Lesson 3:
Probabilities and
Normal
Distributions
Learning outcomes:
1. Define the normal distribution and its
significance in statistics
2. Recognize the properties of a standard normal
distribution and its use in standardization
3. Calculate and interpret z-scores to standardize
data and make comparisons across different normal
distributions
4. Apply the standard normal distribution table to
find probabilities associated with z-scores
5. Apply probability and normal distribution
concepts to analyze real-world data and solve
practical problems in various fields, including
finance, science, and social sciences
A normal distribution, also known as a Gaussian distribution or
bell curve, is a statistical distribution that is symmetric and follows a
specific shape. It symmetrical around its mean, most of the observations
cluster around the central peak. In a normal distribution:
[Link]: The distribution is symmetric around its mean (average).
This means that the left and right sides of the distribution are mirror
images of each other.
[Link]-Shaped Curve: The graph of a normal distribution forms a bell-
shaped curve. The highest point on the curve is the mean, and the curve
gradually slopes downward on both sides.
3. 68-95-99.7 Rule (Empirical Rule): Approximately 68% of the
data falls within one standard deviation of the mean, about 95%
within two standard deviations, and approximately 99.7% within
three standard deviations.
4. Standard Deviation: The spread or dispersion of the data is
characterized by the standard deviation. The larger the standard
deviation, the more spread out the data is.
5. Parameters: A normal distribution is completely described by
two parameters: the mean and the standard deviation.
Properties of a Normal Distribution
Every normal distribution has the following properties.
a) Symmetry: The left and right sides of the curve are mirror images of each
other. The mean, median, and mode all coincide at the center of the
distribution.
b) Bell-Shaped Curve: The graph of a normal distribution forms a distinctive
bell-shaped curve. The highest point on the curve corresponds to the mean of
the distribution.
c. Mean, Median, and Mode Equality: In a normal distribution, the
mean, median, and mode are all equal and located at the center of the
distribution. This is true for any normal distribution, regardless of its
parameters.
d. 68-95-99.7 Rule (Empirical Rule): Approximately 68% of the data
falls within one standard deviation of the mean, about 95% within two
standard deviations, and approximately 99.7% within three standard
deviations. This rule is a handy guideline for understanding the spread of
data in a normal distribution.
e. Defined by Mean and Standard Deviation: A normal distribution is
entirely defined by two parameters: the mean (μ) and the standard
deviation (σ). These parameters determine the location and spread of the
distribution, respectively.
f. Asymptotic to the -axis: The tails of a normal curve extend infinitely
in both directions and asymptotically approach the -axis. This means that
the probability of extreme values occurring becomes extremely small as
values move away from the mean.
Examples where normal distributions are commonly
observed:
[Link] of Population: In a large population, heights tend to
follow a normal distribution. Most people fall close to the
average height, with fewer individuals being significantly taller
or shorter.
[Link] of Objects: The weights of manufactured objects,
such as apples, grains of rice, or coins, often follow a normal
distribution around a typical weight.
[Link] Scores: Scores on standardized tests, like SAT or IQ tests,
often exhibit a normal distribution. Most people score around
the mean, with fewer individuals scoring significantly higher or
lower.
4. Blood Pressure: Blood pressure measurements in a
population often form a bell-shaped curve, with most people
having blood pressure close to the average, and fewer
individuals having extremely high or low blood pressure.
5. Reaction Times: Human reaction times to stimuli, such
as pressing a button after seeing a light flash, typically
follow a normal distribution.
6. Errors in Measurement: Errors in measurement
equipment or processes often follow a normal distribution,
with most errors being small and fewer errors being large.
7. Income Distribution: While income distribution may
not be perfectly normal due to its skewness, certain income
data sets, like salaries within a profession, may exhibit a
roughly normal distribution.
8. Quality Control: In manufacturing processes,
characteristics like product dimensions or chemical
concentrations often exhibit normal distributions. Quality
control measures may use normal distributions to set
tolerances and assess product quality.
Areas under the normal curve may
represent several things
1)Probability of an event
2)Percentile rank of the score
3)Percentage distribution of the whole
population
Properties of the z-table
1) The total area under the normal curve is 1.00 or 100%.
2) Since the normal curve is symmetrical about the mean,
then half the normal curve has an area of 0.5.
3) The given area in the table is the area from to .
4) Area is always but can either be positive or negative.
5) Always draw the curve and shade the given region.
6) Simple arithmetic, addition and subtraction are the only
operations needed to get the correct area.
The normal random variable of a standard
normal distribution is called a standard score or a
-score. Every normal random variable can be
transformed into a-score using the following
equation
for sample
for population
where is a normal random variable; is the mean;
is the standard deviation
Example 1: Determine the area under the normal
curve between and
(or
Solution: Draw the figure and represent the area.
Since z-table gives the area between 0 and any -value to the
right of 0, we only need to look up the -value in the table. Find 1.8
in the left column and 0.05 in the top row. The value where the
column and row meet in the table is the answer, 0.4678. Therefore,
the area between and is 0.4678 (or
Example 2: Find the area under the normal curve
between and (or
Solution: Draw the figure and represent the area.
The area between and (or ) is 0.3749.
Therefore, the area between and . is 0.3749
(or
Example 3: Find the area under the normal curve to the
right of (or )
Solution: Draw the figure and represent the area.
The required area is the right tail of the normal
curve. Since z-table gives the area between and , the area
between and is 0.3749. Then Therefore, the area to the
right of is 0.1251
(or
Example 4: Determine the area under the normal curve
between and
(or .
Solution: Since, the area between and is 0.4678 and the area
between and is 0.2734
Hence,
Therefore, the area between and is 0.1944 (or .
Example 5: Find the area under the normal curve between and (or
.
is . We have . Hence, the area between and is 0.8427 (or .
Solution: Since the area between and is and the area between and
Example 6: Find the z-value such that the area under the
normal curve between and value is 0.3962.
Solution: Find the area in z-table. Then correct value in
the left column as 1.2 and in the top row as 0.06, and add
these two values to get 1.26.
Hence, the value is 1.26 or 1.26.
Application of Normal Distribution
Example 7: As part of a quality control process in a
manufacturing facility, the diameters of a certain type of
electronic component are known to follow a normal
distribution with a mean () of 20 millimeters and a
standard deviation () of 2 millimeters. What is the
probability that a randomly selected component has a
diameter less than 23.5 millimeters?
Solution: We have to transform first the given data into -scores.
Using the transformation formula, find the value of and then find
the number that corresponds to that in the body of -table:
The z-table that corresponds to the area from to is 0.4599. Since
we are looking for the probability of a randomly selected
component has a diameter less than 23.5 millimeters, therefore, or
Area (to the left of )
or 95.99%
Therefore, probability that a randomly selected component has a
diameter less than 23.5 millimeters is 95.99%.
Example 8: In a software development project, the time required
for each task follows a normal distribution with a mean () of 30
hours and a standard deviation () of 5 hours. What is the
probability that a randomly selected task takes more than 34.6
hours to complete?
Solution:
or Area (to the right of )
or 17.88%
Therefore, the probability that a randomly selected task takes more
than 34.6 hours to complete is 17.88%.
Example 9: The Emotional Quotient (EQ) score on the
latest version of Sirug EQ Test is transformed so as to
follow a normal distribution with a mean of 110 and a
standard deviation of 15. Find the 96th percentile of the
distribution of Emotional Quotient?
Solution:
First, sketch the graph to illustrate the scenario.
Second, find the value of corresponding to the 96 th
percentile.
Using z-table, the z-value that has a corresponding of
0.96 is 1.75. Hence, .
Third, we substitute the values of and solve for .
Solve for in terms of the other variables
Thus, we claim that at least 96% of all people have EQ’s
below 136.25.