Chapter 9.

1
Normal
Probability
Distributions
 Properties of Normal
Distributions
A continuous random variable has an infinite
number of possible values that can be represented
by an interval on the number line.

Hours spent studying in a

day
0 3 6 9 12 15 18 21 24

The time spent

studying can be
any number
between 0 and 24.

The probability distribution of a continuous random

variable is called a continuous probability
distribution.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 2
 Properties of Normal
Distributions
The most important probability distribution in
statistics is the normal distribution.

Normal curve

A normal distribution is a continuous probability

distribution for a random variable, x. The graph of a
normal distribution is called the normal curve.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 3

 Properties of Normal
Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric
about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches
the x-axis as it extends farther and farther away
from the mean.
5. Between μ  σ and μ + σ (in the center of the
curve), the graph curves downward. The graph
curves upward to the left of μ  σ and to the right of
μ + σ. The points at which the curve changes from
curving upward to curving downward are called the
inflection points.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 4
 Properties of Normal
Distributions
Inflection points

Total area = 1

x
μ  3σ μ  2σ μσ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a

normal distribution with mean μ and standard
deviation σ, you can graph a normal curve with the
equation 1
y= e-(x - μ )2 2σ 2
. e =2.178 π =3.14
σ 2π
Larson & Farber, Elementary Statistics: Picturing the World, 3e 5
 Means and Standard
Deviations
A normal distribution can have any mean
and any positive standard deviation.
Inflection
The mean gives points
Inflection the location of
points the line of
symmetry.
x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard Standard
deviation: σ  deviation: σ 
1.3 1.9
The standard deviation describes the spread of the
data.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 6

 Means and Standard
Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard
deviation?
B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of

symmetry of curve B occurs at x = 9. Curve B has the greater
mean.
Curve B is more spread out than curve A, so curve B has the
greater standard deviation.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 7

 Interpreting Graphs
Example:
The heights of fully grown magnolia bushes are
normally distributed. The curve represents the
distribution. What is the mean height of a fully grown
magnolia bush? Estimate the standard deviation.
The inflection points are one
standard deviation away from the
μ=8 mean. σ  0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally

distributed with a mean height of about 8 feet and
a standard deviation of about 0.7 feet.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 8
 The Standard Normal
Distribution
The standard normal distribution is a normal
distribution with a mean of 0 and a standard deviation
of 1.

The horizontal scale

corresponds to z-
scores.
z
3 2 1 0 1 2 3

Any value can be transformed into a z-score by using

Value - Mean x-μ
the formulaStandard deviation
z = =
σ
.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 9

 The Standard Normal
Distribution
If each data value of a normally distributed random
variable x is transformed into a z-score, the result
will be the standard normal distribution.
The area that falls in the interval
under the nonstandard normal curve
(the x-values) is the same as the
area under the standard normal
curve (within the corresponding z-
boundaries).

z
3 2 1 0 1 2 3

After the formula is used to transform an x-value

into a z-score, the Standard Normal Table in
Appendix B is used to find the cumulative area
under the curve.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 10
The Standard Normal Table
Properties of the Standard Normal
Distribution
1. The cumulative area is close to 0 for z-scores close to z =
3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z =
3.49

Area is close to 0. Area is close to 1.

z
3 2 1 0 1 2 3
z = 3.49 z = 3.49
z=0
Area is 0.5000.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 11

The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-
score of 2.71.
Appendix B: Standard Normal Table
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

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

Find the area by finding 2.7 in the left hand column,

and then moving across the row to the column
under 0.01.
The area to the left of z = 2.71 is 0.9966.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 12
The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-
score of 0.25.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column,

and then moving across the row to the column under
[Link] to the left of z = 0.25 is 0.4013
The
Larson & Farber, Elementary Statistics: Picturing the World, 3e 13
 Guidelines for Finding
Areas
Finding Areas Under the Standard
Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each
case shown.
a. To find the area to the left of z, find the area
[Link]
The area to the
to z in the Standard Normal
[Link] of z = 1.23
is 0.8907.

1. Use the table to 0find 1.23

the area for the z-score.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 14

 Guidelines for Finding
Areas
Finding Areas Under the Standard
Normal Curve
b. To find the area to the right of z, use the
Standard Normal Table to find the area that
corresponds to z. Then subtract the area from
1. 2. The area to 3. Subtract to find the area
the left of z = to the right of z = 1.23:
1.23 is 0.8907. 1  0.8907 =
0.1093.

z
0 1.23
1. Use the table to find
the area for the z-score.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 15

 Guidelines for Finding
Areas
Finding Areas Under the Standard
Normal Curve
c. To find the area between two z-scores, find the
area corresponding to each z-score in the
Standard Normal Table. Then subtract the
smaller area
2. The from the larger
area to area.
4. Subtract to find the area
of the region between the
the left of z =
1.23 is two z-scores:
0.8907. 0.8907  0.2266 =
3. The area to the 0.6641.
left of z = 0.75 is
0.2266.

z
0.75 0 1.23

1. Use the table to find the area

for the z-score.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 16

 Guidelines for Finding
Areas
Example:
Find the area under the standard normal
curve to the left of z = 2.33.

Always draw
the curve!

2.33 0

From the Standard Normal Table, the area is

equal to 0.0099.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 17
 Guidelines for Finding
Areas
Example:
Find the area under the standard normal
curve to the right of z = 0.94.
Always draw
the curve!
0.8264
1  0.8264 =
0.1736
z
0 0.94

From the Standard Normal Table, the area is

equal to 0.1736.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 18

 Guidelines for Finding
Areas
Example:
Find the area under the standard normal
curve between z = 1.98 and z = 1.07.
Always draw
0.8577 the curve!

0.0239 0.8577  0.0239 =

0.8338

z
1.98 0 1.07

From the Standard Normal Table, the area is

equal to 0.8338.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 19
 § 5.2

Normal
Distributions:
Finding Probabilities
 Probability and Normal
Distributions
If a random variable, x, is normally
distributed, you can find the probability that
x will fall in a given interval by calculating
the area under the normal curve for that
interval.
μ = 10
P(x < σ=5
15)

x
μ =10 15

Larson & Farber, Elementary Statistics: Picturing the World, 3e 21

 Probability and Normal
Distributions
Normal Distribution Standard Normal
μ = 10 Distribution
μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
Larson & Farber, Elementary Statistics: Picturing the World, 3e 22
 Probability and Normal
Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score less than 90.
μ = 78 x - μ 90-78
σ=8 z =
σ 8
=1.5
P(x < 90)

The probability that a

x student receives a test
μ =78 90 score less than 90 is
z
μ =0 ?
0.9332.
1.5

P(x < 90) = P(z < 1.5) = 0.9332

Larson & Farber, Elementary Statistics: Picturing the World, 3e 23

 Probability and Normal
Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score greater than than 85.
x - μ 85-78
μ = 78 z= =
σ 8
σ=8
=0.875 0.88
P(x > 85)
The probability that a
x student receives a test
μ =78 85 score greater than 85 is
z
μ =0 0.88
?
0.1894.

P(x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.1894

Larson & Farber, Elementary Statistics: Picturing the World, 3e 24

 Probability and Normal
Distributions
Example:
The average on a statistics test was 78 with a
standard deviation of 8. If the test scores are
normally distributed, find the probability that a
student receives a test score
z =
between 60 =
x - μ 60 - 78
=
and
-2.2580.
1
σ 8
P(60 < x < 80) x - μ 80 - 78 =0.25
z2  =
σ 8
μ = 78
σ=8
The probability that a
x student receives a test
60 μ =7880 score between 60 and
z
2.25
? μ =00.25
?
80 is 0.5865.

P(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
= 0.5987  0.0122 = 0.5865
Larson & Farber, Elementary Statistics: Picturing the World, 3e 25
 Example
8.26
Consider an investment whose return is normally
distributed with a mean of 10% and a standard
deviation of 5%.
a. Determine the probability of losing money.
b. Find the probability of losing money when the
standard deviation is equal to 10%.

© 2018 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted in a license distributed
 Example
8.27
a. The investment loses money when the return is
negative. Thus we wish to determine

P(X < 0)

The first step is to standardize both X and 0 in the

probability statement.

 X   0  10 
P(X < 0)P=
   = P(Z < –
2.00)
  5 

© 2018 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted in a license distributed
 Example
8.28
From Table 3 we find

P(Z < − 2.00) = .0228

Therefore the probability of losing money is .0228

© 2018 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted in a license distributed
 Example
8.29
b. If we increase the standard deviation to 10%
the probability of suffering a loss becomes

P(X < 0) =  X   0  10 
P  
  10 
= P(Z < –1.00)

= .1587

© 2018 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part, except for use as permitted in a license distributed
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative
area of 0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the

Standard Normal Table. Use the value closest to 0.4170.
The z-score is 0.21.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 30
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative
area of 0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.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

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the

Standard Normal Table. The values at the beginning of the
corresponding row and at the top of the column give the z-
score.
The z-score is 2.78.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 31
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative
area of 0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
0.2
0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the

Standard Normal Table. Use the value closest to 0.4170.
The z-score is 0.21.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 32
 Finding a z-Score Given a
Percentile
Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 0.67
?

The z-score that corresponds to P75 is the same z-score

that corresponds to an area of 0.75.
The z-score is 0.67.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 33

Transforming a z-Score to an
x-Score
To transform a standard z-score to a data value,
x, in a given population, use the formula
x  μ +zσ.
Example:
The monthly electric bills in a city are normally
distributed with a mean of $120 and a standard deviation
of $16. Find the x-value corresponding to a z-score of
1.60.
x  μ +zσ
=120 +1.60(16)
=145.6
We can conclude that an electric bill of $145.60 is 1.6
standard deviations above the mean.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 34
 Finding a Specific Data
Value
Example:
The weights of bags of chips for a vending machine are
normally distributed with a mean of 1.25 ounces and a
standard deviation of 0.1 ounce. Bags that have weights
in the lower 8% are too light and will not work in the
machine. What is the least a bag of chips can weigh and
still work in the machine?
P(z < ?) = 0.08
8% P(z < 1.41) = 0.08
z
?
1.41 0 x  μ +zσ
x

? 1.25
1.25  ( 1.41)0.1
1.11
1.11
The least a bag can weigh and still work in the machine is 1.11
ounces.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 35