Chapter 03: Normal Distributions

This chapter is primarily about using density curves to

model the distribution of a random variable. In applica-

tions, researchers may use histograms to get some insight

into the shape of such a model and then use technology to

fit a known distribution type to the histogram.

The Normal distribution is, without question, the most

widely used distribution (and therefore the most important)

that an introductory level statistics will be discussed. It is

true that some population distributions are Normal or can

be approximated by the Normal distribution; however, the

reason for the Normal distribution’s importance usually has

little or nothing to do with the populations from which we

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sample. Instead, Normal distributions assume great im-

portance as large sample approximations to the sampling

distributions of most of the important statistics we use for

decisions, including sample means (and therefore propor-

tions). Essentially, if the statistic you are using in an ap-

plication is an average, its sampling distribution is approx-

imately Normal, provided the sample size is large enough.

In this chapter, we develop the technical skills for obtaining

percentiles or proportions under a Normal density curve.

These skills will be critical later, when we study sampling

distributions in Chapter 15.

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Learning Objectives:

• Understand the properties of density curves.

• Use density curves to infer characteristics of a data set.

• State the properties of Normal distributions and under-

stand their role.

• Use the 68–95–99.7 rule to estimate proportions of a

Normal distribution above or below a given value, or

between two values.

• Use Minitab and an understanding of cumulative pro-

portions to find proportions of a Normal distribution

above or below a given value, or between two values.

• Given the proportion of observations above or below

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 a particular observed value in a distribution, find the

observed value using Minitab.

Continuos Distributions

Below is a histogram of the distribution of heights of

Canadian adults and, the proportion of data that falls in

the shaded bins gives the probability that a randomly sam-

pled Canadian adult is between 180 cm and 185 cm.

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Since height is a continuous numerical variable, its proba-

bility density function is a smooth curve.

A density curve is a curve that:

• is always on or above the horizontal axis.

• has an area of exactly 1 (100%) underneath it.

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 A density curve describes the overall pattern of a distri-

bution. The area under the curve and above any range

of values on the horizontal axis is the proportion of all

observations that fall in that range.

Therefore, the probability that a randomly sampled Cana-

dian adult is between 180 cm and 185 cm can also be esti-

mated as the shaded area under the curve.

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 Since continuous probabilities are estimated as “the area

under the curve”, the probability of a person being exactly

180 cm (or any exact value) is defined as 0.

Note:

• The mean and standard deviation computed from actual

observations (data) are denoted by x and s respectively.

• The mean and standard deviation of the actual distri-

bution represented by the density curve are denoted by

µ (“mu”) and (“sigma”), respectively.

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Normal Distributions

• One particularly important class of density curve com-

prises Normal curves, which describe Normal distribu-

tions.

• All Normal curves are symmetric, single-peaked, and

bell-shaped.

• Any specific Normal curve is completely described by

giving its mean µ and standard deviation .

– The mean µ is located at the center of the symmetric

curve and is the same as the median. Changing µ

moves the Normal curve along the horizontal axis.

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 – The standard deviation controls the variability of

a Normal curve. When the standard deviation is

larger, the area under the normal curve is less con-

centrated about the mean.

Notation: X ⇠ N (µ, ) - X follows a normal distribution

with mean, µ and standard deviation,

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The 68-95-99.7 Rule

In the Normal distribution, with mean µ and standard

deviation :

• approximately 68% of the observations fall within one

standard deviation of the mean, i.e., µ ±

• approximately 95% of the observations fall within two

standard deviations of the mean, i.e., µ ± 2

• approximately 99.7% of the observations fall within three

standard deviations of the mean, i.e., µ ± 3

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Exercise:
1. SAT scores closely follow the normal distribution with
mean µ = 1100 and standard deviation = 200.

(a) What percent of test takers score 700 to 1500?

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(b) What percent score between 1100 and 1500?

(c) What percent score between 900 and 1500?

(d) What percent of test takers score above 1500?

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(e) What percent of test takers score no more than1300?

(f) What is the 97.5th percentile of SAT scores?

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Standardizing:

All Normal distributions are the same if we measure in

units of size from the mean µ as center. Changing to

these units is called standardizing.

STANDARDIZING AND z-SCORES:

If x is an observation from a distribution that has mean

µ and standard deviation , then the standardized value of

x is
x µ
z=

A standardized value is often called a z-score.

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The Standard Normal Distribution (a.k.a. z dis-

tribution)

The standard Normal distribution is the Normal distri-

bution with mean 0 and standard deviation 1. If a variable

x has any Normal distribution with mean µ and standard

deviation , then the standardized variable

x µ
z=

has the standard Normal distribution.

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The Standard Normal Table*

Because all Normal distributions are the same once we

standardize, we can find areas under any Normal curve

from a single table: the standard normal table. This is a

table of areas under the standard Normal curve. The table

entry for each value z is the area under the curve to the

left of z.

Suppose we want to find the proportion of observations

from the standard Normal distribution that are less than

1.47.

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Exercises:
1. P (Z 0.23)

2. P (Z < 1.20)

3. P ( 1.98  Z < 0.49)

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4. P (Z > 6.59)

5. P (Z  3.22)

6. The area to the left of z ⇤ is 0.025 i.e. P (Z < z ⇤) = 0.025

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7. The area to the right of z ⇤ is 0.005 i.e. P (Z > z ⇤) =
0.005

8. The area to the right of z ⇤ is 0.05 i.e. P (Z > z ⇤) = 0.05

9. What is the 85th-percentile of Z distribution?

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Using the Table to find Normal proportions:”Forward”

Normal Calculations*

Step 1: State the problem in terms of the observed variable

x. Draw a picture that shows the proportion you want in

terms of cumulative proportions.

Step 2: Standardize x to restate the problem in terms of

a standard Normal variable z.

x µ
z=

Step 3: Use the Normal table and the fact that the total

area under the curve is 1 to find the required area under

the standard Normal curve.

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Using Normal Table Given a Normal propor-

tion:”Backward” Normal Calculations*

Step 1: State the problem in terms of the given proportion.

Draw a picture that shows the Normal value, x, that you

want in relation to the cumulative proportion.

Step 2: Use the Normal table, the fact that the total area

under the curve is 1, and the given area under the standard

Normal curve to find the corresponding z-value.

Step 3: Unstandardize z to solve the problem in terms of

a non-standard Normal variable x. Use the Normal table

and the fact that the total area under the curve is 1 to find

the required area under the standard Normal curve.

x=µ+z
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.

Exercises:
1. Sophia who took the Graduate Record Examination
(GRE) scored 157 on both the Verbal and Quantitative
Reasoning sections. The mean score for Verbal Reason-
ing section for all test takers was 151 with a standard
deviation of 7, and the mean score for the Quantitative
Reasoning was 153 with a standard deviation of 7.67.
Suppose that both distributions are nearly normal.
(a) Write down the notation form for these two normal
distributions.

(b) What is Sophia’s z-score on the Verbal Reasoning

section? On the Quantitative Reasoning section?

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(c) Draw a standard normal distribution curve and mark
these two z-scores.

(d) What do these z-scores tell you? Relative to others,

which section did she do better on?

(e) Find her percentile score for Verbal Reasoning sec-

tion.

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(f) What percent of the test takers did better than her
on the Verbal Reasoning section?

(g) Explain why simply comparing raw scores from the

two sections could lead to an incorrect conclusions as
to which section a student did better on.

(h) If the distributions of the scores on these exams are

not nearly normal, would your answers to parts b) -
e) change? Explain your reasoning.

(i) Compute the score of a student who scored in the 80th

percentile on the Quantitative Reasoning section.

(j) Compute the score of a student who scored worse

than 70% of the test takers in the Verbal Reasoning
section.

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2. Males in the Netherlands are the tallest, on average,
in the world with an average height of 183 centimeters
(cm) (BBC News website). Assume that the height of
men in the Netherlands is normally distributed with a
mean of 183 cm and standard deviation of 10.5 cm.
(a) What is the probability that a Dutch male is shorter
than 175 cm?

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(b) What is the probability that a Dutch male is taller
than 195 cm?

(c) What is the probability that a Dutch male is between

173 and 193 cm?

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(d) Out of a random sample of 1000 Dutch men, how
many would we expect to be taller than 190 cm?

(e) What is the cut-o↵ height for someone to be on the

top 3% of the distribution?

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(f) Find the 80th-percentile.

(g) Find the IQR.

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