simplify the process. This table of probabilities is known as the z- table.

The Z - Table

Let us get a closer look at the z-table. The outermost column and row
represent the z-values. The first two digits of the z-value are found in the leftmost
column and the last digit (hundredth place) is found on the first row.

Suppose the z-score is equal to 1.85, locate the first two digits 1.8 in the
leftmost column and the last digit, .05, can be located at the first row. Then find their
intersection which gives the corresponding area. Therefore, given z = 1.85, the area
is equal to 0.9678.
 z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817

Other examples are as follow:

1. Find the area that corresponds to z = 2.67 Answer: 0.9962

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2. Find the area that corresponds to z = 1.29 Answer: 0.9015
3. Find the area that corresponds to z = 3 Answer: 0.9987

4. Find the area that corresponds to z = - 0.64 Answer: 0.2611

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121

5. Find the area that corresponds to z = - 2.33 Answer: 0.0099

Note: The z-table used is the Cumulative Distribution Function (CDF) of the
Standard Normal Curve. Refer to the attachment on pages 7 and 8.

Now that you already know how to use the z-table to find the corresponding
area for the z-score, let us identify the regions under the nomal curve that
corresponds to different standard normal values. In order to find the regions, a
probability notation is used.
The probability notation P(a < Z < b) indicates that the z-value is between a
and b, P(Z > a) means z-value is above a and P(Z < a) means z-value is below a. It
would not matter whether we are considering P(Z < a) or P(Z ≤ a) or P(Z > a) or P(Z ≥
a). To illustrate, let us consider these examples:
1. Find the proportion of the area between z = -1.25 and 2.19, this can be
expressed as P(-1.25 < Z < 2.19), read as the
probability that Z is greater than -1.25 but less
than 2.19.
Solution:
STEP 1: Draw a normal curve and locate the
z - scores and shade.
STEP 2: Locate the corresponding area of the z - scores in the z-table.
z = -1.25 has a corresponding area of 0.1056

z = 2.19 has a corresponding area of 0.9857

STEP 3: If you are looking for the area between two z - scores, simply subtract
the corresponding areas to arrive at the answer. Therefore, 0.9857 -
0.1056 = 0.8801 and the P(-1.25 < Z < 2.19) = 0.8801 or 88.01%
2. Compute the probability using the standard normal curve.
a. P(Z < 1.67) = ______________

Solution:
STEP 1: Draw a normal curve and locate the
z - score and shade.

STEP 2: Locate the corresponding area of the z - score in the z-table.

z = 1.67 has a corresponding area of 0.9525
STEP 3: If you are looking for a less than area, the area in the table is the
answer, therefore the P(Z < 1.67) = 0.9525 or 95.25%.
 b. P(Z > -0.65) = ______________
Solution:
STEP 1: Draw a normal curve and locate the
z - score and shade.
STEP 2: Locate the corresponding area of the z - score in the z-table.
z = -0.65 has a corresponding area of 0.2578

STEP 3: If you are looking for a greater than area, the area in the table is
subtracted from 1, therefore, 1.0000 – 0.2578 = 0.7422 , and the
P(Z > -0.65) = 0.7422 or 74.22%

The Z- Score
The z-score is an essential component in standard normal distribution. This
allows us to describe a given set of data by finding the z-scores. This leads us to a
question of how z-scores are identified?
Given a normal random variable X with mean (µ) and standrad deviation ( ),
each value of x of the variable can be transformed into z-scores using the formula,
𝑥− 𝜇
𝑧= 𝜎
where z = z- score or standard score
x = observed value
µ = mean

= standard deviation
To illustrate how the value of x can be converted in z-score, here are some
examples.

1. A random variable X has a mean of 6 and a standard deviation of 2. Find the

corresponding z-score for x = 11.
Given: x = 11 µ=6 =2
𝑥− 𝜇
Solution: 𝑧 = Step 1: Write the formula.
𝜎
11 − 6
= Step 2: Substitute the given values.
2

5
= Step 3: Perform the operations.
2

z = 2.5 Step 4: Write the corresponding z-score.

2. Given: x = 20 µ = 12 =3
𝑥− 𝜇
Solution: 𝑧 = Step 1: Write the formula.
𝜎
20 − 12
= Step 2: Substitute the given values.
3
8
= or 2.666666666667 Step 3: Perform the operations.
3

z = 2.67 Step 4: Write the corresponding z-score.

3. Given: x = 18 µ = 28 =5

𝑥− 𝜇
Solution: 𝑧 = Step 1: Write the formula.
𝜎
18 − 28
= 5 Step 2: Substitute the given values.
−10
= Step 3: Perform the operations.
5

z = -2 Step 4: Write the corresponding z-score.

4. The scores in the summative test of 11- STEM B are normally distributed with
a mean of 65 and a standard deviation of 12. Find the probability that some
students got a score below 40.
Solution:

STEP 1: Convert the normal value in z-score.

Given: x = 40 µ = 65 = 12
𝑥− 𝜇
Solution: 𝑧 = 𝜎

40 − 65
= 12

−25
= 12

z = -2.08
Therefore, the P(X < 40) = P(Z < -2.08)

STEP 2: Draw a normal curve and

locate the z - score and shade.
STEP 3: Locate the corresponding area of the z - score in the z-table.

z = -2.08 has a corresponding area of 0.0188

STEP 4: If you are looking for a less than area, the area in the table is the
answer, therefore, the P(Z < -2.08) = 0.0188 or 1.88%.

5. The height (in meters) of grade 11 students in section A follows a normal

distribution with the mean 1.6 and a standard deviation of 0.3. Find the
pobability that students chosen at random has a height greater than 1.75.
Solution:

STEP 1: Convert the normal value in z - score.

 Given: x = 1.75 µ = 1.6 = .3
𝑥− 𝜇
Solution: 𝑧 = 𝜎

1.75 − 1.6
= .3

.15
= .3

z = 0.5

Therefore, the P(X > 1.75) = P(Z > 0.5)

STEP 2: Draw a normal curve and
locate the z - score and shade.
STEP 3: Locate the corresponding area of the z - score in the z-table.
z = 0.5 has a corresponding area of 0.6915

STEP 4: If you are looking for a greater than area, the area in the table is
subtracted from 1, therefore, 1.0000 – 0.6915 = 0.3085 , and the P(Z >
0.5) = 0.3085 or 30.85%

The Percentile
A percentile is a measure used in statistics indicating the value below which
a given percentage of observations in a group of observations fall.

Imagine you took a standardized test and you scored 91 at the 89th percentile.
This means that 89% of the examiners scored lower than 91 and 11% scored higher
than 91. This explains that 89th percentile is located where 89% of the total
population lies below and 11% lies above that point. To illustrate the 89th percentile
of the normal curve here are the steps:
1. Express the given percentage as probability, remember 89% is the same as
0.8900.
2. Using the z-table (Cumulative Distribution Function (CDF) of the Standard
Normal Curve), locate the area of 0.8900.
3. There is no area corresponding exactly to 0.8900. It is between of 0.8888 with
a corresponding z - score of 1.22 and 0.8907 with a corresponding z - score of
1.23. The nearest value to 0.8900 is 0.8888 and therefore, the distribution
lies below z = 1.22.
4. Construct a normal curve and shade the region to the left of 1.22.
 Cumulative Distribution Function (CDF) of the Standard Normal Curve

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
 Cumulative Distribution Function (CDF) of the Standard Normal Curve

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
-3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
-3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
-2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
-2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
-0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641
Activity

Directions: Read the instructions given and write your answers on a separate
sheet of paper.
A. Complete the table by converting the given values into z-scores. Then find
the corresponding area using the z-table.

Given Z- score Approximate area

1. x = 28 µ = 16 =5

2. x = 68 µ = 75 =5

3. x = 1.72 µ = 1.6 = 0.2

4. x = 24 µ = 38 =8

5. x = 50 µ = 45 =6

B. Compute the following probabilities using the standard normal curve.

Construct a curve then shade the region corresponding to the area.
1. P(Z > -1.53)
2. P(Z < 2.89)

3. P(-1.65 < Z < 2.15)