11

Statistics and
Probability
Quarter 3 – Module 2:
Normal Distribution
Mathematics – Grade 11
Quarter 3 – Module 2: Normal Distribution
First Edition, 2021

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 11

Statistics and
Probability
Quarter 3 – Module 2:
Normal Distribution
Introductory Message
This Self-Learning Module (SLM) is prepared so that you, our dear
learners, can continue your studies and learn while at home.
Activities, questions, directions, exercises, and discussions are
carefully stated for you to understand each lesson.
Each SLM is composed of different parts. Each part shall guide
you step-by-step as you discover and understand the lesson
prepared for you.
Pre-tests are provided to measure your prior knowledge on lessons
in each SLM. This will tell you if you need to proceed on completing
this module or if you need to ask your facilitator or your teacher’s
assistance for better understanding of the lesson. At the end of
each module, you need to answer the post-test to self-check your
learning. Answer keys are provided for each activity and test. We
trust that you will be honest in using these.
In addition to the material in the main text, Notes to the Teacher
are also provided to our facilitators and parents for strategies and
reminders on how they can best help you on your home-based
learning.
Please use this module with care. Do not put unnecessary marks
on any part of this SLM. Use a separate sheet of paper in answering
the exercises and tests. And read the instructions carefully before
performing each task.
If you have any questions in using this SLM or any difficulty in
answering the tasks in this module, do not hesitate to consult your
teacher or facilitator.
Thank you.

ii
 Let Us Learn!

This module was designed and written with you in mind. It is here to
help you demonstrates understanding of the key concepts on Normal
Probability Distribution. The scope of this module permits you to accurately
formulate and solve real-life problems in different disciplines involving
normal distributions. The language used recognizes the diverse vocabulary
level of students. The lessons are also arranged to follow the standard
sequence of the course. But the order in which you read them can be
changed to correspond with the textbook you are now using.

This module has four (4) lessons:

• Lesson 1 - Normal Random Variable

• Lesson 2 - Regions Under the Normal Curve
• Lesson 3 - Normal Random Variable to Standard Normal
Variable
• Lesson 4 - Probabilities and Percentiles Using the Standard
Normal Table

After going through this module, you are expected to:

1. illustrates normal random variable and its characteristics

(M11/12SP-IIIc-1);

2. identify region under the normal curve corresponding to different

standard normal curve (M11/12SP-IIIc-3);

3. converts a normal random variable to a standard normal variable and

vice versa (M11/12SP-IIIc-4); and

4. computes probabilities and percentiles using the standard normal

table (M11/12SP-IIIc-d-1).

1
 Lesson

1 Normal Distribution

Let Us Try!

Hello! I hope you are having a good day. Before proceeding to Lesson
1, try to read and answer the activity below first.

Let us try first your understanding of the concept. Get ½ crosswise

sheet of paper and try to answer the following questions.

1. The total area under the normal curve is _________.

a. 1 b. -1 c. 0 d. 0.5

2. The normal curve is bell-shaped.

a. True b. False c. Sometimes d. it depends.

3. Which part of the normal curve is extended indefinitely in both

directions along the horizontal axis, approaching but never touching it?
a. Center b. Tail c. Top d. Spread

4. According to the property of a Normal Probability Distribution, the

mean is equal to ______________.
a. Median and variance c. Median and Mode
b. Mode and Standard deviation d. variance and standard
deviation

5. Which of the following rules state that almost all data fall within the 1,
2, and 3 Standard Deviation of the Mean when the population is
normally distributed?
a. Empirical Rule c. Pascal’s Triangle Rule
b. Lottery Rule d. Sampling rule

2
 Let Us Study

What Is Normal?
Scientific researchers have decided so-known as normal interval for
someone’s blood pressure, cholesterol, triglycerides (fatty oils), and so forth.
For example, a person’s normal interval of systolic blood pressure is 110 to
140 and for a person’s triglycerides is from 30 to 200 milligrams per deciliter
(mg/dl). By way of measuring these variables, a health practitioner can
determine if a patient’s vital statistics are within the normal interval or if
some sort of treatment is needed to address a health condition and keep
away from future ailments.

What is Normal Random Variable?

• Random variables can be either discrete or continuous.
• a discrete random variable cannot assume all values between
any two given values and they are countable.
• Continuous random variable can assume all values between any
two given values and they are measurable.

Examples of continuous variables:

• blood pressure
• level of cholesterol
• level of triglycerides
• birth weights
• heights of adult men
• body temperatures, and many more.

Many continuous variables, such as the examples just mentioned,

have distributions that are bell-shaped, and these are called approximately
normally distributed variables. Thus, a continuous random variable X whose
distribution has the shape of a normal curve is called a normal random
variable.

For example, a city health officer selected a random sample of 100

students from Pandapan Integrated School, measured their weights (in kg)
and constructed a histogram similar to the one shown below.

Fig. 1. Histogram for the Distribution of Weights

from a Random Sample of 100 Students
3
 Now, if the city health officer increases the sample size and decreases
the width of the classes, the histograms will look like the ones shown in the
succeeding figures.

Fig. 2. Sample size increased and Fig. 3. Sample size increased and
class width decreased class width decreased further

If it were possible to measure exactly the weights of all high school

students in Tagum City Division, the histogram would approach what is
called a normal distribution as shown in figure 4.

Fig. 4. Normal Distribution of the Weights of All High

School Students in Tagum City Division

Normal Distributions

The normal distribution is a continuous, symmetric, bell-shaped

distribution of a random variable. Normal Distribution is also known as a
bell curve or a Gaussian distribution, named for the German mathema-
tician Carl Friedrich Gauss (1777–1855), who derived the formula/equation
for normal distribution.
𝟐 ⁄(𝟐𝝈𝟐 )
𝒆−(𝑿−𝝁)
𝒚=
𝝈√𝟐𝝅

where, 𝑒 ≈ 2.718 ( ≈ means "is approximately equal to")

𝜋 ≈ 3.14
𝜇 = population mean
𝜎 = population standard deviation

4
Shapes of Normal Distributions
Each normally distributed variable has its own normal distribution
curve, which depends on the values two parameters; the mean and
standard deviation. The larger the standard deviation, the more dispersed,
or spread out, the distribution is.

The figures below illustrate different normal distributions described by

its means and standard deviations.

Characteristics of a Normal Distribution

1. A normal distribution curve is bell-shaped.

2. The mean, median, and mode are equal and are located at the center of
the distribution.
3. A normal distribution curve is unimodal (i.e., it has only one mode).
4. The curve is symmetric about the mean (its shape is the same on both
sides of a vertical line passing through the center).
5. The curve is continuous; that is, there are no gaps or holes.
6. The curve never touches the x axis (asymptotic to x-axis - no matter how
far in either direction the curve extends, it never meets the x axis—but it
gets closer and closer to x-axis).
7. The total area under a normal distribution curve is equal to 1.00, or
100%.

5
The Empirical (Normal) Rule

When a distribution is bell-shaped (or what is called normal), the areas

under the normal curve is determined by the empirical rule.
• Approximately 68% of the data values will fall within 1 standard
deviation of the mean.
• Approximately 95% of the data values will fall within 2 standard
deviations of the mean.
• Approximately 99.7% of the data values will fall within 3 standard
deviations of the mean.

Illustrative Example:

We can use Empirical rule to complete the table to identify equivalent

points based on the given average or mean and standard deviation in
the area of shaded region.

Standard Area of the shaded region

Mean
Deviation 68% 95% 99.70

1 50 3 47 to 53 44 to 56 41 to 59

6
For the 68% of the area of the shaded region:
(µ-ℴ1) and (µ+ℴ1)
= (50-3) and (50+3)
= 47 and 53
Therefore, 68% of the area of the shaded region is 47 to 53.

For the 95% of the area of the shaded region:

(µ-ℴ2) and (µ+ℴ2)
= (50-3(2)) and (50+3(2))
= 44 and 56
Therefore, 95% of the area of the shaded region is 44 to 56.

For the 99.7% of the area of the shaded region:

(µ-ℴ3) and (µ+ℴ3)
= (50-3(3)) and (50+3(3))
= 41 and 59
Therefore, 99.7% of the area of the shaded region is 41 to 59.

The same procedures are used for numbers 2 to 6.

2 30 15 15 to 45 0-60 -15 to 75

3 43 5.5 37.5-48.5 32-54 26.5 to 59.5

4 55 25 30 to 80 5-105 -20 to 130

5 62 20 42 to 82 22-102 2 to 122

6 70 19 51 to 89 32-108 13 to 127

7
 Let Us Practice

Activity 1. Use Empirical rule to complete the following table. Write

on the
respective column the range or interval of the scores based on
the given parameters. You may construct a normal curve to
help you answer the activity. The first two items item are done
for you.

Standard Area of the shaded region

Mean
Deviation 68% 95% 99.70

1 50 3 47 to 53 44 to 56 41 to 59

2 125 28 97 to 153 69 to 181 41 to 209

3 77 5.5

4 113 15

5 467 20

6 685 19

8
 Let Us Practice More

Activity 2. Answer the given problem.

The scores of the Senior High School students in their Statistics and
Probability quarterly examination are normally distributed with a mean of
35 and a standard deviation of 5. Answer the following questions:
a. What percent of the scores are between 30 to 40?
b. What scores fall within 95% of the distribution?
c. What scores fall below the mean? above the mean?
d. Construct the normal curve and use the Empirical Rule to answer
the questions.

Let Us Remember

Awesome! Now, let us gather what we have learned.

A. Fill in the blanks to complete the thought in each sentence regarding the
lesson that you had just learned.

A (1) ________________ is a set of a numerical value of continuous

random variable which is normally distributed. Normal Distribution is a
probability distribution of (2) _________ random variable. A normal curve is
asymptotic to the (3) _________, (4) _________-shaped and (5) _________ about
its center. The mean, mode, and median of the normal distribution are (6)
________. The Empirical rule states that the area under the part of a normal
curve that lies within 1 standard deviation of the mean is approximately
(7)_______; within 2 standard deviations, about (8)________; and within 3
standard deviations, about (9)_________. The total area under the normal
curve is (10) ________ or 100%.

Let Us Assess

Direction: Read and analyze each item carefully. Choose the letter of
the best answer. Write the chosen letter on a separate sheet of paper.

1. Which of the following statements is the characteristic of a normal

probability distribution?
a. The mean, mode, and median are equal.
b. The mean, mode, and median are not equal.

9
 c. The mean and mode are equal while the median is greater than
zero.
d. The mean and mode are equal while the median is less than zero.

2. Under the curve, the area to the right of the mean is_________.
a. 30% c. 50%
b. 47.72% d. 68%

3. Suppose that distribution of data about the number of deaths of COVID

19 positive has a mean of 45 and a standard deviation of 18. How many
standard deviations away from the mean is a value of 81?
a. It is one standard deviation above the mean.
b. It is two standard deviations above the mean.
c. It is one standard deviation below the mean.
d. It is two standard deviations below the mean.

4. If the mean and the standard deviation of a continuous random variable

that is normally distributed are 10 and 3, respectively, find an interval
that contains 99.7% of the distribution.
a. [7, 16]
b. [4, 16]
c. [7, 16]
d. [1, 19]

5. Based on the empirical rule, the bell-shaped distribution will have

approximately 68% of the data within what number of standard
deviations of the mean?
a. 0 c. 2
b. 1 d. 3

10
 Let Us Enhance

Apply the empirical rule and illustrate your answer through a normal
curve.
1. The IQ scores of the Senior High School students in Tagum City Division
are normally distributed with a mean of 110 and a standard deviation of 10.

a. What percent of the distribution falls within the IQ scores of 100 to 130?
b. What percent of the distribution falls within the IQ scores of 90 to 140?

Let Us Reflect

The normal distribution is the most important probability

distributions in statistics because it fits many natural phenomena. It is so
important is that it is easy for mathematical statisticians to work with. This
means that many kinds of statistical tests can be derived for normal
distributions.

Normal Curve has great significance in mental measurement,

educational evaluation, business analysis, research and many more. It gives
important information about the trait being measured and guide us in
making crucial decision in real-life situation.

11
 Lesson
Regions Under the
2 Normal Curve

Let Us Try!

Hello! I hope you are having a good day. Before proceeding to Lesson
2, try to read and answer the activity below first.

Let us try first your understanding of the concept. Get ½ crosswise

sheet of paper and try to answer the following questions.

1. What is the sum of the area that corresponds to the right of 0 and to
the left of 0?
a. 0.5 c. 1.5
b. 1 d. 2

2. The Standard Normal Distribution Table is also known as

a. Table of Contents
b. The Z-Table
c. Table of Areas of Geometric Figure
d. Periodic Table of Elements

3. How will you describe this graph?

-3 -2 -1 0 1 2 3

a. The shaded region of the normal curve is below the z = -1.

b. The shaded region of the normal curve is above the z = -1.
c. The shaded region of the normal curve is between z=0 and z = -1.
d. The shaded region of the normal curve is between z= -1 and z=1.

4. What will you do to find the area of the region to the right
of z value?
a. Calculate the mean and standard deviation
b. Rewrite the value obtained from z table
c. Subtract the two obtained values from the z table.

12
 d. Subtract the obtained z value from1.

5. Which of the following illustrates the region to the left of z = 1?

6. Find the area of the shaded region of the given figure.

a. 0.8413 c. 0.3907
b. 0.3413 d. 0.1587

-3 -2 -1 0 1 2 3
7. Find the area of the region to the right of z = -1.43.
a. 0.8413 c. 0.9236
b. 0.0764 d. 0.2061

8. Find the area of the region to the left of z = 2.11.

a. 0.9826 c. 0.4634
b. 0.0174 d. 0.9049

9. What is the area between z = -1.23 and z = 2?

a. 0.0865 c. 0.8679
b. 0.4772 d. 0.8779

10. The area under the normal curve between z = 0 and z = 1 is _________
the area under the normal curve between z = 1 and z = 2.
a. less than
b. greater than
c. equal to
d. a, b or c, depending on the value of the mean

Let Us Study

What proportion of individuals are geniuses? What percentage of a

particular brand of light emits 300 and 400 lumens? Is a systolic blood
pressure of 110 unusual? We want to be able to answer some questions
about variables that are normally distributed.

13
 Data can be distributed in many different ways. The most common
distribution that applies to many real-life data is the normal distribution.
Most measurable physical quantities like heights and weights of people,
temperature, exam scores, and blood pressure all follow the normal
distribution. In the normal distribution, all data tend to approach the mean
as the amount of data increases. It is a continuous probability distribution
of a normal random variable.

How does the graph of a normal distribution look like?

A normal distribution/normal curve has the following properties:

1. The graph of a normal distribution is bell-shaped.
➢ It depends on two factors: the mean and standard deviation.
➢ The mean determines the center of the graph and the standard
deviation determines its height and width.
➢ Normal distributions with higher standard deviation create curves
with smaller height and bigger width.

A normal curve looks like this:

2. The mean of a normal distribution lies in the center of the bell curve
along the horizontal axis.
3. The total area under the normal curve is equal to one (1).
4. Its curve is symmetric about y-axis, the mean.
5. The mean, median, and mode coincide at the center of the
distribution.
6. It is asymptotic with respect to the x-axis.
7. It has a maximum point at the mean.
8. About 68% of the area under the normal curve falls within one
standard deviation from the mean.
9. About 95% of the area under the normal curve falls within two (2)
standard deviations from the mean.
10. About 99.7% of the area under the normal curve falls within three (3)
standard deviations from the mean.

14
Standard Normal Distribution
Since the appearance of the normal curve depends on the
distribution’s mean and standard deviation, there must be infinitely many
different normal curves. In order to make use of its properties, statisticians
came up with a way of transforming every normal curve to what we call
standard normal distribution/curve or z-distribution.

A standard normal distribution is a normal distribution with mean

of 0 and standard deviation of 1. Basically, any normal distribution could be
transformed into this type.

The figure below illustrates a standard normal distribution. The

values at the horizontal axis are the values of the random variable Z, the
transformed values of the random variable X. The values of Z can be
computed using the formula,
𝒙−𝝁
𝒛=
𝝈
where: 𝜇 = mean
𝜎 = standard deviation

z – score
Standard Normal Distribution

Standard Scores or Z-scores

By using the normal distribution, the number of standard deviations

of a value away from the mean can be found. However, by converting the
values to standard scores (z – scores), it will be easier to make conclusions
from the data through the standard Normal Distribution table (z-table).

The most important part of the normal curve is the area under it
bounded by some values. Basically, some knowledge of Integral Calculus is
required to solve for the areas bounded by some values, lines, or curves.
However, a table called Z-table which gives the area under the standard
normal curve for any z-value was developed to make the calculations easier.

15
 The z-table

Let Us Practice

Activity 1. Use Empirical rule to complete the following table. Write on the
respective column the range or interval of the scores based on
the given parameters. You may construct a normal curve to
help you answer the activity. The first item is done for you.

Standard
Mean 68% 95% 99.70
Deviation

1 50 3 47 to 53 44 to 56 41 to 59

2 125 28

3 77 5.5

4 113 15

5 467 20

6 685 19

16
17
Finding Areas Under the Standard Normal Distribution Curve

To find the area under the Standard Normal Curve, a two-step process
is recommended with the use of the Procedural Table. The two steps are:

Step 1. Draw the normal distribution curve and shade the area.

Step 2. Find the appropriate figure in the Procedure Table and follow
the directions given.

Procedure Table
in Finding the Area Under the Standard Normal Distribution

1. To the left of any z value

• Look up the z value in the table and use the given area.

2. To the right of any z value

Look up the z value and subtract the area from 1.

3. Between any two z values

• Look up both z values in the table and subtract the corresponding
areas.

18
Example:

Given z = 1.39, find the area of the regions under the standard normal
curve to the left of z = 1.39, to the right of z = 1.39 and between z = 0 and z
= 1.39

Solution: Using the z-Table, the area to the left of a z

value of 1.39 is found by looking up 1.3 in
a. to the left of z =1.39 the left column and 0.09 in the top row.
Where the two lines meet gives an area of
0.9177.
0.9177
or
91.77%

0 1.39

Therefore, the area of the region to the left of z

= 1.39 is 0.9177 or 91.77%

b. to the right of z =1.39

Area to the right of z = 1.39
0.0823 = 1 - 0.9177
or
= 0.0823
8.23%
Therefore, the area of the region to the
right of z = 1.39 is 0.0823 or 8.23%
0 1.39

c. between z = 0 and z = 1.39

Solution. Subtract area of the curve
0.4177 or 41.77%
under z=1.39 and z=0
Area = 0.9177 – 0.5000
0.5000 Area = 0.4177 or 41.77%

0 1.39

Therefore, the area of the region

between z=0 and z=1.39 is 0.4177
or 41.77%

19
 Let Us Practice

Practice Problem #1 – Find the area to the left of z = −1.

This bounded area

-3 -2 -1 0 1 2 3

Practice Problem #2. What is the area to the right of z = −1.

This bounded area

-3 -2 -1 0 1 2 3

Practice Problem #3 – Find the area between z = 1.25 and z = 0.35

This bounded area

20
 Let Us Practice More

Activity 1 – Practice Exercises

Draw standard normal curve described below and find the area of the
region under the standard normal curve given the following:

1. to the left of z = 1.78

2. to the right of z = 2.12
3. between z = −1.23 and z = 1.94

Let Us Remember

Awesome! Now, let us gather what we have learned.

Copy and fill in the blanks using the words in the box to demonstrate
understanding of the key concepts of the Standard Normal Distribution and
the areas under the standard normal curve.

-3 -2 -1 0 1 2 3

symmetric z-table one (1)

zero (0) z-scores between
right equal left

The standard normal distribution is a distribution of standardized

values of a normal random variable called the _____________. It is the
distribution that occurs when a normal random variable has a mean of
_____________ and a standard deviation of ____________ .
The total area of the entire region under the standard normal curve is
___________. The standard normal curve is _______________. Thus, the area of
the region to the left of z value is _____________ to the area of the region to the

21
right of z value. Given the z value, the area of the region under the normal
curve is found by looking at the _________________.

If the region is to the _________ of the z-score, then the z-table value is
the area.

If the region is to the ___________of the z-score, then subtract the z-table
value from 1 to get the area.

If the region is _______________ two z-scores, subtract the z-table value

of the leftmost z-score from the z-table value of the rightmost z-score to get
the area.

Let Us Assess

Direction: Read and analyze each item carefully. Choose the letter of
the best answer. Write the chosen letter on a separate sheet of paper.

1. Which of the following is not a property of the standard normal

distribution?
a. It is symmetric.
b. It has a mean of 1.
c. It has a standard deviation of 1.
d. 95% of the data falls within 2 standard deviations

2. What does it mean to have a negative z-score?

a. The score is above the mean.
b. The score is below the mean.
c. The score is more than one standard deviation below the mean.
d. The score is more than one standard deviation above the mean.

3. To find the area of a specific region under the standard normal curve,
the ____________ is used.
a. Table of Areas of Geometric Figure
b. The Z-Table
c. Table of Contents
d. Periodic Table of Elements

22
4. Which of the following figures is the best illustration of the area to the
right of z =1?

a. c.

-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3

b. d.
-3 -2 -1 0 1 2 3
-3 -2 -1 0 1 2 3

5. What will you do to find the area between the two z values?
a. Subtract the obtained value from the Z table to 1
b. Rewrite the value obtained from z table
c. Subtract the two obtained values from the z table.
d. Calculate the mean and standard deviation

6. How will you describe this normal curve?

-3 -2 -1 0 1 2 3
a. The shaded region of the normal curve is below the z = 1
b. The shaded region of the normal curve is above the z =-1
c. The shaded region of the normal curve is between z=0 & z=1
d. The shaded region of the normal curve is between z=-1& z=1

7. Find the area of the shaded region of the given figure.

-3 -2 -1 0 1 2 3

a. 0.1587
b. 0.3413
c. 0.3907
d. 08413

23
 8. For the standard normal distribution, the area to the left of z = –1.4 is
a. 0.0808
b. 0.1616
c. 0.9192
d. 0.5075

9. The area of the region under the standard normal curve to the right
value of z = -1.19 is
a. 0.1170
b. 0.0287
c. 0.8643
d. 0.8830

10. What is the sum of the areas under the standard normal
curve to the left of z = - 3.14 and to the right of z = -2.62.
a. 0.0008
b. 0.9964
c. 0.9956
d. 0.0036

Let Us Enhance

Activity. Sketch Your Standard Normal Curve

Direction: Sketch the standard normal curve and determine the areas of the
region under the following conditions.

1. to the left of z = 2.11

2. to the right of z = -2.15
3. between z = -2.46 and z =1.74

24
 Let Us Reflect
The area under a normal distribution curve is used to solve practical
application problems involving real-life data that is normally
distributed, such as finding the percentage of students whose weight is
between 40kg and 55kg, or finding the probability that a new laptop will last
longer than 5 years. Hence, the procedure for finding the area under the
standard normal distribution curve for any z value is very important.

The importance of the standard normal distribution is that with the

appropriate transformations (this is, converting normal scores into z-scores),
all normal probability calculations can be reduced to calculations with the
standard normal distribution and using the Z-table.

25
 Lesson
Normal Random Variable to
3 Standard Normal Variable

Let Us Try!

Hello! I hope you are having a good day. Before proceeding to Lesson
3, try to read and answer the activity below first.

1. Which of the following is not part of the calculation for a z-score?

a. X score c. population standard deviation
b. population mean d. degree of normality

2. For any normal distribution, what is the z-score corresponding to the

mean?
a. 0 c. -1
b. 1 d. cannot be determined

3. If an entire population with µ = 60 and σ = 8 is transformed into z-

scores, then the distribution of z-scores will have a mean of ____ and a
standard deviation of _____.
a. (0, 1) c. (0, 8)
b. (60, 1) d. (60, 8)

4. If a normally distributed population, µ = 40 and σ = 5, what is the z-

score corresponding to X = 34?
a. -0.50 b. -0.85 c. -1.20 d. -1.53

5. If µ = 75 and σ = 4, what x value corresponds to z = -1.75?

a. 78 b. 68 c. 67 d. 59

6. The mean height of the candidates for “Ms. SHS 2021” is 63.6 in. and
a standard deviation is 2.5 inches. The z score corresponding to the
height of Miss LNHS is 1.56. How tall is Ms. LNHS?
a. 61.6 in b. 65.3 in c. 67.5 in d. 68.7 in

7. The mean temperature for the month of February is 27 degrees with a

standard deviation of 1.6 degrees. What is the z-score for a
temperature of 29 degrees?
a. 1.16 c. -1.52
b. 1.25 d. -1.06

26
 8. In a normal distribution with a mean of 75 and standard deviation of
7, what does a z-score of -1.42 indicates?
a. The x-value is equal to 65.
b. The x-value is more than the mean.
c. The x-value is 1.42 less than the mean.
d. The difference between the x-value and the mean is 7.

Let Us Study

Suppose that the Math final exam scores are normally distributed
with a mean of 80 and a standard deviation of 5. If you got 85 in the Math
final exam, what is its equivalent z-score?

Converting A Normal Random Variable to A Standard Normal Variable:

If each normal random variable 𝑥 in a normal distribution is converted

to a standard deviation unit, called standard normal variable 𝑧, the result
will be the standard normal distribution.

A normal random variable 𝑥 in normal distribution has a

corresponding 𝑧 value (z-score), in standard normal distribution. It shows
how many standard deviations the normal random variable 𝑥 from the
mean.

The following formula is used to convert any normal variable to its

corresponding 𝑧-value on a standard normal distribution.

𝒙−𝝁
𝒛=
𝝈
Where: 𝑧 = standard normal distribution value
𝑥 = observed value of a normal random variable
𝜇 = mean of the normal distribution

27
 𝜎 = standard deviation of the normal distribution
Each of the values obtained using the given formula is called z-score.
Basically, z-scores are not only applicable for normal distributions, but in
essence, for any type of type of distribution. This is sometimes called
standard score.

z -score or standard score tells how many standard deviations a

value is, away from the mean. A positive z-score tells that the value is above
the mean, while a negative z-score tells that the value is below the mean. A
z-score is unitless, therefore even values of different units could be
compared relative to their groups.

Let Us Practice

Practice Exercises

Convert the following scores to standard normal scores. Using the formula of

𝒙−𝝁
𝒛=
𝝈
Item number 1 is done for you.

1. 𝑥 = 85; mean = 80; standard deviation = 4

𝟖𝟓 − 𝟖𝟎
𝒛=
𝟒
= 1.25

2. 𝑥 = 90; mean = 85; standard deviation = 3

3. 𝑥 = 78; mean = 75; standard deviation = 6
4. 𝑥 = 92; mean = 89; standard deviation = 7
5. 𝑥 = 88; mean = 10; standard deviation = 5

Let Us Practice More

Solve the problem and show the necessary solutions.

The scores of students in the 2 nd quarter examination for General

Mathematics has a mean (𝜇 ) of 32 and a standard deviation (𝜎) of 4. If Janna

28
and Moira obtained z- scores of 1.25 and -1.25 respectively, what was their
scores in the examination?
Let Us Remember

Awesome! Now, let us gather what we have learned.

A. Fill in the blanks to complete the thought in each sentence regarding the
lesson that you had just learned.

• (1) ___________from the normal distribution can be converted into

its corresponding value on a (2) ________________________.

• A (3) ______________ indicates the number of standard deviations

above the mean, while a (4) _____________ indicates the number
of standard deviations below the mean.

• Any normal distribution can be transformed to standard normal

distribution by the formula: (5) _____________________

• To find the normal value 𝑥, use the formula (6) ______________.

Let Us Assess

It is amazing how you were able to study and answer the activities!
Now it is time to try the fruit of your journey by answering the assessment
below.

1. Which of the following tells how many standard deviations a point is

away from the mean of its data set.?
a. X value
b. media
c. Z score
d. mode

2. Which of the following is a formula that describes calculating a z-

score?
𝑜𝑏𝑠𝑒𝑟𝑣𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑥−𝑚𝑒𝑎𝑛
a. Z =
𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝑜𝑏𝑠𝑒𝑟𝑣𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑥−𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
b. Z =
𝑚𝑒𝑎𝑛

29
 𝑚𝑒𝑎𝑛− 𝑜𝑏𝑠𝑒𝑟𝑣𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑥
c. Z = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
𝑚𝑒𝑎𝑛− 𝑜𝑏𝑠𝑒𝑟𝑣𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑥
d. Z =
√𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛

3. In a normally distributed population, which of the following is true

after converting the values of the normal random variables to
standard scores?
a. The mean and standard deviation are equal.
b. The mean is equal to zero and standard deviation is equal to 1.
c. The mean is equal to one and standard deviation is equal to zero.
d. The mean is equal to zero and standard deviation ranges from -3
to +3.

4. A z-score of zero means that

a. the data value of a normal random variable equals the mean.
b. the data value of a normal random variable is larger than the
mean.
c. the data value of a normal random variable is smaller than the
mean.
d. both b and c

5. A normal distribution of scores has a standard deviation of 10. Find

the z-score corresponding a score of 60, where the mean score of the
data values is 40.
a. -2 c. 0
b.-1 d. 2

6. For a population with µ = 100 and σ = 20, what is the X-value

corresponding to z = -0.75?
a. 85 c. 105
b.95 d. 115

7. The grades of SHS students in General Mathematics at Tagum City

Division are roughly symmetric with µ = 85 and σ = 2. Find the z-score
corresponding to Joana’s grade of 88.
a. -1.75 c. 1.00
b.-1.00 d. 1.50

30
 8. Self-Learning Modules (SLM) in Statistics and Probability are found to
have an average of 36 pages with a standard deviation of 3 pages. The
z-score corresponding to number of pages of Module 8 is 1.33. How
many pages are there in Module 8?
a. 30 c. 40
b.33 d. 47

Let Us Enhance

1. Assuming that a population is normally distributed, complete the

table below by supplying the needed information with the missing x
values or z-scores.

Standard
Mean (µ) X value Z score
Deviation(σ)

1 80 4 85

2 85 3 77

3 75 6 0.50

4 89 7 92

5 91 5 -0.60

Let Us Reflect

As you advance to the next lessons in Statistics and Probability, you

will come across the z-score in a wide variety of settings, like calculating the
probability of a score occurring within a standard normal deviation and
comparing two scores coming from different samples which may have
different means and standard deviations.

For this reason, it is important to ensure that you fully understand

the idea of standardizing the values of random variables of the normal
distribution by converting them to z-scores. The best way to do this is to
practice the calculation in such a way that it basically turns out to be very
easy! This will help make future topics much easier to understand.
31
 Lesson Probabilities and

4 Percentiles Using the Standard

Normal Table

Let Us Try!

Before starting with Lesson 4, kindly take time to supply the needed
information below.

1. Convert 0.4783 into percent.

a. 4.783% b. 47.83% c. 83.47% d. .4783%
2. What is the equivalent of 38.45% in decimal?
a. 38.45 b. 3,845 c. 3.875 d. 0.3845
3. What is the product of 450 and 0.2356? (Round off your answer to
nearest whole number)
a. 106 b. 102 c. 1,006 d. 10.6
4. What is the 25% of 100?
a. 100 b. 75 c. 50 d. 25
5. What is the total area of a normal curve?
a. 1 b. 2 c. 3 d. 4
6. This time, find the area of the shaded region under the normal curve
and make a brief and concise interpretation of the following graph.

How did you find the above activities? Was it fun and challenging at
the same time? How did you determine the area of the shaded region? What
are the strategies you commonly used?

32
 Let Us Study

A normal distribution curve can be used as a probability

distribution curve for normally distributed variables. The area under the
standard normal distribution curve can also be thought of as a probability.
That is, if it's possible to select any 𝑧 value at random, the probability of
choosing one, say, below 1.45 would be the same as the area under the
curve at the left of 1.45. In this case, the area is 0.9265. Therefore, the
probability of randomly selecting a 𝑧 value below of 1.45 is 0.9265 or
92.65%. The problems involving probabilities and percentiles are solved in
the same manner as finding the areas under a normal curve.

In finding probabilities, the following notations will be used:

Notations Descriptions

The probability lesser than the z value or

1 𝑃(𝑍 < 𝑧)
to the left of 𝑧

The probability greater than the z value

2 𝑃 (𝑍 > 𝑧) = 1 − 𝑃(𝑍 < 𝑧)
or to the right of 𝑧

The probability of 𝑧 that is in between

3 𝑃(𝑎 < 𝑧 < 𝑏)
two other 𝑧 values, say 𝑎 and 𝑏

The probability of 𝑧 is in the opposite

4 𝑃 (𝑧 < 𝑎) ∪ 𝑃(𝑧 > 𝑏)
direction of two values, say 𝑎 and 𝑏

The probability lesser than the normal

5 𝑃(𝑋 < 𝑥)
random variable 𝑥 or to the left x

The probability greater than the normal

6 𝑃(𝑋 > 𝑥)
random variable 𝑥 or to the right x

The probability of a normal random

7 𝑃(𝑎 < 𝑋 < 𝑏) variable 𝑋 that is in between two other
normal random variables, say 𝑎 and 𝑏

The probability of x is in the opposite

8 𝑃(𝑋 < 𝑎) ∪ 𝑃(𝑋 > 𝑏)
direction of two values, say 𝑎 and 𝑏

Example 1. Find the probabilities for each of the following.

(a) 𝑃 (𝑍 < 1.32)
(b) 𝑃 (𝑍 < −1.05)
(c) 𝑃 (−0.75 < 𝑍 < 1.56)
(d) 𝑃 (𝑍 > −0.88)

33
Solution:

(a) The probability 𝑃 (𝑍 < 1.32) means to find the area of the region under
the normal curve to the left of 𝑧 = 1.32. Using the Z-Table, find the
intersection on row 1.3 and column 0.02. Thus, the probability is
0.9066 or 90.66%.

(b) The probability 𝑃 (𝑍 < −1.05) is the area of the region under the normal
curve to the left of 𝑧 = −1.05. From the Z-table, the area is 0.1469.
Thus, the probability is 0.1469 or 14.69%.

(c) The probability 𝑃(−0.75 < 𝑍 < 1.56) is the area of the region under the
normal curve between 𝑧 values -0.75 and 1.56.
To get the area of the region, subtract the area of 𝑧 = −0.75 from the
area of 𝑧 = 1.56.

𝑃 (−0.75 < 𝑍 < 1.56) = 𝑃 (𝑍 < 1.56)– 𝑃 (𝑍 < −0.75)

𝑃 (−0.75 < 𝑍 < 1.56) = 0.9406 – 0.2266
𝑃 (−0.75 < 𝑍 < 1.56) = 𝟎. 𝟕𝟏𝟒𝟎 𝑜𝑟 𝟕𝟏. 𝟒𝟎%.
-3 -2 -1 O 1 2 3
z=-0.75 z=1.56
34
(d) The probability 𝑃 (𝑍 > −0.88) is the area of the region under the normal
curve at the right of 𝑧 = −0.88.
To get the area, subtract the area of 𝑧 = −0.88 from 1.
𝑃 (𝑍 > −0.88) = 1 – 𝑃 (𝑍 < −0.88)
𝑃 (𝑍 > −0.88) = 1 – 0.1894
𝑃 (𝑍 > −0.88) = 𝟎. 𝟖𝟏𝟎𝟔 𝑜𝑟 𝟖𝟏. 𝟎𝟔%.

Example 2. Let 𝑋 be a normal random variable with mean 𝜇 = 15 and

standard deviation 𝜎 = 3. Find the probabilities of the
following:
(a) 𝑃 (𝑋 < 19)
(b) 𝑃 (10 < 𝑋 < 19)
Solution:
(a) To find the probability, convert the normal random variable 19 to a z-
𝒙−𝝁
score using the formula 𝒛 = 𝝈 .

𝑥−𝜇
𝑃 (𝑋 < 19) = 𝑃 ( 𝑍 < )
𝜎
19−15
𝑃 (𝑋 < 19) = 𝑃 ( 𝑍 < 3 )
4
𝑃 (𝑋 < 19) = 𝑃 ( 𝑍 < )
3
𝑃 (𝑋 < 19) = 𝑃( 𝑍 < 1.33)

From the table, the probability at the left of 𝑧 = 1.33 is equal to

0.9082 or 90.82%.

(b) To find the probability, convert the normal random variables 10 and
19 to z values.
10−15 19−15
𝑃 (10 < 𝑋 < 19) = 𝑃 ( 3
<𝑍< 3
)

−5 4
𝑃 (10 < 𝑋 < 19) = 𝑃 ( < 𝑍< )
3 3
𝑃 (10 < 𝑋 < 19) = 𝑃 (−1.67 < 𝑍 < 1.33)

𝑃 (10 < 𝑋 < 19) = 𝑃 (𝑍 < 1.33) − 𝑃 (𝑍 < −1.67)

𝑃 (10 < 𝑋 < 19) = 0.9082 − 0.0475

𝑃 (10 < 𝑋 < 19) = 0.8607 𝑜𝑟 86.07%

These probabilities can also be applied to real-life problems.

35
Example 3.

The mean number of hours a Filipino worker spends on the computer

is 3.1 hours per workday. Suppose the spending time is normally
distributed with a standard deviation of 0.5 hour, find the percentage of
workers who spend less than 3.5 hours on the computer assuming that the
variable is normally distributed.

Solution:
The percentage of workers who spend less than 3.5 hours is the same
as the area under the normal curve to the left of a normal random
variable of 3.5 hours. [𝑷(𝑿 < 𝟑. 𝟓)]

Convert 3.5 to a z value and use the Z-table to find the percentage.
𝑥−𝜇
𝑃 (𝑋 < 3.5) = 𝑃 ( 𝑍 < 𝜎
)
3.5−3.1
𝑃 (𝑋 < 3.5) = 𝑃 ( 𝑍 < )
0.5

𝑃 (𝑋 < 3.5) = 𝑃( 𝑍 < 0.800) = 0.7881 or 78.81%

Therefore, the percentage of workers who spend less than 3.5 hours on
the computer is 78.81%

Example 4.
To help students improve their reading, Tagum City Division decides
to implement a reading program. It is to be administered to the bottom 5%
of the students in the district, based on the scores of a reading achievement
test which are normally distributed. If the average score for the students in
the district is 122.6 and the standard deviation is 18, find the cut-off score
that will make a student eligible for the program.

Solution:
The problem is asking for a normal random variable that corresponds
to a z value and occupying an area of 5% or 0.05 from the left under the
normal curve.
Look for the 𝑧 value on the table
corresponding to an area closer to
0.05 and that is equal to z=−1.64.
Convert this 𝑧 value to a normal
random variable 𝑥, that is,

36
 𝑥 = 𝑧𝜎 + 𝜇
x = (−1.64) (18) +122.6
x = −29.61 + 122.6
x = 93.08

Therefore, a student will be eligible in the reading program if he or she

scored 93 and below.

Let Us Practice

Answer as indicated. Write your answers in a separate sheet of paper.

1. Use the Table of Standard Normal distribution to determine

corresponding probabilities of the following:
a. 𝑃 (𝑍 < −1.45) b. 𝑃 (0.5 < 𝑍 < 2.33) c. 𝑃 (𝑍 > 1.78)

2. 𝑋 is a normally distributed random variable with a mean of 60 and a

standard deviation of 8. Find the probabilities indicated by using the
table.
d. 𝑃 (𝑋 < 52) e. 𝑃 (48 < 𝑋 < 64) f. 𝑃 (𝑋 > 57)

Let Us Practice More

Solve the following problems.

1. What is the probability that a normal random variable will take a

value that is more than 2.55 standard deviations above its mean?

2. The length of a randomly chosen human pregnancy is a normal

random variable with μ = 266 days, σ = 16. What is the probability
that a randomly chosen pregnancy will last less than 246 days?

3. Suppose that birth weights are normally distributed with a mean of

3466 grams and a standard deviation of 546 grams. Babies weighing
less than 2500 grams at birth are considered “low weight.” If we
randomly select a baby, what is the probability that it has a low birth
weight?

4. Each week, a garbage collector collects an average of 80 kilograms of

garbage and a standard deviation of 10 kilograms from the
supermarkets. If a supermarket is selected at random, find the

37
 probability of its generating between 67 kilograms and 91 kilograms
per week.

Let Us Remember

Complete the statements below by choosing the provided options in

what you have learned from this module.

Underline the correct word in the parenthesis that makes each statement
true.
1. 𝑷 (𝒁 < 𝒛) Probability to the (left, right) of 𝑧.

2. 𝑷 (𝒁 > 𝒛) = 1– 𝑃 (𝑍 < 𝑧) Probability to the (left, right) of z.

3. 𝑷 (𝒂 < 𝒛 < 𝒃) Probability of z that is in (between, opposite

direction) two other𝑧 values 𝑎 and 𝑏.

4. 𝑷 (𝑿 < 𝒙) Probability to the (left, right) of a normal

random variable 𝑥.

5. 𝑷 (𝑿 > 𝒙) Probability to the (left, right) of a normal

random variable 𝑥.

Let Us Assess

It is amazing how you were able to study and answer the

activities! Now it is time to try the fruit of your journey by answering the
assessment below.

Encircle the letter of the best answer.

1. Convert 0.8547 into percent.

a. 8.547% b. 85.47% c. 47.85% d. .7458%
2. What is the equivalent of 26.4% in decimal?
a. 26.4 b. 264 c. 2.64 d. 0.264
3. What is the product of 180 and 0.5784? (Round off your answer to
nearest whole number)
a. 104 b. 102 c. 1,004 d. 10.4
4. What is the 80% of 100?
a. 20 b. 8 c. 50 d. 80

38
5. What is the total area of a normal curve?
a. 1 b. 4 c. 2 d. 3

6. Find the area of the shaded region under the normal curve and make
a brief and concise interpretation of the following graph.

18 20 22 24 26 28 30 32 34
36 3

Let Us Enhance

Read and analyze the following problem carefully.

1. Suppose your section will participate in the field demonstration at the

Sports festival in your school. This field demonstration must be
consisting of 10 learners per section. Your adviser assigned you to
organize a team that is willing to join in the said event. He also
instructed you to collect information about your classmates’ height
because he will need to buy a costume. Since your community is
under the General Community Quarantine because of the recent
pandemic, you need to contact your classmates through SMS or
messenger to get their heights and write it on the table below.

Name Height (cm)

1
2
3
4
5
6
7
8
9
10

39
 Answer the following questions based on your collected data.

1. What is the mean? standard deviation?

2. Suppose the above data is normally distributed and you are task to
recruit 10 more learners to join the field demonstration. What is the
probability that the height of your classmates picked randomly is
a. less than 155 cm?
b. more than 143 cm?
c. between 140cm and 160 cm?

Let Us Reflect

Often, phenomena in the real world follow a normal (or near-normal)

distribution. This allows researchers to use the normal distribution as a
model for assessing probabilities associated with real-world phenomena.
We use the standard normal distribution as a way to obtain the
probabilities we need for more interesting applications such as to determine
the percentage of cases (in a normal distribution) within given limits or
scores, the percentage of cases that are above or below a given score or
reference point, the percentile rank of a student in his group, the percentile
value of a student’s percentile rank, relative difficulty of test items and many
more.
Finding the area under the standard normal distribution curve is
the first step in solving a wide variety of practical applications in which the
variables are normally distributed.
The Standard Normal Table is very useful in assessing the
probabilities and percentiles related to real-life problems. However,there are
points to be kept in mind to avoid errors while consulting Table of Area
under Normal Probability Curve. These are:

1. Every given score or observation must be converted into standard

measure.

2. The mean of the curve is always the reference point, and all the values of

areas are given in terms of distances from mean which is zero.

3. The area in terms of proportion can be converted into percentage and,

4. While consulting the table, absolute values of Z should be taken.

40
 41
Lesson 1: Normal Distribution Lesson 1: Normal Distribution
Let Us Try Let Us Assess
1. a 1. a
2. a 2. c
3. b 3. b
4. c 4. d
5. a 5. b
Lesson 2: Regions Under Lesson 2: Regions Under
Normal Curve Normal Curve
Let Us Try Let Us Assess
1. b 6.d 1. b 6. d
2. b 7. c 2. b 7. a
3.a 8.a 3. b 8. a
4. d 9. c 4. c 9. d
5. a 10. b 5. c 10. b
Lesson 3: Normal Random
Lesson 3: Normal Random Variable to Standard Normal
Variable to Standard Normal Variable
Variable Let Us Assess
Let Us Try 1. c
1. d 2. a
2. a 3. b
3. a 4. a
4. c 5. a
5. b 6. d
6. c 7. d
7. b 8. c
8. a
Lesson 4: Probabilities and Percentiles Lesson 4: Probabilities and Percentiles
Using Standard Normal Distribution Using Standard Normal Distribution
Let us Try Let us Assess
1. b
1. b 2. d
2. d 3. a
3. a 4. c
4. d 5. a
5. a
6. 0.6902 or 69.02%
6. 0.8944 or 89.44%
Answer key to Activities
 References

Balka, Jeremy. 2019. Finding Percentiles Using the Standard Normal Table.
Accessed January 23, 2020. [Link]
percentiles-using-the-standard-normal-table-for-tables-that-give-
the-area-between-0-and-z/

Banigno Jr, Ricardo, Camilon, Maita and Manalo, Catalina. 2020.

Statistics and Probability

Caras, Gumboc, Salamat, Cabero, Sta. Maria. 2020. Statistics and

Probability (Simplified Approach)

Department of Education, Tagum City Division. 2020. Mathematics Self –

Engaging Module.

The Pennsylvania State University. 2021. The Standard Normal

Distribution. Accessed January 23, 2020.

Bluman, Allan G. Elementary Statistics: A Step by Step Approach with

MathZone. Maidenhead: McGraw-Hill Education, 2006.
"Department of Education." Commons. Accessed February 10, 2021.
[Link]
46f7-8ddb-2f86d6066777.

[Link]
statistics/[Link].
Para sa mga katanungan o puna, sumulat o tumawag sa:

Department of Education – Region XI (DepEd- XI)

F. Torres St., Davao City

Telefax: (082) 291-1665; (082) 221-6147

Email Address: regionxi@[Link] * [Link]@[Link]