Chapter 6

The Normal distribution

In chapter 5 we discussed the discrete random variables and their probability
distributions. In this chapter we are going to look at the continuous random
Variables and their probability distribution.
The possible values that a continuous random variable can are infinite and
uncountable (in contrast to the discrete random variable that has a finite possible
values)
For example suppose 53 minutes is the minimum time a student can finish the
midterm and 100 minutes is the maximum time. Let us assume x is a continuous
random variable that is the time taken to complete the midterm. Then x can
assume any value between 53 and 100 minutes. X can have an infinite possible set
of values.
There are several continuous probability distributions. In this chapter we are going
to discuss the normal probability distribution.
The Normal Distribution is the most important and widely used probability
distributions. (Also known as Gaussian distribution). A large phenomenon in the
world are normally (or approximately) normally distributed. The continuous
random variable representing for example height in a population, time it takes to
learn how to use a computer program, IQ levels, the weights of packages of frozen
vegetables, the amount of juice is a carton etc… all of these follow a normal
distribution
The equation of the normal distribution is:
The following are the three main characteristics of a normal distribution.
1. The total area under a normal curve is 1.0. (that is the shaded area)
2. A normal curve is symmetric about the mean. Consequently, 50% of the
total area under a normal distribution curve lies on the left side of the mean,
and 50% lies on the right side of the mean. We call its shape Bell- shaped
In a normal distribution the mean= the median = the mode
3 The tails of the normal distribution extend indefinitely in both directions
without touching or crossing the horizontal axis. Although a normal curve
never meets the horizontal axis, beyond the points represented by µ -3Ϭ and
µ +3Ϭ it becomes so close to this axis that the area under the curve beyond
these points in both directions is very close to zero. ( we’ll see that later )

The parameters of the normal distribution are the mean µ and the standard
deviation σ.
As its standard deviation decreases, the width of a normal distribution curve
decreases and its height increases.
The width and height of a normal distribution do not change when its
standard deviation remains the same but its mean changes.
Figure 1 shows how the normal distribution changes as the standard deviation
decreases but since the mean is still the same the four curves are centered at the
same point (smallest standard deviation is the red and the largest standard
deviation is the green).
Figure 1

Figure2 shows that the width and height of a normal distribution do not change
when its standard deviation remains the same but the curve shifts along the x axis
since its mean increases.
Fig 2
The box plot of a normal distribution:

The standard normal distribution is a special case of the normal distribution.

For the standard normal distribution, the value of the mean is equal to zero and the
value of the standard deviation is 1. The units of the standard normal distribution
curve are denoted by z and are called the z-values or z-scores. The z-values on the
right side of the mean (which is zero) are positive and those on the left side are
negative. A specific value of z gives the distance between the mean and the point
represented by z in terms of the standard deviation
The magnitude of the z-score indicates how far away the data point is from the
mean in terms of standard deviations.
The Z-score table,we are using in this course, also called the standard normal
table, or z-score chart, is a mathematical table that allows us to know the
percentage of values below (usually a decimal figure) to the left of a given Z-score
on a standard normal distribution (SND).
The Standard Normal table :
Refer to the end of the lecture notes for a complete Z table

Let us see how to read the area from the table for Z=1.0
The left column will contain the first part of the Z-score (e.g., the whole number
and the first digit after the decimal point). Go down this column until you find your
Z-score’s first part. Until you find Z= 1.0

Next, look at the top row of the Z-table. This row will contain the second part of
the Z-score (the remaining decimal number). Go across this row until you find your
Z-score’s second part. Since Z= 1.00 then we read the value in the first column

The intersection of the 2 columns is the value you need : the value is 0.8413
0.8413

Now Try and find the area to the left of Z = 1.25

• P(Z< 0.36)
Find the z-score in the table below. We find the area in the Z-table that
corresponds to 0.3 in the Z column and 0.06 in the top row
It is the value circled in Red The intersection shows 0.6406.
The probability is 64.06% (or the area percentage of the yellow region is
0.6406).
• P (z < −1.76)
This represents the area under the standard Normal curve to the left
by z=--1.76.
We find the area in the Z-table that corresponds to -1.7 in the z column and
0.06 in the top row. The area is 0.0392

0.0392
 • P(z > 1.36)
We have to find the shaded area. The normal distribution gives the areas to left of
the Z – value. The white area in the figure below
To find the area to the right of Z= 1.36 we find the area to the left of Z= 1.36. then
we subtract the area we found in the table from 1 which is the total area under the
curve . ( Use the property of complementary events )
We find the area in the Z-table that corresponds to 1.3 in the z column and 0.06 in
the top row.
The area is 0.9131
P(z > 1.36) = 1 − P(z ≤ 1.36) So the area required is 1.0 - 0.9131 = 0.0869

Note that the area to the right of Z=1.36 is equal to the area to the left of Z= -1.36
they are symmetrical with respect to the mean. The area to the left of -1.36 =
0.0869

• P(−2.43 ≤ z ≤ 1.81)
This is given by the area under the standard normal curve between Z=1.81
and Z= -2.43 which is shaded in Figure 3
 Figure 3

To find the area between Z= -2.43 and Z= 1.81. First we find the area to the left of
Z=--2.43 which is equal to 0.0075 and the area to the left of Z=1.81 which is equal
to 0.9649.
Then we subtract the smaller area ( to the left of Z=-2.43) from the larger area ( to
the left of Z=1.81) The required probability P(−2.43 ≤ z ≤ 1.81) is the area
between -2.43 and 181 which is equal to 0.9649 – 0. 0075 = 0.9574

The probability that a continuous random variable x assumes a single value is

always zero, that is,
P(x = a) = 0.

The Empirical Rule for a bell shaped curve (the 68 ,95,99 Rule )

• The total area within one standard deviation of the mean is 68.26%
We can find this area by subtracting the area to the left of z=-1 fro the area to the
left of Z=1 which is equal to 0.8413 – 0.1587= 0.6826
We can also find this area by using the property of symmetry in the normal curve
P( Z < -1 ) = P( Z> 1) = 0.1587 ( the dark blue areas)

So the light blue shaded area P (-1 < Z < +1 ) = 1 – 2 P ( Z < -1 ) = 1 – 2( 0.1587) =
0.6826

• The total area within 2 standard deviations of the mean is 95.44%

We can find this area by subtracting the area to the left of z=-2 fro the area to the
left of Z=2 which is equal to 0.9772– 0.0228 = 0.9544
 • The total area within 3 standard deviations of the mean is 99.74%
We can find this area by subtracting the area to the left of z=-3 from the area to
the left of Z=3 which is equal to 0.9987– 0.0013 = 0.9774

The standard normal distribution table goes from -3.49 to +3.49. so if we need to
find the area to the left of z=-3.50 or a smaller Z we can assume it to be equal to
zero. If we need to find the are to the left of 3.50 or a larger we can assume it to be
approximately 1.
 How to find the Z-Score given
• the area to the Left
Find the z-score that has 15.62% of the distribution’s area to the left.
• the area to the right

Find the z-score that has 37.83% of the distribution’s area to the right.

The z table shows the area to the left of the Z score . If the area to the right
is .3783 then the area to the left is 1 – .3783 = .6217 ( complementary
events

The z-score that corresponds to a value of .6217 in the z-table is .31

Find the value of Z such that the area under the standard normal curve
a. from 0 to Z is 0.4032 and Z is positive

In this example we are given the area and we need to find Z . The area given is the
shaded area
First thing we need to find the area to the left of Z
It is given the area between 0 and Z is 0.4032, and we know that the area to the
left of Z=0 is 0.5 ( The total area under the curve is 1 and Z=0 is the mean and and
Z= 0 is the mean which is equal to the median the curve is symmetrical )
So to find the total area to the left of Z we add 0.5 to the shaded area : 0.5 +
0.4032 = 0.9032
Now from the standard Normal curve locate the area which is equal to 0.9032.
Look in the body of the table and search for an area equal to 0.9032 the Z that
corresponds to that area is Z =1.3 So we can conclude P(0<Z<1.3) =0.4032 the
shaded area in the figure

b. Between 0 and Z is approximately 0.2734 and Z is negative

This example is similar to the one above but the difference is that Z is negative . To
find the area to the left of Z we need to subtract 0.2734 from 0.5. Remember the
area to the left of Z=0 is 0.5
0.5-0.2740 =0.226 this is the area to the left of the Unknown Z
From the standard Normal curve look into the body of the table for 0.2266. This
value corresponds to Z=-0.75

Find the Z score Such the P( Z > Z0) =0.10 under the normal curve

The required Z value is shown on the horizontal axis of the figure above and the
shaded area is 0.1 which represents 10% of the distribution
To find Z,
First we need to find the area to the left of Z which is equal to 1- 0.1 = 0.9
We need to look in the “body” of the table and search for 0.1. The closest we can
get is 0.1003 corresponding to z=1.28.

Refer to the end of the lecture Notes for the Standard normal distribution
Converting the X values to the corresponding Z -values
Let x denote the time taken to run a road race. Suppose X is approximately
normally distributed with a mean of 180 minutes and a standard deviation of 14
minutes. If one runner is selected at random, what is the probability that this
runner will complete the road race in
a. less than 160 minutes?
Let x denote the time it takes to complete the race with µ = 180 minutes and σ =
14 minutes We need to find P(X<160) , this probability is given by the area under
the normal curve to the left of X= 160 minutes as shown in the figure below

First we need to find the Z with corresponds to X= 160

Using the formula: z = (x − µ)/σ we convert X to Z
Z= (160 − 180)/14 = −1.43
P(x < 160) = .0764 or 7.64%

b. between 215 to 245 minutes

The probability that a randomly selected runner will require between 215 and 245
minutes to complete the race is given by the area under the normal distribution
curve of x = 215 and x= 245
To find this area first we need to find the area to the left of x=215 and the area to
the left of x=245 and then we take the difference between these two area
For x = 215: z = (x − µ)/σ = (215 − 180)/14 = 2.50
For x = 245: z = (x − µ)/σ = (245 − 180)/14 = 4.64
P(215 ≤ x ≤ 245) = P(2.50 ≤ z ≤ 4.64) = P(z ≤ 4.64) − P(z ≤ 2.50) = 1 - .9938 = .0062
or .62

c. Find the value which cuts the upper 2.5% of the distribution

Since we are given the area to the right we need to find the area to the left
1-0.025 = 0.975
Check in the standard normal table for the area of 0.75 and read the Z – value
Z= 1.96
𝑥− µ
Z= so x = µ + Z Ϭ
σ
X = 180 + 1.96( 14) = 207.44