Normal Distribution 18-02-25

Objective: Find Probability. It is the most important probability distribution in statistics

because it accurately describes the distribution of values for many natural phenomena.

A type of distribution symmetrical about the mean. This means most of the values are either
equal to the mean or fall close to the mean. For example: Height, weight, grades, salaries in an
office. In a normal distribution, mean=median=mode.

Note: The random variable in normal distribution is continuous (unlike binomial and geometric
where its discrete) meaning it can take any value on the number line since its used for
measurements like height, iq, mass etc etc.
How is normal distribution used to calculate probability?

The graph of normal distribution always follows a specific pattern

· Bell curved
a Centred at the mean
3 Mean = Median =
mode
" 68 % of the data is within 1sd of the mean
10 + 16
- 95 % of the data is within 2sd of the meen

699 7 %
.
of the data is within 35d of the mean Mean (M) = 100

standard deviation 10) : 15

Standard deviation -o
Mean-u = - variance
Standard Random Variable

Since every normal distribution follows a specific pattern, it can be converted to standard
normal distribution, where the area under the curve is equal to the probability. (z table)

>
Normal Random Variable Standard Randam Variable
X -

N(m 04 ,
Z

j variance 2 ~
N/O 1) ,

mean

Find the of the value of X the

following formula
by using X
· 2=
2 score
&

How standard deviation X Individual value

many away
:

from the mean each value lies . M :

mean

5: standard deviation

< Find the

p value of the 2 score from the 2 table ·
O(2)-p

D phi
:

Area
p Probability
: =

3 The
p value represents the
probability up to the value of 2 .
P(2 2) P = =
4 To find the
probability of greater than 2
,
we subtract (2) from .
1

P(z > 2) = 1 -

P(z)

& How to Reed the 2 table ?

0(2) =
P
J
a
probability .

& value or

2 score

1 P(z = 1 5) .
=
0(S) = 0 9332
.

c P(o = 2 52) .

= 0 (b 52) .

= 0 994/
.

3 P(ax159a) = 8 9418
.

11

0 9429
.

ap(a = 1 821) 4(1 821)

.
=
-
0 9656
.

. 9657
8

5 P(2 >2 .

5) =
$12 5) .
= 0 9938
.
1= p(25)
p =
1 -

#(2 5) -

&

p = 0 0067
.

8 25
.
 Cambridge International AS & A Level Mathematics 9709 syllabus for 2023, 2024 and 2025. List of formulae and statistical tables (MF19)

THE NORMAL DISTRIBUTION FUNCTION

If Z has a normal distribution with mean 0 and

variance 1, then, for each value of z, the table gives
the value of Φ(z), where

Φ(z) = P(Z ⩽ z).

For negative values of z, use Φ(–z) = 1 – Φ(z).

1 2 3 4 5 6 7 8 9
z 0 1 2 3 4 5 6 7 8 9
ADD
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359 4 8 12 16 20 24 28 32 36
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 4 8 12 16 20 24 28 32 36
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141 4 8 12 15 19 23 27 31 35
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517 4 7 11 15 19 22 26 30 34
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879 4 7 11 14 18 22 25 29 32

0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224 3 7 10 14 17 20 24 27 31
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549 3 7 10 13 16 19 23 26 29
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852 3 6 9 12 15 18 21 24 27
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133 3 5 8 11 14 16 19 22 25
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389 3 5 8 10 13 15 18 20 23

1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621 2 5 7 9 12 14 16 19 21
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830 2 4 6 8 10 12 14 16 18
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015 2 4 6 7 9 11 13 15 17
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177 2 3 5 6 8 10 11 13 14
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319 1 3 4 6 7 8 10 11 13

1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441 1 2 4 5 6 7 8 10 11
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545 1 2 3 4 5 6 7 8 9
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633 1 2 3 4 4 5 6 7 8
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706 1 1 2 3 4 4 5 6 6
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767 1 1 2 2 3 4 4 5 5

2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817 0 1 1 2 2 3 3 4 4
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857 0 1 1 2 2 2 3 3 4
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890 0 1 1 1 2 2 2 3 3
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916 0 1 1 1 1 2 2 2 2
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936 0 0 1 1 1 1 1 2 2

2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952 0 0 0 1 1 1 1 1 1
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964 0 0 0 0 1 1 1 1 1
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974 0 0 0 0 0 1 1 1 1
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981 0 0 0 0 0 0 0 1 1
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986 0 0 0 0 0 0 0 0 0

Critical values for the normal distribution

If Z has a normal distribution with mean 0 and

variance 1, then, for each value of p, the table
gives the value of z such that

P(Z ⩽ z) = p.

p 0.75 0.90 0.95 0.975 0.99 0.995 0.9975 0.999 0.9995

z 0.674 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291

10
Back to contents page [Link]/alevel 47
Standard Rules of Normal Distribution

1P(aca) =
O(a)

cP(z -a) = 1 -

d(a)

3P(zc -

q =
o(a) =
1 -

0(a)

-oh

4P(a = -

a) = 1 -

p( a) -

1 -

[1 P(a)]-

-
a

1 -
1 + 0(a)

o(a)

E
s P(aca <
b) =
p(b) -

P(a)

a b

6 P( a <
<b) = b(b) (a) +

P(b) -

[1 p(a)]-

p(b) -

1 +
p(a) -

a b

q(b) p(a) + -

= P(
-

acz -

b) =
ofb) -

o (a)

1 -

p() -

(1 q(a)] -

-
b
-
a

P(a) - p(b)

8 Plaka =
Pl-aczsa) =
P(a) -

o (a)
P(a) -

[1 P(a))
-

aa
-

20(a) -

1
 9 P(1zKa) = P(aa) + P(z a) -

1 p(a)
-
+
p( a) -

1 -

p() + 1 p(a)
-

2 24(9)
-

-
a a

Examples

X-N/40 25) ,

i P(X < 42) z = X -

p 2 = 42 -402 = 1
E 2

P(z <1) = 0(1) = 0 8413

.

in P(X >2) =
P(zx) =
1 -

b)) 2 = 1

1 -
08413 = 0 1587
.

iii P(X > 40) 2 = 40 48 -

2 = 8 in P(40 < X< 4)

2
P(o << 1) =
P(1)-10]
P (2 < o = 1- p(0) 0 8413
. -
05
.

1 05
- .

= 05 .
0 3413
.
 2

X ~N(60 54 ,

i P(X6) 2 = 63-608- 0 6 .

0 0548
.

p(a 6) $106) 0 7257 P(63 X<

68)
<0 · .
in <
= =

p(0 .
6 < < 1
6) p(6) p(0 6)
.

=
-
-

ii P(x > 63) =

1 -

P(X 63)
<

8 2743
.
0 9452
. -
0 7257
.

0 2195
.
Past Paper Questions 20-02-25

M
-2
I

P(x 4)
X
-

2 .
z =
2 = 2 4- 1 5
. .

.2
3

P(a -
1 .

2187) = 0( 1 2187)
+ .

2 : 1 2187
.

q(1 2187)
-
1 -
.

(0 88 ]
·

1- ·

S im
-
1 2187
: 1 2187
-

1 -
$(12187)
0 1114
.

Xu N (26 4.

,
3 .

74
P(X - 20) -X
2 -

M2 =
20 -

26 4 .

E 3 7
.

p(a =1 .

73) =
1 -

[p) 173)]
-

2 = - 1 73 .

[1 b(173)]
-
1 -
-

4 (1 73)
·

= 0 9582
.
(A student)
·
1 73 1073
0 9582x 350 335 37
-
.
.
.
=

335 or 336
3

X v (100 74 , P(85 < X <

100)
2, 22

1 Find2 Score(s) 2 = X -

M
O

2 =
85 -100 22 = 100 -
108

7 &

2
1 =
=

2 143
:
22 =
0

② P(-2(3 20) < =

p(0) -

b) 2 (43)
-
.

37 p(0) -

(1 -

p(2 143)) .

p(0) +
$(2 143) . -

0 5 + 0 9839-1
. .

= 0 4839
.

④
>
-
0 4849
.
4

* ~N /-15 1 .

,
62 0]
.
2= X -

M
=

P(X o]
> 2 = 8--5.

62

P (2 > 1 .

918) =
1 -

$(1918)
1 -
0 9724
.

0 0276
.
 S

i P(182 < X(1 92) .

0 256 .

i P(1 9-b .
< x< 1 9+.
b) = 0 8 .

y
-
2) = 1 9-b- 1 9
. .
22 =
M+ b 19 -

0 15.

0 15
.

b
=b
2 =
-

2
,
0 15
.

P(-b 2 <b) O

P) -
(b) = 0.

-(b) -

(1)) = 0 .
0

20(b) = 0
82()
.
20(b) = 18

↑
(0) 0 9.

=0
b = 1 282
.

Ts

b = 0 1923
.

1 9-b
.
< X < 1 9+ b
.

1071 209
<Safety limits
< X <
 Read the table Backwards :
!"(p) = 2 &(2) =
P
I

i X-112 ,
17 .

22] P(X > 120)

P(2 > 0 .

4651) =
1 -

$(0 4651)
.

=
0 321
.

iiX ~N(115 04 ,

P(X703) = 80 %
< P(X 183) = 08 <
.

2 103-115
=

2
P(a) 12) 08
-
.

p(-2) =
1 -

/3) 1 0 8
- .
=

-
P
() = w Note : When
is
reading
less than
the table
O S,
backwards
subtract it from 1
if the value

multiply
.

- p(0)
the other side of
= the
equals to
sign by
1
-
 - =
p(0)
+
(2) =
+(1 -
0 .

a)

1 =
P(0)
12 = 0 842.

5= 14 25.

5 14 3
.
 2

i X ~N(38 82 P(x(50)
,
= 5%

P(x > 50) = 0 05

.

2 = 50-38

2 12
⑤

p(2>a) 0 05.
=

(12) To
1-

(b)
0 95.

9
( 09 .
=

"(0 95
.

12-164
8 - 7 29
.
 P(X 30] <
XvN(38 7 294 ,
·

2 = 30 -
38
7 29 .

2.1 097 .

P(z -
1 .

097) =
07 097)
-

1 .

1 -

&(1 097) .

0 136 x100
.

= 13 6 %
.

0 136
.

or

13 6 %
.

Binomid
0 05 0 95 n 9
P q
. .

= = =

P (X > 1) = P(X = +
P(x 2) +
+
P(X 3)
+ + ... , P(X =
9)

1 -
P(X =
0)
b

1 -

92(0 05° 10 95)9 .

.

%
1 0 95 .
= 0 370
.
3

XvN(m Y -

P(X > 3 .

6) = 0 5
.

P(X72 8) .
= 0 6554 .

3 6 2 2 8-
2
M M
.
- .

= =

o o

P(273 6 m) . -
= 0 5
.
7 = 2 8 36 .

5
- .

2 =
-
88 .

P(z 08) 0 6554

-
.
+

3 .

6
1 -

p
(08) .
= 0 6554
.

p(
3 6
M
0
08) 0 3446
- .
. -
=
=

3 6
M
.
=

" (0 3446)
08
-
.
=

Role applied when [

↑ is less than 0 5
08 = (0 655
. .

08 .
= 0 4
.

5 = 2
 B

X -
B(4 ,
0 .

6554) p = 0 6554
.

q
= 0 3446
.

P(xx2) = P(X 2)
= + P(X 3)
= + P(x =
4)

65549
↓
y

42(06554)(0 34462
.
+ 44(0 .

44(06554)"(0 3446) + .

0 879
.
 25 -

02 -
25

Normal
Approximation : Binomia <Normal

& Why.

a How ?

of
really large I impractical Binomial Distribution
A .
No .
trials is will be to use

< Binomial

i P(x a)
= + P(x 1)
= + P(x 2)
=
= P(xs)

ii P(X +h)
= + P(X 75)
= + P(X 76)
= +... + P(X 125)
= <
Impractical
How to convert Binomial to Normal !

In must be
greater than 50
X-w(p 5) ,

than 5
-
up must be
greater
must also than 5
3ng be
greater
X -
B(n , p)
~

N(up upg)
,
Mean -
u up
=

N(M 34 ,
Variance = S =

npg
C What !
continuity correction
.
is

A Binomia is
possible when data is discrete, Normal is
possible when data is

continous
(length time) Therefore to Convert Binomial to Normal
apply
,
mess ·
we <
,

Examples
Binomia Normal

1 P(X >4) = P(X - 45) 1P(X > a) I P(X -a 0 5) + .

& ~
P(Xxa) =
P(X > a -0 5) .

PLXca) P(Xa-0 5) .

↑
3 =

↑ PLX(a) = PLXca 0 5) + .

5 P(X=
a) =
P(a-0xXa 0s) +

:
o I so

45
.
-
P(Xyh) = P(x 35) ,
=
P(X(y) = P(XS 5) .

& &

o o

- -
· ·

% 789
*
Y 3678
&
012 : 36 011 S

35
-

jis

< P(X = Y) = P(X < 45) = P(X =

4) P(3 5 <X45)
=
.

& &

⑧ ⑧

- - 012345678 & 012's 6789

us -
35
.
Past Paper Questions
I

p = 0 64.

ii 125 0 0 36
n
p 64q
. .

= = =

125x0 64 S 125x 0 64x 0 36

M np npg
.
. .
= = = =

80 82 28 8
M
.

=
=

-
p(X 73) =
+ p(X >73 .

5)

8 = 73 5 . -
80
727374
28 8 .

73 5 .

= - 21/ :

P(z) 1211) -

=
1 -

b( 12) -

9 (1 211).

= 0 887
.

2
X

ii n.56
p
=

t q M- up S2=npg
8 82 48
M
=
=

7
P(X >7) P(X(7 5)

-
.

2 = 7 5 . -
8 8= -

0 191.

-$7019)
u P(a -0 -

191) = 1

↑(0 191) .

= 0 576
.
P72 191)
d(0)
< 0 -
=

⑧ 0 191 limit
-
Upper
.

lower -limit : 1000

~
P(2c019)-1-010 191) .

-
* 0 191
.
b
b upper limit
lower 1 000
,

limit
3

=,
q
=

3
or 06 .

1646165166
1645
M np
=
snpq
160 st 400X0 4 x 0 6
M
. .
= =

5 96

P(X <164 5) :

= 2 =
164 5 . -

160

0 677 .
 &

M's de his
ii P(5X4s)
 P(X > K) = 0 25
.

T
2 -
k-20

49

a= k -
10

1
p(k-) 0 25
- .
=

k -
20 = $10 7).

# =
0 674
.

k 24 7
=
.