The Normal Distribution

Introduction

Random variables can be either discrete or continuous

1. Discrete variables have a finite number of possible values or an infinite
number of values that can be counted. The word counted means that they can
be enumerated using the numbers 1, 2, 3, etc.
2. Continuous Variables are variables that can assume all values in the interval
between any two given values.

Continuous random variables are obtained from data that can be measured
rather than counted
Examples of continuous variables are:
➢ the heights of adult men,
➢ body temperatures of rats, and
➢ Cholesterol levels of adults.
Many continuous variables, such as the examples just mentioned, have distributions
that are bell-shaped, and these are called approximately normally distributed
variables.

Normal Curve – a bell curve or a Gaussian distribution, named for the German
mathematician Carl Friedrich Gaus (1777-1855), who derived its equation.

A normal distribution is symmetric. The figure above is a symmetric distribution.

When majority of the data values fall to the left or right the mean is, the distribution is
said to be skewed.
When the majority of the data values fall to the right of the mean, the distribution is
said to be negatively or left skewed distribution. The Mean is to the left of the median,
and the mean and the median are to the left of the mode. See figure b.

When the majority of the data values fall to the left of the mean, a distribution is said to
be a positively or right-skewed distribution. The mean falls to the right of the median,
and both the mean and the median fall to the right of the mode. See figure c.

Normal curve distributions

An important feature of a normal distribution is that its mathematical equation is such

that we can determine the area under the curve between any two given points in
horizontal scale if we know it mean and its standard deviation. The equation of normal
probability curve reads.
−𝑥2
𝑁
Y= 𝑒 2𝜎2
𝜎√2𝜋

Where: x = scores laid off along the base line in x-axis

Y = the height of the curve above the x-axis, i.e. the frequency of a given x-
value
The other terms in the equation are constants.

N = number of scores
𝜎 = standard deviation of the distribution
𝜋= 3.1416
e = 2.7183 (base of the Naperian System of Logarithms)

This equation may look formidable, but in applied statistics, tables or technology
is used for specific problems instead of the equation. Another important consideration in
applied statistics is that the area under a normal distribution curve is used more often
than the values on the y axis. Therefore, when a normal distribution is pictured, the y
axis is sometimes omitted
 The shape and position of a normal distribution curve depend on two
parameters, the mean and the standard deviation. Each normally distributed variable
has its own normal distribution curve, which depends on the values of the variable’s
mean and standard deviation.

.
Figure 6–4(a) shows two normal distributions with the same mean values but different
standard deviations. The larger the standard deviation, the more dispersed, or spread
out, the distribution is.

Figure 6–4(b) shows two normal distributions with the same standard deviation but
with different means. These curves have the same shapes but are located at different
positions on the x axis.

Figure 6–4(c) shows two normal distributions with different means and different
standard deviations.
A normal distribution is a continuous, symmetric, bell-shaped distribution of a
variable.

The properties of the Theoretical Normal Distribution

Summary of Distribution
1. A normal distribution curve is bell-shaped.
2. The mean, median, and mode are equal and are located at the center of the
distribution.
3. A normal distribution curve is unimodal (i.e., it has only one mode).
4. The curve is symmetric about the mean, which is equivalent to saying that its shape
is the same on both sides of a vertical line passing through the center.
5. The curve is continuous; that is, there are no gaps or holes. For each value of X,
there is a corresponding value of Y.
6. The curve never touches the x axis. Theoretically, no matter how far in direction the
curve extends, it never meets the x axis—but it gets increasingly closer.
7. The total area under a normal distribution curve is equal to 1.00, or 100%. This fact
may seem unusual, since the curve never touches the x axis, but one can prove it
mathematically by using calculus. (The proof is beyond the scope of this textbook.)
8. The area under the part of a normal curve that lies within 1 standard deviation of the
mean is approximately 0.68, or 68%; within 2 standard deviations, about 0.95, or 95%;
and within 3 standard deviations, about 0.997, or 99.7%. See figure below which also
shows the area in each region.

Areas under a Normal Distribution Curve

The Standard Normal Distribution is a normal distribution with a mean of 0 and a
standard deviation of 1.

The standard normal distribution is shown in figure below.

The values under the curve indicate the proportional of area in each section. For
example, the area between the mean and 1 standard deviation above or below the
mean is about 0.3413, or 34.13%.

All normally distributed variables can be transformed into the standard normally
distributed variable by using the formula for the standard score.

𝑣𝑎𝑙𝑢𝑒−𝑚𝑒𝑎𝑛
Z=
𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛

̅
𝒙− 𝒙
Z= 𝒔

Where:
z = standard score
X = any raw scores or unit of measurement
𝑥̅ = mean of the distribution of scores
S = standard deviation

Z scores are also useful for comparing scores from different populations with different
means and different standard deviations.
Example:
1. Two equivalent intelligent tests are given to similar group; the tests are designed
with different scales. The statistics for the tests are listed below. Which is better:
a score of 145 on Test I or a score 60 on Test II?

Test I Test II
𝑥̅ = 100 𝑥̅ = 40
S = 15 S=5

For the score of 145 on Test I, we get a z score of 3.00 because

𝑥− 𝑥̅ 145−100
Z= = = 3.00
𝑠 15

For the score of 60 Test II, we get a z score of 4.00 because

𝑥− 𝑥̅ 60−40
Z= = = 4.00
𝑠 5

2. Tricia got 141 in English and 112 in Gen. Statistics. If the scores in English
averaged 148 with standard deviations of 3.2 while the average scored of Gen.
Statistics is 113 with a standard deviation of 4.3, in what subject did Tricia get a
higher grade?

141−148
Z in English = = -2.19
3.2

112−113
Z Gen. Statistics = = - 0.23
4.3

Since -0.23 is larger than 2.19, Tricia got higher score in Gen. Statistics.

Finding the Area under the Standard Normal Distribution Curve

1. Find the area to the left of z = 1.99

Solution:
Step 1. Draw the figure. The desired area is shown.
 Using the table z= 1.99 is equal to 0.9767. Hence 97.67% of the area is less
than z = 1.99

2. Find the area between z = +1.68 and z = -1.37

Solution:
Step1: Draw the figure

Step 2. Look for the value of z

The area for z = +1.68 is 0.9535 (from table) and the area for z = - 1.37 is
0.0853.

The area between the two z values = 0.9535 – 0.0853 = 0.8682 0r 86.82%

3. Assume that in the population of all students who take the SAT test, the total
scores are normally distributed with a mean = 1509 and std. deviation = 312.
What proportion of SAT scores fall below 1850?

Given: Required:
X = 1,850 z =?
𝑥̅ = 1,509
𝑠 = 312

Solution

𝑥− 𝑥̅ 1850−1509
Z= = = 1.09
𝑠 312

Required proportion of Scores = (Area between z=0 and 1.09)

= (area to the right of z=0)
= 0.3621 +0.5
= 0.8621

Therefore P (0≤ z ≤1.09) = 0.8621

4. What is the probability that, for a standard normal distribution, z falls a = 1.11
and b = 2.34 (below, left).

Required area = (area between z = 0 and z = 2.34) – (area between z=0 and
z = 1.11)
Area = (0.5 + 0.4901) – (0.5 + 0.3688)
= 0.9901 – 0.8688
= 0.1213
Therefore P (0≤ z ≤2.34) = 0.1213 or 12.13%

5. Find the probability for each:

a) P(0 < z < 2.32)
b) P( z < 1.65)
c) P(z > 1.91)

Solution:

a) Required area = (area between z = 0 and z = 2.32) – (area z = 0)

= 0.9898- 0.5000
= 0.4898.

Hence P (0 < z < 2.32) = 0.4898, or 48.98%.

b) Required area = (area of z = 1.65)

= 0.9505.
Hence, P (z < 1.65) = 0.9505, or 95.05%.
 c) P (z > 1.91) is shown in Figure.
Required area = (area of z = 1.91.)
= 1.000-0.9719
P (z > 1.91) = 0.0281

P (z <1.91) = 1.0000 - 0.9719 = 0.0281, or 2.81%.

Activity No. :
I. You are given a standard normal distribution having a mean of 0 and
standard deviation of 1. What is the probability that

1. Z is between 0 and+ 1?
2. Z i s between 1.25 and 1.75?
3. Z is between -1.55 and + 1.55?
4. Z is less than -2.0?
5. Z is greater than -1.0?

II. Find the area under the standard normal distribution curve.

1. Between z = 0 and z = 1.89

2. Between z = 0 and z = 0.75
3. Between z = 0 and z = -2.07
4. To the right of z = 2.11
5. To the right of z = 0.23