NORMAL DISTRIBUTION

Lesson Objectives: At the end of the module, each student should be able to

1) define and describe a normal distribution and a standard normal distribution

2) Convert any normal variable to a standard normal distribution
3) Determine areas under the normal curve using table of Normal values

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NORMAL DISTRIBUTION

The normal distribution is one of the many probability distribution that a continous random
variable can assume. The normal distribution is the most widely used distribution. A large
number of phenomena in the real world are normally distributed either exactly orapproximately.
Heights and weights of people, scores on an examination, amount of milk in a gallon bottle,
etc., have all been observed to follow normal distribution. The normal random variable is
denoted “X”

Characteristics of a Normal Distribution:

1. It is defined by two parameters: the mean (µ or x) and the standard deviation (σ or S)

2. The normal curve is bell-shaped and symmetric about the mean.
3. Total area under the curve is 1 or 100%.
4. The mean, median, and mode are equal and located at the center of the distribution
5. The curve is asymptotic to the x-axis, i.e., it never touches the horizontal axis.

µ µ1 µ2 µ3

Three normal curves with the same Three normal curves with different
mean but different std deviation means but the same std deviation

THE EMPIRICAL RULE

For a bell-shaped distribution (e.g., the normal distribution), approximately

a) 68% of the observations lie within one standard deviation about the mean.
b) 95% of the observations lie within two standard deviations about the mean.
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 c) 99.7% of the observations lie within three standard deviations about the mean.

0.68

µ-1σ µ µ+1σ

0.95

µ-2σ µ µ+2σ

0.997

µ-3σ µ µ+3σ

Example

The age distribution of the population of a small community of 5,000 persons follows a normal
curve with a mean of 40 years and a standard deviation of 12 years. Determine the
approximate number of people who are 16 to 64 years old.

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Solution:

Using the Empirical rile, we see that

68% of the people are between 28 to 52 years old:

95% of the people are between 16 to 64 years old and
99.7% of the people are between 4 to 76 years old.

Since 95% of the population falls between 16 to 64 years of age, then the number of people
within this age range is 0.95(5000) = 4,750.

THE STANDARD NORMAL DISTRIBUTION

Since there is different normal distribution for every pair of values of the mean and standard
deviation, we often transform the normal distribution into a standard normal distribution. The
standard normal distribution is a normal distribution with a mean (µ) = 0and a standard
deviation (σ ) = 1. The standard random variable is denoted by the letter ‘Z’ and is called a
z-value or a z-score.

σ =1

Z
µ=0

Standardizing a Normal Distribution

To standard a normal distribution is to convert the normal random variable X to a Z- value by

using the following formulas:
For a population
X−µ
Z=
σ
For a sample
Z = X -X̅
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 S
Uses of Standard Z-Scores
Since standard scores are equal units of measurement, and since their size is the same
from distribution to distribution, they become very useful as a tool both in the reporting of test
and in doing research test scores.

Example: Comparing and Combining Scores made on Different Tests by the Use of Standard
Scores.

Below are the scores of three students in three courses with the course’ corresponding means
and standard deviations.

Student Algebra English History

A 60 140 40
B 72 100 36
C 46 110 24
60 100 22
Mean
Std dev 10 20 6

Transform these scores into standard score to justifiable compare them and determine in what
test did a student best or worst.

Solution:

Converting these normal x-scores to standard normal z-scores, we get:

For Student A: z (algebra) = (60 - 60) / 10 = 0

z (English) = (140 - 100) / 20 = 2
z (history) = (40 - 22) / 6 = 3

For Student B: z (algebra) = (72 – 60) / 10 = 1.2

z (English) = (100 - 100) / 20 = 0
z (history) = (36 – 22) / 6 = 2.3

For Student C: z (algebra) = (46 – 60) / 10 = -1.4

z (English) = (110 – 100) / 20= 0.5
z (history) = (24 - 22) / 6 = 0.33

We can conclude that both students A and B performed best in history while student C
performed best in English. Student A performed worst in algebra, Student B in English, and C
in algebra.

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 AREAS UNDER THE NORMAL CURVE (Refer to Z Table)
A normal curve is a bell-shaped curve showing a distribution of probabilities associated with
different values of a random variable. It will be recalled that the area under the normal curve is
equal to 1 or 100%. Since the normal curve shows a continuous distribution where the possible
values of the normal random variable X could be any real number, the probability that X
assumes an exact value is assumed to be very nil.
Hence, probability values are usually computed within a given interval of x-values. The use of
the Empirical Rule shows approximately probability values within three define intervals only
and is therefore very limited in its scope. We, therefore, shall study and learn how to calculate
areas under the normal curve since these areas indicate probability values.
The area under the curve between any two values a and b gives the probability that a random
variable will take on a value in the interval from a to b. Tables of Normal Probabilities have
been prepared so you can look up any desired normal area (= probability value). Because of
the characteristic of symmetry for normal curves, the upper half (i.e., above the mean) has an
area of 0.500 and the lower half, the same area of 0.500. Often, we are interested only on the
top 25%, 10%, 5%, 1%, etc., or the middle 50%, 90%, 95%, 99%, etc. It is convenient to
record these important z-values for quick reference. The table below summarizes some
important normal areas.

Upper Tail Areas Middle Areas

Z Upper Tail Areas Z-Range Middle Area

0.675 0.25 or 25% -0.675 < z < 0.675 0.50 or 50%

1.282 0.10 or 10% -1.282 < z < 1.282 0.80 or 80%

1.645 0.05 or 5% -1.645 < z < 1.645 0.90 or 90%

1.960 0.025 or 2.5% -1.960 < z < 1.960 0.95 or 95%

2.326 0.01 or 1% -2.326 < z < 2.326 0.98 or 98%

2.576 0.005 or 0.5% -2.576 < z < 2.576 0.99 or 99%

Example 1.

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Suppose that we have a test administered to entering freshman students in a certain
university. Assume that the resulting scores follow a normal distribution with a mean of 500
and a standard deviation of 100. What is the probability that a student randomly picked
obtained a score of 750 or higher?
Solution:
First, we obtain the z-score:
Z = (X - µ) / σ = (750 – 500) /100 = 2.5

σ = 100 σ =1

0.0062 0.0062
x z

µ = 500 750 µ=0 2.5

We find that the area under the standard normal (or z-curve) above a z-value of 2.5 or greater
is 0.0062. Hence, the probability of randomly selecting a person with a score of 750 or more is
0.62% or approximately 6 in 1000.

Example 2.
Using the same distribution above, suppose that we would like to know how many students
who took the test have scores less than 300 if 1,500 took it. Again, z is found to be
Z = ( 300 – 500 ) / 100 = -2.00
The probability of getting a score less than 300 is 0.0228 or 2.28%. (This is found in the Table
of Normal Values). Hence, 2.28% of the 1,500 students or about 35 who took the test got
score lower than 300.

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ACTIVITY 6 Student: ________________________

Section: _______

1. The Empirical Rule states that, for any bell-shaped distribution, approximately
(a) _______% of the observations fall within one standard deviation about the mean
(b) _______% of the observations fall within two standard deviations about the mean
(c) _______% of the observations fall within three standard deviations about the
mean.
2 The Sports and Physical Development Unit (SPDU) conducts semester-end 10-lap
swimming test for the cadets. For the 240 cadets enrolled in the swimming class, it was found
out that the mean time is 6.2 minutes with a standard deviation of 0.5 minutes.. If the
distribution of the swimming time is bell-shaped, use the Empirical Rule to approximate the
number of cadets who finished the 10 laps in

__________ (a) 5.7 minutes to 6.7 minutes

__________ (b) more than 7.2 minutes.

3a. Suppose that the resting breathing rates for college-age students follow a normal
distribution with a mean of 12 and a standard deviation of 2.3 breaths per minute. Using the
Empirical Rule, what percentage of all students would have breathing rates in the following
interval?
______ a) 9.7 to 14.3 breaths per minute
______ b) 7.4 to 16.6 breaths per minute
______ c) more than 18.9 or less than 5.1 breaths per minute.
______ d) less than 14.3 breaths per minute

3.b._______ If there are 2350 students in a certain university, how many of them have
breathing rates between 5.1 and 18.9 breaths per minute?

4. The mean time (µ) taken by all participants to run a road race was found to be 150 minutes
with a standard deviation (σ) of 12 minutes. Find the percentage of runners who finished the
race in 3 hours or less.

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5.. Between two persons ( Ike and Fatso) on a reducing diet, Ike belongs to an age group for
which the mean weight is 146 pounds with a standard deviation of 14 pounds, and Fatso
belongs to an age group for which the mean weight is 160 pounds with a standard deviation of
17 pounds. If their respective weights are 178 pounds and 193 pounds, which of the two is
more seriously overweight for his age group? _______________. Show your basis below..

6. Find the area under the standard normal curve which lies
_________ (a) between z1 = 0 and z2 = 0.95.
_________ (b) to the right of x = 22 when µ = 16 and σ = 2.5
_________ (c) to the left of z = - 1

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