Normal Distribution

A normal distribution, sometimes called the bell curve, is a distribution that occurs naturally in

many situations. For example, the bell curve is seen in tests like the SAT and GRE. The bulk of

students will score the average (C), while smaller numbers of students will score a B or D. An

even smaller percentage of students score an F or an A. This creates a distribution that resembles

a bell (hence the nickname). The bell curve is symmetrical. Half of the data will fall to the left of

the mean; half will fall to the right.

Many groups follow this type of pattern. Thats why its widely used in business, statistics and in

government bodies like the FDA:

Heights of people.

Measurement errors.

Blood pressure.

Points on a test.

IQ scores.

Salaries.

Properties of a normal distribution

The mean, mode and median are all equal.

The curve is symmetric at the center (i.e. around the mean, ).

Exactly half of the values are to the left of center and exactly half the values are to the

right.

The total area under the curve is 1.

The Standard Normal Model

Standard Normal Model: Distribution of Data

One way of figuring out how data are distributed is to plot them in a graph. If the data is evenly

distributed, you may come up with a bell curve. A bell curve has a small percentage of the points

on both tails and the bigger percentage on the inner part of the curve. In the standard normal

model, about 5 percent of your data would fall into the tails (colored darker orange in the

image below) and 90 percent will be in between. For example, for test scores of students, the

normal distribution would show 2.5 percent of students getting very low scores and 2.5 percent

getting very high scores. The rest will be in the middle; not too high or too low. The shape of the

standard normal distribution looks like this:

Standard normal model.

The standard normal distribution could help you figure out which subject you are getting good

grades in and which subjects you have to exert more effort into due to low scoring percentages.

Once you get a score in one subject that is higher than your score in another subject, you might

think that you are better in the subject where you got the higher score. This is not always true.

You can only say that you are better in a particular subject if you get a score with a certain

number of standard deviations above the mean. The standard deviation tells you how tightly your

data is clustered around the mean; It allows you to compare different distributions that have

different types of data including different means.

For example, if you get a score of 90 in Math and 95 in English, you might think that you are

better in English than in Math. However, in Math, your score is 2 standard deviations above the

mean. In English, its only one standard deviation above the mean. It tells you that in Math, your

score is far higher than most of the students (your score falls into the tail).

Based on this data, you actually performed better in Math than in English!

Probability Questions using the Standard Model

Questions about standard normal distribution probability can look alarming but the key to

solving them is understanding what the area under a standard normal curve represents. The total

area under a standard normal distribution curve is 100% (thats 1 as a decimal). For example,

the left half of the curve is 50%, or .5. So the probability of a random variable appearing in the

left half of the curve is .5.

does is measure those probabilities (i.e. 50%) and put them in standard deviations from the mean.

The mean is in the center of the standard normal distribution, and a probability of 50% equals

zero standard deviations.

Standard normal distribution: How to Find Probability (Steps)

Step 1: Draw a bell curve and shade in the area that is asked for in the question. The example

below shows z >-0.8. That means you are looking for the probability that z is greater than -0.8,

so you need to draw a vertical line at -0.8 standard deviations from the mean and shade

everything thats greater than that number.

shaded area is z > -0.8

Step 2: Visit the normal probability area index and find a picture that looks like your graph.

Follow the instructions on that page to find the z-value for the graph. The z-value is the

probability.

Tip: Step 1 is technically optional, but its always a good idea to sketch a graph when youre

trying to answer probability word problems. Thats because most mistakes happen not because

you cant do the math or read a z-table, but because you subtract a z-score instead of adding (i.e.
you imagine the probability under the curve in the wrong direction. A sketch helps you cement in

your head exactly what you are looking for.

Normal Distribution Word Problems

When you tackle normal distribution in a statistics class, youre trying to find the area under the

curve. The total area is 100% (as a decimal, thats 1). Normal distribution problems come

in six basic types. How do you know that a word problem involves normal distribution? Look for

the key phrase assume the variable is normally distributed or assume the variable is

approximately normal. To solve a word problem you need to figure out which type you have.

1. Between

This how-to covers solving problems that contain the phrase between and includes an upper

and lower limit (i.e. find the number of houses priced between $50K and 200K. Note that this

is different from finding the middle percentage of something.

Step 1: Identify the parts of the word problem. The word problem will identify:

1. The mean (average or ).

2. Standard deviation ().

3. Number selected (i.e. choose one at random or select ten at random).

4. X: the numbers associated with between (i.e. between $5,000 and $10,000 would

have X as 5,000 and as $10,000).

In addition, you will be given EITHER:

A. Sample size (i.e. 400 houses, 33 people, 99 factories, 378 plumbers etc.). OR
 B. You might be asked for a probability (in which case your sample size will most

likely be everyone, i.e. Journeyman plumbers or First year pilots.

Step 2: Draw a graph. Put the mean you identified in Step 1 in the center. Put the number

associated with between on the graph (take a guess at where the numbers would fallit doesnt

have to be exact). For example, if your mean was $100, and you were asked for hourly wages

between $75 and $125) your graph will look something like this:

Step 3: Figure out the z-scores. Plug the first X value (in my graph above, its 75) into the z

value formula and solve. The (the mean), is 100 from the sample graph. You can get these

figures (including , the standard deviation) from your answers in step 1 :

*Note: if the formula confuses you, all this formula is asking you to do is:

1. subtract the mean from X

2. divide by the standard deviation.

Step 4: Repeat step 3 for the second X.

Step 5: Take the numbers from step 3 and 4 and use them to find the area in the z-table.

If you were asked to find a probability in your question, go to step 6a. If you were asked to find a

number from a specific given sample size, go to step 6b.

Step 6a:
Convert the answer from step 5 into a percentage.

For example, 0.1293 is 12.93%.

Thats itskip step 6b!

Step 6b

Multiply the sample size (found in step 1) by the z-value you found in step 4. For example, 0.300

* 100 = 30.

Thats it!

2. More Than or Above

This how-to covers solving normal distribution problems that contain the phrase more than

(or a phrase like above).

Step 1: Break up the word problem into parts. Find:

1. The mean (average or )

2. Standard deviation ()

3. A number (for example, choose fifty at random or select 90 at random)

4. X: the number associated with the less than statement. For example, if you were asked

to find under $9,999 then X is 9,999.

Step 2: Find the sample from the problem. Youll have either a specific size (like 1000

televisions) or a general sample (Every television).

mean is $15, and you were asked to find what dinners cost more than $10, your graph might look

like this:

Step 3: Calculate the z-score (plug your values into the z value formula and solve). Use your

answers from step 1 :

Basically, all you are doing with the formula is subtracting the mean from X and then dividing

that answer by the standard deviation.

Step 4: Find the area using the z-score from step 3. Use the z-table. Not sure how to read a z-

table? See Step 1 of this post for an example: Area under a curve.).

Step 6: Go to Step 6a to find a probability OR go to step 6b to calculate a certain number or

amount.

Step 6a

Turn step 5s answer into a percentage.

For example, 0.1293 is 12.93%.

Skip step 6b: youre done!

Step 6b
Multiply the sample size from Step 1 by the z-score from step 4. For example, 0.500 * 100 = 50.

3. Less Than

This how-to covers solving normal distribution word problems that have the phrase less than

(or a similar phrase such as fewer than).

Step 1: Break up the word problem into parts:

1. The mean (average or )

2. Standard deviation ()

3. Number selected (i.e. choose one at random or select ten at random)

4. X: the number that goes with less than (i.e. under $99,000 would list X as 99,000)

Plus, you will have EITHER:

1. A specific sample size. For example, 500 boats, 250 sandwiches, 100 televisions etc.

2. Everyone in the sample (youll be asked to find a probability). For example first year

medical students, Cancer patients or Airline pilots.

Step 2: Draw a picture to help you visualize the problem. The following graph shows a mean of

15, and an area under 4):

graph is 4, and the (or mean) is 15. You can get these figures (including , the standard

deviation) from your answers in step 1, where you identified the parts of the problem:

All you have to do to solve the formula is:

1. Subtract the mean from X.

2. Divide by the standard deviation.

Step 4: Take the number from step 3, then use the z-table to find the area.

Step 5: To find a probability, go to step 6a. To find a number from a specific given sample size,

go to step 6b.

Step 6a

Change the number from step 5 into percentage.

For example, 0.1293 is 12.93%.

Step 6b

Multiply the sample size (found in step 1) by the z-value you found in step 4. For example, 0.300

* 100 = 30.

What is a Gaussian Distribution?

Gaussian Distribution is another name for a normal distribution.

In statistics, the normal distribution is called the normal curve.

In the social sciences, its called the bell curve (because of its shape).

In physics, its called the Gaussian distribution.

Why the Different Names for the same Distribution?

Although de Moivre first described the normal distribution as an approximation to the

binomial, Carl Friedrich Gauss used it in 1809 for the analysis of astronomical data on positions,

hence the term Gaussian distribution.

What is a Gaussian Distribution Function?

is very large (see: Central Limit Theorem(CLT)). In simple terms, the CLT says that while you

may not be able to predict what one item will do, if you have a whole ton of items, you can

predict what they will do as a whole. For example, if you have a jar of gas at a constant

temperature, the Gaussian distribution will enable you to figure out the probability that one

particle will move at a certain velocity.

Approximately 68% of events fall within one standard deviation of the mean.

95% fall within two standard deviations of the mean.

99% fall within three standard deviations from the mean .

For more info, see: the 68 95 99.7 rule.

The Gaussian distribution approximates the binomial and has a mean of n*p, where n is the

number of events and p is the probability of any integer x (see: mean of the binomial

distribution).