Chapter 6:
THE NORMAL DISTRIBUTION
If you ask enough people about their shoe size,
you will find that your graphed data is shaped like
a bell curve and can be described as normally
distributed. (credit: Ömer Ünlϋ)
How the Normal Distribution Is Useful in Statistical Analysis
• It provides both theoretical structure and practical tools for making
inferences about populations.
• Many real-world variables are approximately normal (heights, test scores,
measurement errors, blood pressure, daily temperature fluctuations, etc.)
• It underpins many inferential statistical methods (t-tests, ANOVA, Linear
regression, Pearson correlation)
• It enables probability calculations and predictions, allows standardization
and comparison.
• It makes analysis mathematically simple and precise.
Chapter Objectives
By the end of this chapter, the student should be able to:
• Recognize the normal probability distribution and apply it
appropriately.
• Recognize the standard normal probability distribution and
apply it appropriately.
• Compare normal probabilities by converting to the standard
normal distribution.
Shape of Normal Distribution
The probability density function
Two parameters :
• The mean (μ)
• The standard deviation (σ)
X ~ N (μ , σ)
Area under curve
(Probability) = 1
The Standard Normal Distribution
• The standard normal distribution is a normal distribution of standardized
values called z-scores. A z-score is measured in units of the standard
deviation.
x = μ + (z)(σ)
Z-Scores: If X is a normally distributed random variable and X ~ N(μ, σ), then the
z-score is:
Z ~ N(0, 1)
• The z-score tells you how many standard deviations the value x (the data
point) is above (to the right of) or below (to the left of) the mean, μ.
Interpretation
• z = 0:
The score is exactly average.
• z > 0 (Positive):
The score is above the average.
• z < 0 (Negative):
The score is below the average.
• Magnitude: A z-score of 0.667
means the value is 0.667
standard deviations above the
mean.
Key Uses of Z-Scores
• Data Standardization: Allows comparison of apples-to-oranges
data, such as comparing a test score from one class to a
different test in another class.
• Identifying outliers: Data points with z-scores far from zero
(typically z > 3 or z < - 3) are considered unusual or outliers.
• Probability & Percentiles: Using a z-table, we can find the
probability that a data point falls above or below a certain value
within a normal distribution.
• Performance Evaluation: Determine how a specific score ranks
relative to the mean (E.g., Identifying if a student is in the top
10%).
The Empirical Rule or 68-95-99.7 Rule
• About 68% of the x values lie
between –1σ and +1σ of the
mean µ (within one SD of the
mean).
• About 95% of the x values lie
between –2σ and +2σ of the
mean µ (within two SDs of the
mean).
• About 99.7% of the x values lie
between –3σ and +3σ of the
mean µ (within three SDs of the
mean).
Example
Suppose x has a normal distribution with mean 50 and standard deviation 6.
• About 68% of the x values lie within one standard deviation of the mean. Therefore,
about 68% of the x values lie between –1σ = (–1)(6) = –6 and 1σ = (1)(6) = 6 of the mean
50. The values 50 – 6 = 44 and 50 + 6 = 56 are within one standard deviation from the
mean 50. The z-scores are –1 and +1 for 44 and 56, respectively.
• About 95% of the x values lie within two standard deviations of the mean. Therefore,
about 95% of the x values lie between –2σ = (–2)(6) = –12 and 2σ = (2)(6) = 12. The values
50 – 12 = 38 and 50 + 12 = 62 are within two standard deviations from the mean 50. The
z-scores are –2 and +2 for 38 and 62, respectively.
• About 99.7% of the x values lie within three standard deviations of the mean. Therefore,
about 95% of the x values lie between –3σ = (–3)(6) = –18 and 3σ = (3)(6) = 18 from the
mean 50. The values 50 – 18 = 32 and 50 + 18 = 68 are within three standard deviations
of the mean 50. The z-scores are –3 and +3 for 32 and 68, respectively.
Class Practice
The scores on a college entrance exam have an approximate normal distribution with
mean, µ = 52 points and a standard deviation, σ = 11 points.
a. About 68% of the y values lie between what two values? These values are
________ and ________. The z-scores are ________ and ________, respectively.
b. About 95% of the y values lie between what two values? These values are
________ and ________. The z-scores are ________ and ________, respectively.
c. About 99.7% of the y values lie between what two values? These values are
________ and ________. The z-scores are ________ and ________, respectively.
Example
• Suppose X ~ N(5, 6). This says that X is a normally distributed random
variable with mean μ = 5 and standard deviation σ = 6. Suppose x = 17.
What is the z-score of x, when x = 17, and x = 1?
This means that x = 17 is two standard deviations (2σ) above or to the right of
the mean μ = 5. [As in x = μ + (z)(σ), 5 + (2)(6) = 17]
This means that x = 1 is 0.67 standard deviations (–0.67σ) below or to the left
of the mean μ = 5. [As in x = μ + (z)(σ), 5 + (2)(6) = 17]
Example (Compare data that are scaled differently)
• Suppose X ~ N(5, 6) represents weight gains for one group of people who
are trying to gain weight in a six-week period and Y ~ N(2, 1) measures the
same weight gain for a second group of people.
• If x = 17 and y = 4, what are the z values?
Since x = 17 and y = 4 are each two standard deviations to the right of their
means, they represent the same, standardized weight gain relative to their
respective means.
Finding Probability of a Normal Distribution
P(X > x) = 1 – P(X < x)
If the area to the left is 0.0228, then the area to the right is 1 – 0.0228 = 0.9772.
Example
• The final exam scores in a statistics class were normally distributed with a
mean of 63 and a standard deviation of five.
a. Find the probability that a randomly selected student scored more than 65
on the exam.
b. Find the probability that a randomly selected student scored less than 85.
c. Find the 90th percentile (that is, find the score k that has 90% of the
scores below k and 10% of the scores above k).
Solution
a. X ~ N(63, 5)
c. 90% = 0.9000
From z-table, z = 1.28
Using x = μ + (z)(σ); x = 63 + 1.28(5) = 69.4
Area to the left is 0.6554. (From z-Table) k = 69.4
P(x > 65) = P(z > 0.4) = 1 – 0.6554 = 0.3446
Interpretation:
90% of the test scores fall at or below
b. P(x < 85) = 1 because z = 4.4 > 3 (the
69.4.
entire graph)
Example
• A personal computer is used for office work at home, research,
communication, personal finances, education, entertainment, social
networking, and a myriad of other things. Suppose that the average number
of hours a household personal computer is used for entertainment is two
hours per day. Assume the times for entertainment are normally
distributed and the standard deviation for the times is half an hour.
• a. Find the probability that a household personal computer is used for
entertainment between 1.8 and 2.75 hours per day.
• b. Find the maximum number of hours per day that the bottom quartile of
households uses a personal computer for entertainment.
Solution
X ~ N(2, 0.5) b. P(Z < z)=0.25 z=?
a. P(1.8 ≤ X ≤ 2.75) = ? From Z-table: z ≈ − 0.67
Step 1: Convert to Z-scores Convert back to X
X = μ + zσ
X = 2+(−0.67)(0.5) = 1.67 hours
Interpretation:
(a) About 58.86% of households use
their computer between 1.8 and 2.75
Step 2: Use Z-table (or calculator) hours for entertainment.
P(Z<1.5)=0.9332 (b) The lowest 25% of households use
P(Z<−0.4)=0.3446 their computer less than about 1.67
hours per day.
P(1.8 ≤ X≤2.75)=0.9332−0.3446 =0.5886
Example
• In the United States the ages 13 to 55+ of smartphone users approximately
follow a normal distribution with approximate mean and standard
deviation of 36.9 years and 13.9 years respectively. (Round answers to one
decimal place)
a. Calculate the interquartile range (IQR).
b. Forty percent of the ages that range from 13 to 55+ are at least what age?
Solution
X ~ N(36.9, 13.9) b. P(Z > z) = 0.40 z=?
a. IQR = ? P(Z < z) = 0.60
Step 1: From z-table Step 1: From Z-table
Q1 (25 %) = - 0.67 z ≈ 0.25
Step 2: Convert back to X
Q3 (75 %) = + 0.67
X = μ + zσ
Step 2: Convert back to X X = 36.9+(0.25)(13.9) = 40.375 ≈ 40.4 years
Q1=μ+zσ
=36.9+(−0.67)(13.9) Interpretation:
=27.587 (a) The middle 50% of smartphone users
Q3=36.9+(0.67)(13.9) are between 27.5 and 46.3 years old.
= 46.213 (b) About 40% of users are older than
IQR = 46.213 – 27.587 40.4 years.
= 18.626 ≈ 18.6
Example
• A citrus farmer who grows mandarin oranges finds that the diameters of
mandarin oranges harvested on his farm follow a normal distribution with a
mean diameter of 5.85 cm and a standard deviation of 0.24 cm.
a. Find the probability that a randomly selected mandarin orange from this
farm has a diameter larger than 6.0 cm. Sketch the graph.
b. The middle 20% of mandarin oranges from this farm have diameters
between ______ and ______.
c. Find the 90th percentile for the diameters of mandarin oranges, and
interpret it in a complete sentence.
Solution
X ~ N(5.85, 0.24) b. (100 – 20) / 2 = 40%
a. P(X > 6.0) = ? Middle 20% → between 40th percentile and
60th percentile
P (Z < z1) = 0.40 or P(Z < z2) = 0.60
Step 1: Find Z-scores
z(0.40) ≈ −0.253 and z(0.60) ≈ +0.253
Step 1: Convert to Z-score
Step 2: Convert back to X
x =5.85+(−0.253)(0.24)=5.85−0.061=5.79
x =5.85+(0.253)(0.24)=5.85+0.061=5.91
c. z(0.90) ≈ 1.28
Step 2: Use the z-table x =5.85+(1.28)(0.24) = 6.16
P(Z<0.625) ≈ 0.7340 Interpretation:
P(X > 6.0) = P(Z>0.625) About 90% of mandarin oranges have diameters
= 1−0.7340 =0.2660 less than (at most) 6.16 cm.
Practice (HW)
The golf scores for a school team were normally distributed with a mean
of 68 and a standard deviation of three.
(a) Find the probability that a randomly selected golfer scored less than 65.
(b) Find the probability that a golfer scored between 66 and 70.
Two thousand students took an exam. The scores on the exam have an
approximate normal distribution with a mean μ = 81 points and standard
deviation σ = 15 points.
(a) Calculate the first- and third-quartile scores for this exam.
(b) The middle 50% of the exam scores are between what two values?