MATH 11
Normal
Distribution
At the end of the discussion, the students are
expected to:
A. illustrate a normal random variable and its
characteristics;
B. construct a normal curve;
C. identify regions under the normal curve
corresponding to different standard normal
values; and
D. convert a normal random variable to a
standard normal variable and vice versa.
Keywords
Normal distribution
Bell curve
Mean & Standard
deviation
Z-score
Probability area
What is a Normal
Random Variable?
A continuous random variable with a
symmetric, bell-shaped distribution.
Described by its mean (μ) and
standard deviation (σ).
Real-life examples:
Height of students
Measurement errors
Birth weights
Characteristics of a Normal
Distribution
[Link]-shaped and symmetric about the mean.
[Link] = Median = Mode.
[Link] area under the curve = 1 (or 100% probability).
[Link] the Empirical Rule (68–95–99.7 Rule):
• 68% within μ ± 1σ
• 95% within μ ± 2σ
• 99.7% within μ ± 3σ
Constructing a Normal Curve
[Link] a horizontal axis (x-values).
[Link] the mean (μ) at the center.
[Link] points at μ ± σ, μ ± 2σ, μ ± 3σ.
[Link] the bell-shaped curve symmetric
about μ.
[Link] the percentages using the
Empirical Rule.
Example: μ = 30, σ = 5
Areas Under the Normal Curve
•The area under the curve
represents probability.
•Example: P(a < X < b) = area between a
and b.
•Use z-table (standard normal table) to find
areas for given z-values.
Illustration:
Show shaded regions for:
•P(Z < 1.25)
•P(Z > -0.5)
•P(-1 < Z < 1)
The Empirical Rule (68.2-95.4-99.7
Rule): A direct consequence of the
definition of μ and σ.
~68.2% of data lies within μ ± 1σ
~95.4% of data lies within μ ± 2σ
~99.7% of data lies within μ ± 3σ
Normal Probability Density Function
μ shifts the center, σ controls the spread, the
constant scales it so the total area = 1.
The area under the curve between two points equals
the probability that X falls in that interval.
z-Scores: The Ruler of
the Standard Normal
z-score : The number of standard deviations a
given value *x* is from the mean.
Z-Table: A pre-calculated table that provides the area
(probability) to the LEFT of a given z-score.
Identifying Regions:
P(Z < z) = Direct lookup.
P(Z > z) = 1 - P(Z < z)
P(a < Z < b) = P(Z < b) - P(Z < a)
Curve with region left of z=1.0.
P(Z < 1.0) = 0.8413.
Curve with region right of z=0.5
P(Z > 0.5) = 1 - 0.6915 = 0.3085.
Curve with an inner region between and
For each problem:
[Link] the probability.
[Link]/sketch a normal curve.
[Link] the corresponding to the computed
probability.
4. Round final probabilities to 4 decimal places.
z-score : The number of standard deviations
a given value *X* is from the mean. The z-
score locates X either within a sample or
within a population.
Where:
X = given measurement
= population mean
= population standard deviation
s = sample standard deviation
1. Reading Scores
Given the mean = 50 and the standard deviation
= 4 of a population of Reading scores. Find the z-
value that corresponds to a score X=58.
Step 1
Use the computing formula for finding z-scores
of population data.
Step 2
Check the given values. Since these are
population values, z-score locates X within a
population.
= 50, = 4, and X = 58
Step 3
Substitute the given values in the computing
formula to get the z-value.
Thus, the z-value that corresponds to the raw
score 58 is 2 in the population distribution of
Reading scores.
2. Scores in a Science Test
Given X = 20, = 26, and s = 4, compute the
corresponding z-score.
Step 1
Use the computing formula for finding z-scores of
a sample data.
Step 2
Check the given values. The z-score in question
locates X in a sample.
= 26, = 4, and X = 20.
Step 3
Substitute the given values in the computing
formula to get the z-value.
The z-score that corresponds to the raw score 20 is
–1.5, meaning it is 1.5 standard deviations below
the sample mean in the distribution of science
scores.
State whether the z-score locates the
raw score X within a sample or within a
population.
1. X = 50, s = 5, and = 40
2. X = 40, = 8, and = 52
3. X = 36, s = 6, and = 36
4. X = 74, s = 10, and = 60
5. X = 82, = 15, and = 75
Finding z-scores from
Probabilities &
Locating Percentiles
At the end of the discussion, the
students are expected to:
[Link] z-scores when probabilities
are given; and
[Link] percentiles under the
normal curve.
Forward Process (Previous
Lesson):
Given z → Find Area (Probability)
Example: z = 1.28 → Area = 0.8997
Today's Process (Inverse):
Given Area (Probability) → Find z
Example: Area = 0.8997 → z = 1.28
Three Common Scenarios:
1. Left-tail probability given (e.g.,
"lowest 20%")
2. Right-tail probability given (e.g.,
"top 10%")
3. Middle probability given (e.g.,
"middle 90%")
Given: Find z such that P(Z < z) = 0.15
(lowest 15%)
Steps:
[Link] up 0.15 INSIDE the z-table body
[Link] closest match to 0.1500
[Link] corresponding z-score from
margins
[Link]: z ≈ -1.04
Interpretation: The lowest 15% of data
falls below z = -1.04
Given: Find z such that P(Z > z) =
0.10 (top 10%)
Steps:
[Link]-tail area = 0.10
[Link]-tail area = 1 - 0.10 = 0.90
[Link] up 0.90 INSIDE z-table
[Link] closest match to 0.9000
[Link]: z ≈ 1.28
Interpretation: The top 10% of
data is above z = 1.28.
Given: Find z₁ and z₂ for middle 80%
Steps:
[Link] area = 0.80
[Link] area = 1 - 0.80 = 0.20
[Link] tail = 0.20 ÷ 2 = 0.10
[Link] z: P(Z < z₁) = 0.10 → z₁ ≈ -1.28
[Link] z: P(Z < z₂) = 0.90 → z₂ ≈
1.28
Interpretation: Middle 80% is
between z = -1.28 and z = 1.28
1. Find z such that P(Z < z)
= 0.25 (lowest 25%)
2. Find z such that P(Z > z)
= 0.05 (top 5%)
3. Find z₁ and z₂ for middle
60%
Find z such that P(Z > z) =
0.015 (top 1.5%)
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