Normal Distribution
Understanding Key Concepts,
Examples, and Real-World
Applications
What is Normal Distribution?
• - A probability distribution that is symmetric
about the mean.
• - Forms a bell-shaped curve.
• - Found in many natural and social sciences.
Type of Random Variable
• - Normal distribution applies to continuous
random variables.
• - Example: Height, weight, IQ scores, exam
results.
Characteristics of Normal
Distribution
• - Symmetrical curve centered at the mean (μ).
• - Mean = Median = Mode.
• - Follows the 68%-95%-99.7% rule:
• - 68% within 1 SD
• - 95% within 2 SDs
• - 99.7% within 3 SDs
Why is it Called 'Normal'
Distribution?
• - The term 'normal' comes from its frequent
appearance in real-world data.
• - Many natural processes follow this
distribution.
• - Example: Heights of adults in a population.
Probability Density Function (PDF)
• - A function that describes the likelihood of a
value occurring.
• - For normal distribution:
• f(x) = (1/σ√2π) * e^(-(x - μ)² / (2σ²))
• - Helps calculate probabilities over a
continuous range.
Mean, Mode, and Median
• - All three lie at the center of the distribution.
• - The curve is perfectly symmetrical around
the mean.
Standardization of Normal
Distribution
• - Converts different normal distributions into a
standard form.
• - Standard normal distribution has mean = 0
and SD = 1.
• - Formula: Z = (X - μ) / σ
How X Becomes Z?
• - Raw scores (X) are transformed into Z-scores.
• - Z-scores measure how far a value is from the
mean in SDs.
• - Helps compare different datasets.
Finding Probabilities
• - Use Z-tables, calculators, or statistical
software.
• - Example: Find probability of scoring above 85
in an exam with μ = 75 and σ = 10.
• - Convert to Z-score: Z = (85 - 75) / 10 = 1.
• - Look up Z = 1 in the table to get probability.
Greater Than vs Greater or Equal
To
• - In continuous distributions, P(X > a) = P(X ≥ a)
because P(X = a) = 0.
• - Example: Probability of height being greater
than 180 cm is the same as height ≥ 180 cm.
Five Probability Examples
• 1. Height of people (e.g., taller than 180 cm)
• 2. Exam scores (e.g., scoring less than 60)
• 3. Task completion time (e.g., finishing under
40 min)
• 4. Temperature (e.g., exceeding 30°C)
• 5. IQ scores (e.g., above 130)
• Each example has a different mean and
standard deviation, affecting probabilities.
Real-Life Scenarios
• 1. **Human Heights:** Heights in a
population follow a normal distribution.
• 2. **Standardized Test Scores:** Exams like
SAT and IQ tests are designed to be normally
distributed.
• 3. **Blood Pressure Readings:** Blood
pressure levels in a healthy population follow
a normal curve.
Summary
• - Normal distribution is common in real-world
data.
• - It is symmetrical, with mean = median =
mode.
• - Standardization helps compare datasets.
• - Z-scores allow probability calculations.
• - Used in heights, test scores, and medical
studies.
Thank You!