STATISTICS AND
PROBABILITY
Quarter 3 – Module 3
The Normal Distribution
MICHELLE A. LARGO
Subject Teacher
Approved by:
ROEHL D. LACBANES, PhD
SHS Principal 1
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Statistics and Probability
Alternative Delivery Mode Quarter 3 – Module 3: The
Normal Distribution First Edition, 2020
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Published by the Department of Education
Secretary: Leonor Magtolis Briones
Undersecretary: Diosdado M. San Antonio
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Republic of the Philippines
Department of Education
REGION VIII – EASTERN VISAYAS
Division of Northern Samar
CATARMAN NATIONAL HIGH SCHOOL
Senior High School Department
STATISTICS AND PROBABILITY – GRADE 11
MODULE 3.3
This module was designed and written to help you understand
the concept of the normal distribution. The scope of this module
helps you to appreciate and understand learning situations that
can be used in a day-to-day basis experience. The language used
in this learning kit recognized the diverse vocabulary level of
students for a higher understanding of the lesson. The lessons
were arranged to follow the standard sequence of the course.
However, the manner in which you read them can be possibly
changed to correspond with the textbook that you might be using
now. Thus, this module is divided into two lessons, respectively as
follows:
• Lesson 1 – The Normal Distribution and Its Properties
• Lesson 2 – The Standard Normal Distribution
After going through this module, you are expected to:
1. Illustrate a normal random variable and its characteristics
(M11/12SP-IIIc1);
2. Identify regions under the normal curve that correspond to
different standard normal values (M11/12SP-IIc-3);
3. Convert a normal random variable to a standard normal
variable and vice versa (M11/12SP-IIIc-4);
4. Compute probabilities and percentiles using the standard
normal distribution (M11/12SP-IIIc-d-1).
Direction: Choose the letter of the correct answer and write your
answer on a separate sheet of paper.
1. Which of the following illustrations represents normal
distribution?
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2. What is another name for normal distribution?
A. Gaussian distribution C. Bernoulli’s distribution
B. Poisson distribution D. Probability distribution
3. What is the total area in the distribution under the normal
curve?
A. 0 B. 1 C. 2 D. 3
4. Which of the following is a parameter of normal distribution?
A. mean C. mean & standard deviation
B. standard deviation D. none of the above
5. The graph of a normal distribution is symmetrical about the
________.
A. mean C. mean & standard deviation
B. standard deviation D. none of the above
6. What percent of the area under a normal curve is within 2
standard deviations?
A. 68.3% B. 95.4% C. 99.7% D. 100%
7. How many standard deviations are there in each inflection
point?
A. 0 B. 1 C. 2 D. 3
8. Which of the following denotes the standard normal
distribution?
A. A B. X C. Y D. Z
9. A random variable X has a mean of 12 and a standard deviation
of 3.2. What is the corresponding z-score for x = 8?
A. -1.25 B. -1.50 C. -1.75 D. -2.25
10. What is the area under the normal curve if the z-score given is
2.14?
A. 0.9830 B. 0.9834 C. 0.9838 D. 0.9842
11. What is the z-score if the area under the normal curve is
0.0475?
A. -1.66 B. -1.67 C. 1.66 D. 1.67
12. What is the area under the normal curve between the z-
scores -1.99 and 1.56?
A. 0.9173 B. 0.9317 C. 0.9369 D. 0.9639
13. What is the area of the P(Z > 2.58) using the standard normal
curve?
A. 0.0049 B. 0.0051 C. 0.9949 D. 0.9951
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14. In an achievement test, the mean score of normally
distributed values is 70 and the standard deviation is 12. What is
the percentage of students who got a score of 85 and above?
A. 0.1056 B. 0.1075 C. 0.8925 D. 0.8944
15. What is the value of 70th percentile in a standard normal
distribution? A. 0.51 B. 0.52 C. 0.61 D. 0.62
The normal distribution is just one of the distributions to be
discussed in this course. It is also considered as the most
important distribution in Statistics because it fits many real-life
situations. This lesson will bring us a deeper understanding of the
normal distribution and its characteristics.
Directions: Anticipation-Reaction Guide. Complete the table by
putting check as to AGREE or DISGAREE on the corresponding
columns for the following statements. Write your answers on a
separate sheet of paper.
Before proceeding to our discussion, let us consider this
activity that will give us ideas about our lesson.
Consider the random event of tossing four coins once, then
follow these steps:
1. List all the possible outcomes using the tree diagram.
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2. Determine the sample space.
3. Determine the possible values of the random variables.
4. Assign probability values P(X) to each of the random
variable.
5. Construct a probability histogram to describe the P(X).
Answer the following guide questions:
1. How many possible outcomes are there?
2. What composes the sample space?
3. How will you describe the histogram?
To give us a deeper understanding of the concept of the
normal distribution, let us learn more about its properties.
The following are the properties that can be observed from
the graph of a normal distribution, also known as Gaussian
distribution.
1. The graph is a continuous curve and has a domain -∞ < X < ∞.
• This means that X may increase or decrease without bound.
2. The graph is asymptotic to the x-axis. The value of the variable
gets closer and closer but will never be equal to 0.
• As the x gets larger and larger in the positive direction, the
tail of the curve approaches but will never touch the horizontal
axis. The same thing when the x gets larger and larger in the
negative direction.
3. The highest point on the curve occurs at x = µ (mean).
• The mean (µ) indicates the highest peak of the curve and is
found at the center.
• Take note that the mean is denoted by this symbol µ and
the standard deviation is denoted by this symbol.
• The median and mode of the distribution are also found at
the center of the graph. This indicates that in a normal
distribution, the mean, median and mode are equal.
4. The curve is symmetrical about the mean.
• This means that the curve will
have
balanced proportions when cut in halves
and the area under the curve to the
right
of mean (50%) is equal to the area
5. The total area in the normal distribution under the curve is
equal to 1.
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• Since the mean divides the curve into halves, 50% of the
area is to the right and 50% to its left having a total of 100% or 1.
6. In general, the graph of a normal distribution is a bell-shaped
curve with two inflection points, one on the left and another on the
right. Inflection points are the points that mark the change in the
curve’s concavity.
• Inflection point is the point at
which a change in the direction of
curve at mean minus standard
deviation and mean plus standard
deviation.
• Note that each inflection point
of the normal curve is one standard
deviation away from the mean.
7. Every normal curve corresponds to the “empirical rule” (also
called the 68 - 95 - 99.7% rule):
• about 68.3% of the area
under the curve falls within 1
standard deviation of the mean
• about 95.4% of the area
under the curve falls within 2
standard deviations of the mean
• about 99.7% of the area
under the curve falls within 3
standard deviations of the mean.
Consider the following examples:
1. Suppose the mean is 60 and the standard deviation is 5,
sketch a normal curve for the distribution. This is how it would
look like.
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2. A continuous random variable X is normally distributed with a
mean of 45 and standard deviation of 6. Illustrate a normal curve
and find the probability of the following:
a. P (39 < X < 51) = 68.3% c. P (X > 45) = 50%
*Since the area covered is 1 * Since the area covered
is standard of the deviation to the half curve.
left and to the right.
b. P (33 < X < 63) = 97.55% d. P (X < 39) = 15.85%
Directions: Read the following statements carefully. Write ND if
the statement describes a characteristic of a normal distribution,
and NND if it does not describe a characteristic of a normal
distribution. Write your answers on a separate sheet of paper.
1. The curve of the distribution is bell-shaped.
2. In a normal distribution, the mean, median and mode are of
equal values.
3. The normal curve gradually gets closer and closer to 0 on one
side.
4. The curve is symmetrical about the mean.
5. The distance between the two inflection points of the normal
curve is equal to the value of the mean.
6. A normal distribution has a mean that is also equal to the
standard deviation.
7. The two parameters of the normal distribution are the mean
and the standard deviation.
8. The normal curve can be described as asymptotic.
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9. Two standard deviations away from the left and right of the
mean is equal to 68.3%.
10. The area under the curve bounded by the x-axis is equal to 1.
Now that you have learned the concept of normal distribution,
you may proceed to the next activity.
Direction: Complete the given diagram below by filling up the
necessary details about normal distribution.
Directions: Make a sketch for each of the 3 areas under the
normal curve as stated in the empirical rule. Using a mosaic art,
shade the area that corresponds to the area under the normal
curve. You may use eggshells, old magazines, dried leaves or any
materials available at home.
Directions: Read the instructions given and write your answers
on your answer sheets.
Multiple Choice. Choose the letter of the best answer.
1. What is another name for normal distribution?
A. Gaussian distribution C. Bernoulli’s distribution
B. Poisson distribution D. Probability distribution
2. What is the total area in the distribution under the curve?
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A. 0 B. 1 C. 2 D. 3
3. What marks the change in the curve’s concavity?
A. curve C. mean
B. inflection points D. standard deviation
4. Which value is found at the center of the normal curve?
A. mean B. median C. mode D. all of the above
5. Which of the following is a parameter of normal distribution?
A. mean C. mean and standard deviation
B. standard deviation D. none of the above
6. Which of the following symbols is used to denote the mean?
A. σ B. µ C. α D. ∞
7. Which of the following does not describe a normal curve?
A. asymptotic C. discrete
B. bell-shaped D. symmetrical about the mean
8. What percent of the area under a normal curve is within 2
standard deviations?
A. 68.3% B. 95.4% C. 99.7% D. 100%
9. What percent of the area under a normal curve is within 1
standard deviation?
A. 68.3% B. 95.4% C. 99.7% D. 100%
10. What percent of the area under a normal curve is within 3
standard deviations?
A. 68.3% B. 95.4% C. 99.7% D. 100%
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.
Direction: On your answer sheets, write the area corresponding
to the shaded part of the normal curve.
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Directions: Observe the illustrations then answer the questions
that follow. Write your answers on a separate sheet of paper.
Guide Questions:
1. What is the mean?
Figure A: _______________ Figure B: _______________
2. What is the standard deviation?
Figure A: _______________ Figure B: _______________
3. What is the area of the shaded region?
Figure A: _______________ Figure B: _______________
4. What did you do to identify the area of the shaded region?
Figure A: _______________ Figure B: _______________
5. Did you use the same method? ________________________
As mentioned earlier, 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.
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
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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.
Other examples are as follow:
1. Find the area that corresponds to z = 2.67 Answer: 0.9962
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
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 19 and 20.
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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 areas 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
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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,
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.
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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 ϑ = 12
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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.
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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.
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Cumulative Distribution Function (CDF) of the Standard Normal Curve
Cumulative Distribution Function (CDF) of the Standard Normal Curve
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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.
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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)
Now that you have learned the concept of standard normal
distribution, you may proceed to the next activity.
Direction: Complete the given diagram below by filling up the
necessary details about the steps in finding the probability using
the standard normal curve and finding the z-scores.
Directions: Analyze the problem below by providing a
comprehensive answer from the given question. Write the
complete solution on your answer sheets.
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1. The mean score and the standard deviation in the Statistics test
are respectively equal to 80 and 2.5, whereas in the Mathematics
test the mean score is 70 and the standard deviation is
2. If Liza got a score of 85 in Statistics and a score or 75 in
Mathematics in which subject is her standing better assuming
normality in both subjects?
A. Multiple Choice.
Directions: Choose the best answer and write the chosen letter on
your answer sheets.
1. Which of the following denotes the standard normal
distribution? A. A B. X C. Y D. Z
2. Which of the following describes the standard normal
distribution?
A. has a mean of zero (0) and a standard deviation of 1.
B. has a mean of 1 and a variance of zero (0).
C. has an area equal to 0.5.
D. cannot be used to approximate discrete probability
distributions.
3. What is the formula in finding the z-score?
4. A random variable X has a mean of 4 and a standard deviation
of 2. What is the corresponding z-score for x = 7?
A. 0.5 B. 1.0 C. 1.5 D. 2
5. What is the area if the z - score given is -1.83?
A. 0.0344 B. 0.0336 C. 0.0329 D. 0.0322
6. What is the z-value if the area is 0.9608?
A. -1.76 B. -1.77 C. 1.76 D. 1.77
7. Using the standard normal curve, what is the approximate area
of P(1.63 < Z < 2.79)?
A. 0.0049 B. 0.0490 C. 0.9484 D. 0.9974
8. The weights (in kg) of 11-STEM B follow a normal distribution
and has a mean of 50 and a standard deviation of 5. How many
students have weights greater than 57?
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A. 1.4 B. 0.0808 C. 0.9192 D. 0.9332
9. What is the value of 97.5th percentile in a standard normal
distribution?
A. -1.96 B. -1.97 C. 1.96 D. 1.97
10. What is the value of 67th percentile in a standard normal
distribution?
A. -0.43 B. -0.44 C. 0.43 D. 0.44
B. Probability of Standard Normal Distribution
Directions: Compute the following probabilities using the standard
normal curve. On your answer sheets, construct a curve then
shade the region corresponding to the area.
1. P (Z > 1.65)
2. P (Z < 2.36)
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