1.

2 NORMAL
DISTRIBUTION
MODULE

We make decisions all the time, consciously or not. In studying statistics making decisions
based on observations or data that are considered random variables is an essential concept to
learn. One of the ultimate goal of every nation is to produce professionals who will contribute to
scientific knowledge through research.

In this unit, the characteristics of the normal distribution, the procedures on how to identify
regions under the normal curve, terminologies related to hypothesis testing and hypothesis
testing about population mean.

Hypothesis testing is the focal point of this module, brings to light the role of research in
discovering new knowledge and breakthrough in different fields of discipline.

Module
Outcomes

At the end of this module, you should be able to:

develop solutions to business and developmental problems involving random
variables.
represent problems and developmental situations using random variable.
assess decisions based on recognized pattern of things.

Module Content

Random Variable

Discrete Random Variable and Its Probability Distribution

2.1 NORMAL CURVE
Learning Targets
The goal of this course is to prepare you to take the challenge of using statistics in doing
innovative research by:
1) illustrating a normal random variable and its properties;
2) constructing a normal curve; and
3) identifying the regions under the normal curve corresponding to different standard normal
variables.

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. That’s why it’s 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.

The most important of all continuous probability distribution is the normal distribution. Its
graph called the normal curve, is a bell-shaped curve. It lies entirely above the horizontal
axis. It is symmetrical, unimodal and asymptotic to the horizontal axis. The area between
the curve and the horizontal axis is exactly equal to 1. Half of the area is above the mean
and the remaining half is below the mean.
A normal distribution is determined by two parameters: the mean µ and the standard
deviation σ . If the mean is 0 and the standard deviation is 1, then the normal distribution is

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 a standard normal distribution. The area under this can be found using the Areas
under the Standard Normal Curve table.

Standardizing Normal Distribution

When you standardize a normal distribution, the mean becomes 0 and the standard deviation
becomes 1. This allows you to easily calculate the probability of certain values occurring in
your distribution, or to compare data sets with different means and standard deviations.

Converting a normal distribution into the standard normal distribution allows you to:

● Compare scores on different distributions with different means and standard deviations.
● Normalize scores for statistical decision-making (e.g., grading on a curve).
● Find the probability of observations in a distribution falling above or below a given value.
● Find the probability that a sample mean significantly differs from a known population
mean.
To standardize a value from a normal distribution, convert the individual value into a z-score:
1. Subtract the mean from your individual value.
2. Divide the difference by the standard deviation.
Formula Explanation

z−¿ z-score

x – given values

σ – standard deviation (population)

While data points are referred to as x in a normal distribution, they are called z or z-scores in
the z-distribution. A z-score is a standard score that tells you how many standard deviations
away from the mean an individual value (x) lies:

● A positive z-score means that your x-value is greater than the mean.
● A negative z-score means that your x-value is less than the mean.
● A z-score of zero means that your x-value is equal to the mean.

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 Properties of Normal Curve
● The mean, mode and median are all equal.
●

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

● 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.

Empirical Rule of Normal Distribution

Take note that z=0 is the mean of the raw scores, now z-scores, also represents standard
deviation that means that z=2 meaning there 2 standard deviations from the mean
consequently if z=−3 , means there are 3 standard deviation from the mean to the left.

Looking at the percentage, these means that from 0 to 1, there is an area that is 34% or
0.34. Combining two areas that are 1 standard deviation left and right of 0 is 68% or 0.68
which is understood as there is a probability of 68% or 0.68 in getting a value from
z=−1 ¿ z=1. Always remember that we are working ranges of values here. Area of the
curve means probability.

How to Find the Area Under Standard Normal Curve

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 Once you have a z-score, you can look up the corresponding probability in a z-table
(found on the Appendix).

In a z-table, the area under the curve is reported for every z-value between -4 and 4 at
intervals of 0.01.

There are a few different formats for the z-table. For convention, we use the z-table given by
this module.

The first column of a z-table contains the z-score up to the first decimal place. The top row of
the table gives the second decimal place.

To find the corresponding area under the curve (probability) for a z-score:

1. Go down to the row with the first two digits of your z-score.
2. Go across to the column with the same third digit as your z-score.
3. Find the value at the intersection of the row and column from the previous steps.

Illustrative examples

Example 1. Find the area between z=0 and z=1.54 .

Solution:
Step 1. Sketch the normal curve.

Step 2. Locate the area for z=1.54 from the Areas under the Standard Normal
Curve table. Proceed down the column marked z until you reach 1.5. The
proceed to the right along this row until you reach the column marked .04. The
intersection of the row marked 1.5 and the column marked .04 is the area. The
area is 0.9382.

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Since, the area is the area from z=1.54 all the way to the left, we have to minus
the area of from z=0 all the way to the left which 0.5000 being half of the curve as
mentioned in the properties of the normal curve.

Step 2. Let A=between z=0∧z=1.54

A1=area¿ z=1.54
A2=area¿ z=0

From the table,

A1 ¿ 0.9382
A2=0.500
A=A 1− A2
A=0.9382−0.500
P ( 0 ≤ z ≤1.54 )=0.9382−0.500
P ( 0 ≤ z ≤1.54 )=0.4382

Note that, area between z=0 to z=1.54 is the same as P ( 0 ≤ z ≤1.54 ) since area is
the same with probability.
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 Hence the area between z=0 to z=1.54 is 0.4382
Example 2. Find the area to the right of z=1.56
Solution:
Step 1. Sketch the normal curve.

Step 2. Let A=area ¿ of z=1.56

A1=area¿ z=1.56

Step 2. Let A=area ¿ of z=1.56

A1=area¿ z=1.56

From the table,

A ¿ 1− A 1 , since the whole area of the curve is 1
A ¿ 1−0.9406
P ( z ≥ 1.56 )=1−0.9506
P ( 0 ≤ z ≤1.54 )=0.0594
Hence the area right of z=1.56 is 0.0594

Example 3. Find the area between z=0 and z=−1.65

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 Solution:
Step 1: Sketch the normal curve.

Step 2. Let A=between z=0∧z=−1.65

A1=area¿ z=0
A2=area¿ z=−1.65

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 From the table,
A1 ¿ 0.500
A2=0.0495
A=A 1− A2
A=0.500−0.0495
P (−1.65 ≤ z ≤0 )=0.500−0.0495
P (−1.65 ≤ z ≤0 )=0.4505
Hence the area between z=−1.65 to z=0 is 0.4505

CHECKPOINT 2.1

Draw the normal curve shading the correct areas indicated and find the area in each
of the following cases.
1. Between z=−1.5 and z=−2.5

2. Between z=−1.35 and z=2.95

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3. Left of z=2.32

4. Right of z=−1.8

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 2.2 STANDARD SCORE AND APPLICATION
Learning Targets
The goal of this course is to prepare you to take the challenge of using statistics in doing
innovative research by:
1) convert a normal random variable to a standard normal variable and vice versa;
2) compute probabilities using standard normal table; and,
3) solves problems involving normal distribution.

A standard score or z-score measures how many standard deviations a given values (x)
is above or below the mean. The z-scores are useful in comparing observed values. A
positive z-score indicates that the score or observed value is above the mean, whereas a
negative z-score indicates that the score or observed value is below the mean.

As previously mentioned, the z-score is found by using the following equations:

. For Population:
For Sample:

where:
where:
z = standard score
z = standard score
x = raw score or observed value
x = raw score or observed value
= population mean
= sample mean
= population standard deviation
s = sample standard deviation

Take not of the different symbols use for mean and standard deviation.
Symbol
Measure
Sample Population
Mean x̅ (x bar) μ (mu)
Standard Deviation s (s) σ (sigma)
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However, both use the same concept except for its symbols.

Illustrative examples

Example 1. On a final examination in General Mathematics, the mean was 75 and the
standard deviation was 12. Determine probability of picking a student who
received a score below 60 assuming that the scores are normally
distributed.

Solution:

Step 1. Calculate Standard Score

x−x̅
z=
s
60−75
¿ =−1.25
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This means that 60 is 1.25 standard deviation below the mean
Step 2. Identify the region
Since the problem is asking of the probability picking a student below 60 means
that we are shading the area of z’s less than z=−1.25 .

Step 3. Calculate the probability using the standard score or z-score.

Let A=area ¿ z =−1.25

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 From the table,
A ¿ 0.1056
P ( z ≤−1.25 )=0.1056

Since, the z-table is already shading to the left then this is the final answer.
Hence, the probability of picking a student who received a score below 60 in the
final examination is 0.1056

Example 2. On the first periodic exam in Statistics, the population mean was 70 and
the population standard deviation was 9. Determine the standard score of a student
who got a score above 88 assuming that the scores are normally distributed.

Solution:

Step 1. Calculate Standard Score

x−x̅
z=
s
88−70
¿ =2.0
9
This means that 88 is 2 standard deviation above the mean
Step 2. Identify the region
Since the problem is asking of the probability picking a student above 88 means
that we are shading the area of z’s more than z=2.

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 Step 3. Calculate the probability using the standard score or z-score.
Let A=area ¿ of z=2

From the table,

A ¿ 1− A 1 , since the whole area of the curve is 1
A ¿ 1−0.9772
P ( z ≥ 2 )=1−0.9772
P ( z ≥ 2 )=0.0228
Hence the area right of z=2 is 0.0228
Therefore, the probability of picking a student who received a score above 88 in
the Statistics examination is 0.0228

Example 3. The height of grade 11 students at a certain high school is 164 centimeters
and the standard deviation is 10 centimeters. Assuming the heights are normally
distributed, what percent of the heights is greater than 168?

Solution:

a. Convert 168 to z-score.

x−x̅
z=
s
168−164
¿ =0.4
10

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b. Sketch the normal curve.

Let A = area right z=0.4

A1=¿ area left of z=0.4
A2=¿ area of the whole curve which is 1

Form the table:

A1=0.6554
A=A 2− A1
A=1−0.6554
P ( z ≥ 0.4 )=1−0.6554
P ( z ≥ 0.4 )=0.3446

Since the problem is asking us the percentage, we multiply the probability by 100.
This will give us 34.46%.

Therefore, 34.46% of the heights are greater than 168 centimeters.

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 Example 4. In a Math test , the mean score is 45 and the standard deviation is 4.
Assuming normality, what is the probability that a score picked at random will
lie:
a. Between 41 and 47?

Solutions:

a. 1. Convert the score 50 to z-score.

x−x̅
z 1=
s
41−45
¿ =−1
4

x−x̅
z 2=
s
47−45
¿ =0.5
4

2. Sketch the normal curve.

Let A = area between z=−1 and z=0.5

A1=¿ area left of z=−1
A2=¿ area left of of z=0.5

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 Form the table:
A1=0.1587
A2=0.6915
A=A 2− A1
A=0.6915−0.1587
P (−1≤ z ≤ 0.5 )=0.6915−0.1587
P (−1≤ z ≤ 0.5 )=0.5328

Therefore, the probability of getting a random score between 41 and 47 is 0.5325

CHECKPOINT 2.2

In this task, we will check your understanding about standard score. Read each problem and
solve what is asked.
1. In a given normal distribution, the population mean is 90 and the population
standard deviation is 1.6. Find the corresponding standard score of the following:
a. 88 b. 86 c. 92 d. 94

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 2. The weekly income of managers in a certain company is normally
distributed with a mean of Php50,000 and a standard deviation of
Php5,000. What is the z-score for a weekly income of:
a. Php40,000?

b. Php55,000?

3. A certain type of flashlight bettery lasts on the average of 5 years with a standard
deviation of 0.75 years. Assuming that the battery lives is normally distributed, find the
probability that a given battery will last less than 3.5 years?

4. The mean weight of 1,000 students at a certain high school is 65kg and the standard
deviation is 5kg. Assuming that the weight are normally distributed, how many
students weigh:
a. between 63 and 68 pounds?

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 b. more than 70 pounds?

See links:
https://www.statisticshowto.com/probability-and-statistics/normal-distributions/
https://statisticsbyjim.com/probability/empirical-rule/
https://www.scribbr.com/statistics/standard-normal-distribution/

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Appendix A

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