The Normal Distribution

Lesson 9
The normal distribution

(First Semester 2021)

A normal distribution graph visualizing the values 1σ, 2 σ and 3 σ; especially the 68-95-99.7 rule

Source:
Kowarschick, W. (2012). Normal Distribution. Retrieved from: https://commons.wikimedia.org/wiki/User:Kowarschick
Note: This is a free image under the Creative Commons Attribution-Share Alike 4.0 International license

Let’s Hit These:

At the end of this lesson, the students must have:

 Comprehended the concepts of Statistics;
 Identified the area under a curve.
 Appreciated the different applications of Statistics.
 The Normal Distribution

Let’s Get Started:

The Normal Distribution

Connect the concepts of

normal distribution to your
Activity No. 4 wherein you
make a frequency histogram.
Does your graph approximate
a bell-shaped curve?

Source:

Source of Concepts:
Pierce, Rod. (27 Mar 2020). "About Math is Fun". Math Is Fun. Retrieved 12 Jul 2020 from http://www.mathsisfun.com/aboutmathsisfun.html

Note: Concepts were used with written permission from the author.
 The Normal Distribution

Normal distribution, also known as the Gaussian distribution, is a probability distribution that is symmetric
about the mean, showing that data near the mean are more frequent in occurrence than data far from the mean.
In graph form, normal distribution will appear as a bell curve.

Source of Concepts:
Chen, J. 2020. Normal distribution.Investopedia. retrieved from: https://www.investopedia.com/terms/n/normaldistribution.asp

Source of Concepts:
Pierce, Rod. (27 Mar 2020). "About Math is Fun". Math Is Fun. Retrieved 12 Jul 2020 from http://www.mathsisfun.com/aboutmathsisfun.html

Note: Concepts were used with written permission from the author.
 The Normal Distribution

Quincunx

The Galton board (also called a Quincunx) is a physical model of the binomial distribution which beautifully
illustrates the central limit theorem; When you add independent random variables, their sum tends toward
a normal distribution. In particular, it demonstrates that the binomial distribution is approximately a normal
distribution.
Source: Stephanie Glen. "Galton Board / Quincunx" From StatisticsHowTo.com: Elementary
Statistics for the rest of us! https://www.statisticshowto.com/galton-board/

You can see a normal distribution being created by random chance!

To play, click https://www.mathsisfun.com/data/quincunx.html

A binomial distribution can be thought of

as simply the probability of a SUCCESS or
FAILURE outcome in an experiment or
survey that is repeated multiple times. The
binomial is a type of distribution that
has two possible outcomes (the prefix “bi”
means two, or twice). For example, a coin
toss has only two possible outcomes:
heads or tails and taking a test could have
two possible outcomes: pass or fail.

Source:
Stephanie Glen. "Binomial Distribution:
Formula, What it is and How to use it"
From StatisticsHowTo.com: Elementary
Statistics for the rest of
us! https://www.statisticshowto.com/proba
bility-and-statistics/binomial-
theorem/binomial-distribution-formula/
Source:
Pierce, Rod. (28 Mar 2017). "Quincunx (Galton Board)". Math Is
Fun. Retrieved 12 Jul 2020 from Note:
http://www.mathsisfun.com/data/quincunx.html Concepts were used with written permission
from the author.

To play, click https://www.statisticshowto.com/galton-board/

Source:
Stephanie Glen. "Galton Board / Quincunx"
From StatisticsHowTo.com: Elementary Statistics for the rest of
us! https://www.statisticshowto.com/galton-board/

Note:
Concepts were used with written permission from the author.
 The Normal Distribution

The empirical rule states that for a normal distribution, nearly all of the data will fall within three standard
deviations of the mean. The empirical rule can be broken down into three parts:
 68% of data falls within the first standard deviation from the mean.
 95% fall within two standard deviations.
 99.7% fall within three standard deviations.
The rule is also called the 68-95-99 7 Rule or the Three Sigma Rule.

Source:
Stephanie Glen. "Empirical Rule ( 68-95-99.7): Simple
Definition" From StatisticsHowTo.com: Elementary Statistics for
the rest of us! https://www.statisticshowto.com/empirical-rule-2/

Note:
Concepts were used with written permission from the author.

Skewness

Skewness is the degree of departure from symmetry of a distribution.

Two Types of Skewed Distributions (distributions are non normal)

1. Skewed to the left – has a longer left tail

Ex. A class composed of bright students

2. Skewed to the right – has a tail that is longer on the right end.
Ex. Age at marriage

A negatively skewed distribution has a "tail" which A positively skewed distribution has a "tail" which
is pulled in the negative direction. is pulled in the positive direction.
 The Normal Distribution

Kurtosis

Kurtosis is the degree of peakedness of a distribution. A normal distribution is a mesokurtic distribution. A pure
leptokurtic distribution has a higher peak than the normal distribution and has heavier tails. A pure platykurtic
distribution has a lower peak than a normal distribution and lighter tails.

Most departures from normality display combinations of both skewness and kurtosis different from a normal
distribution.

Properties of Normal Curve

The normal distribution is represented by a normal curve. A normal curve, which is a bell-shaped figure, has
the folloeing six properties:
1. It is symmetrical about .

2. The mean is equal to the median, which is also equal to the mode.

3. The tails or ends are asymptotic relative to the horizontal line.

 The Normal Distribution

4. The total area under the normal curve is equal to 1 or 100%.

5. The normal curve area may be sub-divided into at least three standard scores each to the left and to the
right of the vertical axis.

6. Along the horizontal line, the distance from one integral standard score to the next integral standard score is
measured by the standard deviation.

The total area under the normal curve is equal to 1 or 100%. This may be explained simply by saying that
the total area of any geometric figure is equivalent t0 100%. This means that the normal curve represents all or
100% of the items in the distribution.

Standard score (z-score)

The standard score (more commonly referred to as a z-score) is a very useful statistic because it (a) allows us
to calculate the probability of a score occurring within our normal distribution and (b) enables us to compare two
scores that are from different normal distributions. The standard score does this by converting (in other words,
standardizing) scores in a normal distribution to z-scores in what becomes a standard normal distribution.
Source:
Lund & Lund (2018). “Standard Score”. Laerd Statistics. Lund Research Ltd. Retrieved from: https://statistics.laerd.com/statistical-
guides/standard-score.php

Read the cases of Sarah and students in English Literature for you to understand why scores should be
standardized. Here’s the link: https://statistics.laerd.com/statistical-guides/standard-score.php
 The Normal Distribution

Areas Under the Normal Curve

The first step in finding areas under the normal curve is to convert the normal curve of any given variable into
Standardized Normal Curve by using the formula:
The 2 formulas are just the same. The first one is
using data from the sample or representative of the
population. The second formula is using data from
the population.

where :
z = standard score (this will identify the no. of standard deviation between the mean and another
scores/numbers)
= mean
s = standard deviation
x = a given value of a particular variable
The formula for standard scores merely converts the difference between any given value of x and into so
many standard deviations

Standard deviations – measure the degree of dispersion or spread of the data from the mean. It is a numerical
difference of any two consecutive integral z-score points along the horizontal axis.

The standard normal distribution simply

converts the group of data in our
frequency distribution such that the
mean is 0 and the standard deviation is
1.
 The Normal Distribution

2 standard deviations (s = 5) between 60 and 50

4 standard deviations (s = 5) between 30 and 50

 The Normal Distribution

Normal Distribution Calculator by David M. Lane

Link for the online calculator
Link: http://onlinestatbook.com/2/calculators/normal_dist.html

We will be using this online calculator in identifying the area under the normal curve. The instructions on how
to use this is found in the site. All you have to do is to specify the parameters.

Familiarize these
steps…

Recall: From the previous illustration, the

standard normal distribution simply
converts the group of data in our
frequency distribution such that the mean
is 0 and the standard deviation is 1.

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.
Note:
This is a free site and in public domain. A formal letter was sent to the author to inform him of the inclusion of his site in our lesson and luckily it
was approved.
 The Normal Distribution

Example 1: Find the area between 40 and 60 considering that the mean is 50 and the standard deviation is 10.
Given: Scores: 40 and 60
Mean ( )= 50
Standard Deviation (s or SD) = 10

Converting scores into standard z-scores.

For 40:

For 60:

Using the online calculator, input the data as shown:

Link for the online calculator:
http://onlinestatbook.com/2/calculators/normal_dist.html

Recall: From the previous illustration,

the standard normal distribution
simply converts the group of data in
our frequency distribution such that
the mean is 0 and the standard
deviation is 1.

Steps:

1. Input mean = 0 and SD = 1 (for z-

scores).
These data are not
part of the
computation. 2. Tick Between and input -1 and 1.

What will be used by 3. Click Recalculate button.

the online calculator
is the one that is
highlighted or ticked.

The required area is 0.6827 or 68.27%.

(The shaded area is equivalent to 69.27%)
 The Normal Distribution

Using the same problem but this time the data are NOT converted into standard scores.

Example 2: Find the area between 40 and 60 considering that the mean is 50 and a standard deviation of 10.
Given: Scores: 40 and 60
Mean ( )= 50 Note: Some authors
have SD notation for
Standard Deviation (s or SD) = 10 standard deviation
and some are using
only s (for sample
data) and σ (for
Link for the online calculator: population data)
http://onlinestatbook.com/2/calculators/normal_dist.html

Using the online calculator, input the data as shown.

x = 40 x = 60

Steps:

1. Input the mean = 50 and SD = 10.

2. Tick Between and input 40 and 60.

3. Click Recalculate button.

The required area is 0.6827 or 68.27% which is similar to the

previous example (where scores are converted into z-scores).

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.
Note:
This is a free site and in public domain. A formal letter was sent to the author to inform him of the inclusion of his site in our lesson and luckily it
was approved.
 The Normal Distribution

Problems Involving Areas Under the Normal Curve

1. Find the area under the normal curve from z = 0 to z = 1.2.

 Find the probability that z is from 0 to 1.2 These are other ways of stating the problem.
 Find: P { 0 ≤ z ≤ 1.2}

Note: area under a normal curve represents a probability

Link for the online calculator:
Result using the online calculator: A = 0.3849 or 38.49% http://onlinestatbook.com/2/calculators/normal_dist.html

z=0 z = 1.20 Steps:

4. Input mean = 0 and SD = 1 (for z-scores).

5. Tick Between and input 0 and 1.2.

6. Click Recalculate button.

The required area = 0.3849 or 38.49%.

Using the Standard Normal Table (z) in getting the Area: (Another Method)

The required area = 0.3849 or 38.49%.

 The Normal Distribution

Source:
Pedregal, Christopher. Standard Normal Table. Socratic, Inc. retrieved from: https://socratic.org/questions/how-do-you-find-the-area-under-the-
normal-distribution-curve-to-the-right-of-z-3
 The Normal Distribution

2. Find the area under the normal curve from z = -0.68 to 0.

Link for the online calculator:

http://onlinestatbook.com/2/calculators/normal_dist.html
Result using the online calculator: A = 0.2517 or 25.17%

z = -0.68 z=0

Steps:

1. Input mean = 0 and SD = 1 (for z-scores).

2. Tick Between and input -0.68 and 0.

3. Click Recalculate button.

The required area = 0.2517 or 25.17%.

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.

Using the Standard Normal Table (z) in getting the Area: (Another Method)

The required area = 0.2517 or 25.17%.

 The Normal Distribution

3. Find the area under the normal curve from z = 0.81 to 1.94.
Link for the online calculator:
Result using the online calculator: A = 0.1828 or 18.28%
http://onlinestatbook.com/2/calculators/normal_dist.html

z = 0.81 z = 1.94

Steps:

1. Input mean = 0 and SD = 1 (for z-scores).

2. Tick Between and input 0.81 and 1.94.

3. Click Recalculate button.

The required area = 0.1828 or 18.28%.

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.
Note:
This is a free site and in public domain. A formal letter was sent to the author to inform him of the inclusion of his site in our lesson and luckily it
was approved.
 The Normal Distribution

Using the Standard Normal Table in getting the Area: (Another Method)

For z = 1.94; A = 0.4738 For z = 0.81; A = 0.2910

A = 0.2910

A = 0.4738

Illustration of the two areas:

z = 1.94
z = 0.81

Since both areas are found at the right side of the normal curve, the Required Area is the difference between
the two areas. Required Area = 0.4738 – 0.2910 = 0.1828 = 18.28%

z = 0.81 z = 1.94

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.
 The Normal Distribution

3. Find the area under the normal curve from z = -0.46 to 2.21

Result using the online calculator: A = 0.6637 or 66.37% Link for the online calculator:
http://onlinestatbook.com/2/calculators/normal_dist.html

z = -0.46 z = 2.21

Steps:

1. Input mean = 0 and SD = 1 (for z-scores).

2. Tick Between and input -0.46 and 2.21.

3. Click Recalculate button.

The required area = 0.6637 or 66.37%.

Source: Online Statistics Education: A Multimedia Course of Study (http://onlinestatbook.com/). Project Leader: David M. Lane, Rice University.
Note:
This is a free site and in public domain. A formal letter was sent to the author to inform him of the inclusion of his site in our lesson and luckily it
was approved.
 The Normal Distribution

Using the Standard Normal Table (z) in getting the Area: (Another Method)

For z = -0.46; A = 0.1772 For z = 2.21; A = 0.4864

A = 0.1772

A = 0.4864
Illustration of the two areas:

z = 2.21
z = -0.46

Since the first Area is at the left side and the other at the right side, the Required Area is the sum of the two
areas. Required Area = 0.1772 + 0.4864 = 0.6636 = 66.36%

z = -0.46 z = 2.21
 The Normal Distribution

4. In a reading ability test, with a sample of 100cases, the mean score is 40 and standard deviation is 4.0.
Assuming normality,
a. What percentage of the cases falls between the mean and a score of 46?
b. What is the probability that a score picked at random will be above a score of 46?
c. What is the probability that a score will be below 46?
d. How many cases fall between scores 42 and 48?

Link for the online calculator:

a. cases between the mean and a score of 46 http://onlinestatbook.com/2/calculators/normal_dist.html
Result using the online calculator:A = 0.4332 or 43.32%

Steps:

1. Input mean = 40 and SD = 4 (given).

2. Tick Between and input 40 and 46.

3. Click Recalculate button.

Required Area

b. probability that a score picked at random will be above a score of 46

Result using the online calculator:A = 0.0668or 6.68%

Steps:

1. Input mean = 40 and SD = 4 (given).

2. Tick Above and input 46.

3. Click Recalculate button.

Required Area
 The Normal Distribution

c. probability that a score will be below 46

Result using the online calculator: A = 0.9332 or 93.32%

Steps:

1. Input mean = 40 and SD = 4 (given).

2. Tick Below and input 46.

3. Click Recalculate button.

Required Area

d. cases fall between scores 42 and 48

Result using the online calculator: A = 0.2858 or 28.58%

Steps:

1. Input mean = 40 and SD = 4 (given).

2. Tick Between and input 42 and 48.

3. Click Recalculate button.

For more illustrations, watch this video: https://www.youtube.com/watch?v=mtbJbDwqWLE

Watch this video to understand more why we have to standardize the score: https://www.youtube.com/watch?v=JNe38QYVfTE
 The Normal Distribution

Activity No. 12
Area Under a Normal Curve

Name: ______________________________ Score: ___________

Find the area using the online calculator. (http://onlinestatbook.com/2/calculators/normal_dist.html)

1. from z = 0 to z = 1.4 . _____________________%

2. above z = 1.5 _____________________%

3. below z = 1.5 _____________________%

4. between z = -2.3 to 1.76 _____________________%

5. between z = 1.77 to 2.61 _____________________%

6. between z = -2.51 to 1.73 _____________________%

Note: Since the given are z scores, mean = 0 and standard deviation (SD) = 1.

7. The average daily income of 1000 carpenters is PhP500.00 with a standard deviation of PhP130. Assuming
that the daily incomes are normally distributed, find the percentage of workers who earn:
a. from P450.00 to P520.00 per day; _____________________%
b. less than or equal to P400.00 per day; and _____________________%
c. greater than or equal to P550.00 per day. _____________________%
The Normal Distribution