Study Material – Normal Probability Distribution
1. Normal Distribution – It is continuous probability distribution whose graph i.e.
normal curve is a bell-shaped curve extending indefinitely to the right and to the left,
never touching the x axis. It is used to calculate probability when the concerned
random variable is continuous in nature like height, weight distances, times etc.
In case of continuous random variables, probabilities are represented by Probability
density function say f(x) satisfying the following probabilities:
(i) f(x) ≥ 0
∞
(ii) ∫-∞ f(x)dx = 1
b
(iii) P(a ≤ X ≤ b) = ∫a f(x)dx
A continuous random variable X is called a normal random variable or has a
normal distribution (also known as Gaussian Distribution, if its density
function is given by
If Z is a normally distributed random variable with mean μ = 0 and standard
deviation σ = 1, then Z is called a standard normal variable. Thus the density
function becomes,
2. Properties of Normal Distribution
1. Bell-Shaped and Symmetric
The normal distribution curve is bell-shaped and perfectly symmetric about the mean. The
left and right halves are mirror images.
2. Mean = Median = Mode
In a normal distribution, the mean, median, and mode are equal and lie at the center of the
distribution.
3. Total Area Under the Curve Equals 1
The total area under the normal curve is equal to 1, representing the total probability or 100%
of observations.
4. Continuous Distribution
The variable can take infinitely many values within a range, and probabilities are measured
over intervals.
5. Tails Extend Indefinitely
The tails of the curve extend infinitely in both directions and approach but never touch the
horizontal axis.
6. Defined by Two Parameters
A normal distribution is completely determined by its mean (μ) and standard deviation (σ).
7. Empirical Rule (68–95–99.7 Rule)
Approximately 68.27% of observations lie within ±1σ, 95.45% within ±2σ, and 99.73%
within ±3σ from the mean.
8. Zero Skewness
A normal distribution has zero skewness, meaning it is neither positively nor negatively
skewed.
9. Mesokurtic Distribution
The kurtosis of a normal distribution is 3, making it mesokurtic.
10. Maximum Frequency at the Center
The highest point of the curve occurs at the mean, and frequencies decline as we move away
from the center.
11. Points of Inflection
The curve changes curvature at μ + σ and μ − σ.
12. Standard Normal Distribution
When the mean is 0 and the standard deviation is 1, the distribution is called the standard
normal distribution.
13. Probability Depends on Area
Probabilities are represented by the area under the curve between two points.
14. Family of Curves
Different values of mean and standard deviation generate different normal curves.
* Larger standard deviation → flatter and wider curve.
* Smaller standard deviation → taller and narrower curve.
3. How to solve questions on normal distribution
Step 1: Identify the Given Information
You are usually given:
• Mean (μ)
• Standard deviation (σ)
• A value of X
Example:
• Mean marks = 70
• Standard deviation = 10
• Find probability that marks are less than 85.
Step 2: Convert XXX into Z-score
Use the formula:
Step 3: Use Z-table
The Z-table gives the area (probability) under the standard normal curve.
Usually:
• Tables give area from mean to Z
OR
• Area to the left of Z
You must understand which type your table provides
Important Areas Under the Curve
1. Probability on the Left Side
Example:
P(X<a)
This means area to the LEFT of value a.
2. Probability on the Right Side
Example:
P(X>a)
This means area to the RIGHT of value a.
Use:
P(X>a)=1−P(X<a)
3. Probability Between Two Values
Example:
P(a<X<b)
This means area BETWEEN two points.
Use:
P(a<X<b)=P(X<b)−P(X<a)
Example 1: Left Side Probability
Question
The marks of students are normally distributed with:
• Mean =70
• Standard deviation =10
Find the probability that a student scores LESS than 85.
Step 1: Write Given Data
μ=70, σ=10, X=85
Step 2: Find Z-score
Z= (85 – 70)/ 10 = 1.5
Step 3: Use Z-table
For Z=1.5
Area to left ≈ 0.9332
Final Answer
P(X<85)=0.9332
Meaning:
• About 93.32% students scored below 85.
Example 2: Right Side Probability
Question
Find probability that a student scores MORE than 85.
Step 1: Same Z-score
Z=1.5
Step 2: Use Formula
P(X>85) =1−0.9332
Final Answer
P(X>85) =0.0668
Meaning:
• About 6.68% students scored above 85.
Example 3: Probability Between Two Values
Question
Find probability that marks lie between 65 and 80.
Given:
• Mean = 70
• Standard deviation = 10
Step 1: Convert Both Values into Z-scores
For 65:
Z= (65 – 70)/10 = -0.5
For 80:
Z=(80−70)/10 = 1
Step 2: Find Areas from Table
From Z-table:
• Area left of Z =1 = 0.8413
• Area left of Z = −0.5Z = 0.3085
Step 3: Subtract Areas
P(65<X<80)=0.8413−0.3085=0.5328
Final Answer
P(65<X<80)=0.5328
Meaning:
• About 53.28% students scored between 65 and 80.
4. Practice questions
4.1. A workshop produces 2000 articles per day. The average weight of a unit is 130
kg with a standard deviation of 10 kg. Assuming normal distribution, how many
units are expected to weigh
(i) Less than 142 kg (Answer – 0.8849 i.e. 88.49 percent of 2000 units)
(ii) More than 142 kg (Answer – 0.1151 i.e. 11.51 percent of 2000 units)
4.2. The life-time in hours of a certain electrical equipment has tha normal
distribution with mean = 80 and standard deviation = 16. What is the probability
that the equipment lasts at least 100 hours? (Answer – 0.1056)
4.3. Find the area under the standard curve which lies:
(a) to the right of Z = 2.70 (Answer – 0.0035)
(b) To the left of Z = 1.73 (Answer – 0.9582)
(c) To the left of Z = -1.88 (Answer – 0.0301)
(d) To the right Of Z = -0.66 (Answer - 0.7454)
(e) Between Z = 1.25 and Z – 1.67 (Answer – 0.0581)
4.4. The marks obtained in a certain examination follow normal distribution with
mean 45 and standard deviation 10. If 1000 students appeared in the examination,
calculate the number of students scoring
(i) Less than 40 marks (Answer 309)
(ii) More than 60 marks (Answer 67)