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Understanding Normal Distribution Basics

The document explains the normal distribution, also known as the Gaussian distribution, characterized by a symmetrical bell-shaped curve where the mean, median, and mode are equal. It details the standard normal distribution, z-scores, and how to find probabilities and data values using the standard normal curve table. Additionally, it provides examples of applying these concepts to real-world scenarios, such as test scores and utility bills.
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0% found this document useful (0 votes)
20 views9 pages

Understanding Normal Distribution Basics

The document explains the normal distribution, also known as the Gaussian distribution, characterized by a symmetrical bell-shaped curve where the mean, median, and mode are equal. It details the standard normal distribution, z-scores, and how to find probabilities and data values using the standard normal curve table. Additionally, it provides examples of applying these concepts to real-world scenarios, such as test scores and utility bills.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

NORMAL DISTRIBUTION

The normal probability distribution or Gaussian distribution (named after the


astronomer Karl Gauss) is a continuous probability distribution graphically represented
by a symmetrical, bell – shaped curve or commonly known as the “normal curve”.

A normal curve has the following characteristics:


1. The mean, median, and mode are equal.
2. The curve is symmetric about the mean.
3. The total area or probability that lies under the normal curve is 1 or 100%.
4. As the curve extends farther and farther away from the mean, it gets closer and
closer to the x-axis but never touches it.

The Standard Normal Distribution


It is the distribution of a normal random variable with mean zero and a standard
deviation of one.

The Standard Score (z- score)


 represents the number of standard deviations a random variable x falls from the
mean.
 Using z-scores, any normal distribution can be transformed into the standard
normal distribution.

Formula:
𝑣𝑎𝑙𝑢𝑒−𝑚𝑒𝑎𝑛 𝑥−𝜇
𝑧= =
𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎

Example 1

The test scores for a civil service exam are normally distributed with a mean of 152 and a
standard deviation of 7. Find the standard z-score for a person with a score of:

(a) 161 (b) 148 (c) 152


𝑥−𝜇 161−152 𝑥−𝜇 148−152 𝑥−𝜇 152−152
𝑧= = 𝑧= = 𝑧= 𝜎 = 7
𝜎 7 𝜎 7
= 1.29 = −0.57 =0
The Standard Normal Distribution

The standard normal distribution is a normal distribution with a mean of 0 and a


standard deviation of 1.
Example 1:

Example 2:
A. Finding the data value X when a standard score z is given

Example 2

The test scores for a civil service exam are normally distributed with a mean of 152 and a
standard deviation of 7. Find the test score for a person with a standard score of:

(a) 2.33 (b) –1.75 (c) 0


𝑥 = 𝜇 + 𝑧𝜎 𝑥 = 152 + (−1.75)(7) 𝑥 = 152 + (0)(7)
𝑥 = 152 + (2.33)(7) 𝑥 = 139.75 𝑥 = 152
𝑥 = 168.31

B. Finding Probabilities

Probabilities or cumulative areas are shown in Table E (Areas under the


Standard Normal Curve) table located in the last page of this module.

Rules:
1. To find the probability that z is less than (to the left of) a given value, read the
cumulative area in the table corresponding to that z-score.

2. To find the probability that z is greater than (to the right of) a given value, subtract
the cumulative area in the table from 1.

3. To find the probability that z is between two given values, find the cumulative
areas for each and subtract the smaller area from the larger.

Example 3

Let z be a standardized variable. Find the following probabilities using the areas of the
normal curve table.
1. P z  2.4 = 0.9918

2. P z  0.58 = 1 − 0.2810 = 0.7190

3. P z  2.24 = 1 − 0.9875 = 0.0125

4. P  0.25  z  1.64 = 𝑃 (𝑍 < 1.64) − 𝑃(𝑍 < −0.25)


= 0.9495 − 0.4013
= 0.5482
C. Finding z-Scores from Given Areas

Example 4

1. Find the z- score with an area of 84.61% falling to the left.

Solution: Since we are concerned on the area falling to the left, looking at
Appendix B, the area 84.61% or 0.8461 corresponds to z-score 1.02. Thus,
𝑃(𝑍 < 𝑧) = 0.8461
z = 1.02

2. Find the z- score with an area of 0.9345 falling to its right.

Solution: The area indicated falls to the right, so we need to subtract the indicated
area from 1, and then locate the z-score of the resulting area using the table.
𝑃(𝑍 > 𝑧) = 0.9345
𝑃(𝑍 < 𝑧) = 1 − 0.9345
𝑃 (𝑍 < 𝑧) = 0.0655
𝑧 = −1.51

If a random variable x is normally distributed, the probability that x will fall within an
interval is equal to the area under the curve in the interval.

Example 5

Given a normal distribution with   40 and   6 , find

a) the probability that X assumes a value greater than 50.

Solution:

𝑋 − 𝜇 50 − 40
𝑍= = = 1.67
𝜎 6

𝑃 (𝑍 > 1.67) = 1 − 0.9525

𝑃 (𝑍 > 1.67) = 0.0475


b) the value X that has 38% of the areas below it.

Solution: looking at the table, 38% or 0.38 corresponds to the z-score between
−0.3 𝑎𝑛𝑑 − 0.31, thus, we take their average which is the z-score= -0.305. Then
to find X, we use this z-value to the equation 𝑥 = 𝜇 + 𝑧𝜎
𝑥 = 𝜇 + 𝑧𝜎

𝑥 = 40 + (−0.305)(6)

𝑥 = 38.17

Applications

1. IQ scores are normally distributed with a mean of 100 and a standard deviation of 15.
Find the probability that a person selected at random will have an IQ score less than
115.
𝑥−𝜇 115−100
𝑧= =
𝜎 15
z = 1.0
𝑃 (𝑍 < 1.0) = 0.8413

2. Monthly utility bills in a certain city are normally distributed with a mean of $100 and
a standard deviation of $12. A utility bill is randomly selected. Find the probability
that it is between $80 and $115.
𝑥−𝜇 80−100 𝑥−𝜇 115−100
𝑧1 = = 𝑧2 = =
𝜎 12 𝜎 12
𝑧1 = −1.67 𝑧2 = 1.25

𝑃(−1.67 < 𝑍 < 1.25) = 𝑃(𝑍 < 1.25) − 𝑃(𝑍 < −1.67)
= 0.8944 − 0.0475
= 0.8469
3. On an examination the average grade was 74 and the standard deviation was 7. If 12%
of the class are given A’s, and the grades are curved to follow a normal distribution,
what is the lowest possible A and the highest possible B?

4. The quality grade-point averages of 300 college freshmen follow approximately a


normal distribution with a mean of 2.1 and a standard deviation of 0.8. How many of
these freshmen would you expect to have a score between 2.5 and 3.5 inclusive if the
point averages are computed to the nearest tenth?
5. In a departmental examination on Statistics taken by 105 students, the mean grade
was 64 and the standard deviation was 10. If the grades are approximately normally
distributed
a. What is the probability that in a randomly selected student, he/she would
get a score below 70?
b. About how many students got grades above 60?
c. What percentage of students got scores between 60 and 70?
TA B L E E (continued )
Cumulative Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
For z values greater than 3.49, use 0.9999.

Area

0 z
TA B L E E The Standard Normal Distribution
Cumulative Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
⫺3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
⫺3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
⫺3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
⫺3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
⫺3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
⫺2.9 .0019 .0018 .0018 .0017 .0016 .0016 .0015 .0015 .0014 .0014
⫺2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
⫺2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
⫺2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
⫺2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
⫺2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
⫺2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
⫺2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
⫺2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
⫺2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
⫺1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
⫺1.8 .0359 .0351 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
⫺1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
⫺1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
⫺1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
⫺1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0721 .0708 .0694 .0681
⫺1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
⫺1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
⫺1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
⫺1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
⫺0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
⫺0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
⫺0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
⫺0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
⫺0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
⫺0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
⫺0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
⫺0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
⫺0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
⫺0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
For z values less than ⫺3.49, use 0.0001.

Area

z 0

Common questions

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Understanding normal distribution allows for the determination of the probability that a random variable falls within a specified interval by converting the interval endpoints to z-scores and using the standard normal table to find the associated probabilities. For example, to find the probability that a data point is between values A and B in a normal distribution with mean μ and standard deviation σ, A and B are transformed into corresponding z-scores using z = (x - μ) / σ . The probabilities associated with these z-scores, found in the standard normal distribution table, give the cumulative area under the curve from the left to each z-score. The area that represents the probability of being between A and B is the difference between these cumulative areas . This method is widely applied in quality control, finance, and risk assessment to anticipate the occurrence of events within defined parameters .

To find the test score corresponding to a specific percentile in a normally distributed dataset, one must first determine the z-score that corresponds to the desired percentile using a standard normal distribution table . Once the z-score is identified, the original test score can be found using the formula x = μ + zσ, where μ is the mean and σ is the standard deviation of the dataset . This application useful for understanding relative standings within a dataset, such as determining cutoff scores for certain grades .

To identify the minimum score required to fall within a top percentile in a normally distributed exam, one must first determine the associated z-score for that percentile using a standard normal distribution table . Once the z-score is identified, this value is used in the formula x = μ + zσ to convert the z-score back into a test score, where μ is the mean and σ is the standard deviation of the distribution . This method ensures that scores correspond to specific essential performance benchmarks which align with testing goals .

The standard normal distribution and z-scores aid in determining confidence intervals for population means by providing a standardized way to account for variability spread around the mean. A confidence interval gives a range within which the true population mean is expected to lie and is determined by calculating the margin of error and adding/subtracting it from the sample mean. By utilizing z-scores corresponding to the desired confidence level (found using the standard normal distribution table), one calculates the margin of error as zσ/√n, where σ is the standard deviation and n is the sample size . This method ensures statistically valid intervals that incorporate the distribution's characteristics for inferential statistics .

Probability tables and cumulative areas under the normal curve are essential tools for calculating the probability of a random variable falling within a specific interval in a normal distribution. By transforming interval bounds to z-scores and finding corresponding cumulative probabilities in a standard normal distribution table, one can determine the area under the curve between these z-scores. For instance, to calculate the probability that a variable is between two values A and B, the cumulative probability for the z-score of B is found and the cumulative probability for the z-score of A is subtracted from it, yielding the probability of the interval . These tables and cumulative areas simplify the otherwise complex integration of the normal distribution function .

Standardizing scores via z-scores is necessary when comparing results from different datasets with varying means and standard deviations because it provides a consistent measure that adjusts for scale and units of measurement . By converting raw scores into standard deviations away from the mean, z-scores normalize the distributions, allowing direct comparison across datasets regardless of original measurement differences. This is crucial in research and academics where results need to be comparable, such as in standardized testing and meta-analyses .

Cumulative probabilities for z-scores in a standard normal distribution are determined by referring to a standard normal distribution table, which lists cumulative areas corresponding to z-scores . To find the probability that a z-score is less than a given value, one reads directly from the table, which provides cumulative area or probability from the left extreme up to the z-score . For probabilities above a given z-score, the cumulative probability from the table is subtracted from 1 . These cumulative probabilities are significant in statistical inference as they allow for the determination of probabilities of events occurring below or above certain thresholds, essential in hypothesis testing and confidence interval estimation .

To convert a specific data point from a normal distribution to a z-score, the formula used is z = (x - μ) / σ, where x represents the data point, μ is the mean and σ is the standard deviation of the distribution . This transformation standardizes the raw scores, allowing comparison across different datasets by showing how many standard deviations away a specific value is from the mean. This is useful because it allows for calculation of probabilities and eases comparison between different datasets through a unified standard normal distribution .

The critical z-score signifies the point along the x-axis of a standard normal distribution where a given cumulative probability is found. It acts as a threshold for decision-making in hypothesis testing and is especially important in defining confidence intervals and critical regions . To find the critical z-score for a given cumulative probability, one either looks up the probability directly in a z-table, for left-sided probabilities, or manipulates the cumulative probability (by subtracting from 1 for right-sided probabilities) to then find the associated z-score .

A normal distribution is characterized by its symmetrical bell-shaped curve where the mean, median, and mode are all equal, and the curve is symmetric about the mean . The total area under the curve represents the entirety of probability, equating to 1 or 100% . As we move away from the mean, the curve approaches but never meets the x-axis, indicating the distribution's continuity and asymptotic nature . These characteristics determine the standard normal distribution which utilizes these properties with a mean of 0 and a standard deviation of 1, allowing any normal distribution to transform into this standard form through z-scores .

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