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5.3 Normal Distribution

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Normal Distribution Function Graph

Figure

Features of a Normal Distribution Function Graph

The curve is bell-shaped and is symmetrical about a vertical line that passes through the mean, μ.
The curve has a maximum value at the axis of symmetry, X = μ.
The mean, μ divides the region under the graph into two equal parts.
Both ends of the curve extend indefinitely without touching the x-axis.
The total area under the graph is equal to the total probability of all outcomes, that is, 1 unit2 .

Notation Used for a Continuous Random Variable X Which has a Normal Distribution

X ∼ N (μ, σ 2 )

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2/4/25, 3:16 PM Normal Distribution

The Area Under the Graph for X from a to b

Figure

Probability of X Occuring for the Value of X from a to b

P (a < X < b) = P (a ≤ X ≤ b)

Random Variation and the Law of Large Numbers

Random Variation
The larger the sample size, the smaller the random variation. So, the estimated value of a parameter becomes more consistent.

The Law of Large Numbers

The larger the size of the sample, the value of the experimental mean gets closer to the theoretical mean value of the population.

Standard Normal Distribution

Standard normal distribution is defined as a normal distribution whose mean and standard deviation are 0 and 1 respectively.
A continuous random variable X ∼ N (μ, σ 2 ) with mean μ and standard deviation σ can be standardised by changing it to another
continuous random variable Z whose mean is 0 and standard deviation is 1 by using the following formula:
X −μ
Z= , where Z ∼ N (0, 1)
σ
​

Percentage of Data Distribution for Each Standard Normal Distribution

68% of the data lies within the standard deviation ±1 from the mean.
95% of the data lies within the standard deviation ±2 from the mean.
99.8% of the data lies within the standard deviation ±3 from the mean.

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2/4/25, 3:16 PM Normal Distribution

Probability of an Event for Normal Distribution

To find the probability of a continuous random variable X that occurs between a and b, we write it as P (a < X < b). Then, the way to convert
this probability of the event to a standard normal distribution with a continuous random variable Z is as follows:

a−μ X −μ b−μ
P (a < X < b) = P ( < ​ < ) ​ ​

σ σ σ
a−μ b−μ
=P( )
​ ​

<Z<
​ ​

σ σ

Example 1

Question

The diagram above shows a normal distribution function graph which is symmetrical at X = 35.

(a) State the mean value, μ.

(b) Express the shaded region in probability notation.
(c) If the probability of the shaded region is 0.64, find P (X < 28).

Solution
(a) μ = 35.

(b) P (28 < X < 42).

(c) Since the graph is symmetrical at X = 35 and X = 28 and X = 42 are both 7 units respectively to the left and right of the mean. Then,
P (X < 28) = P (X > 42)

1 − 0.64
=
2
​
​ ​

= 0.18.

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2/4/25, 3:16 PM Normal Distribution

Example 2

Question
(a) A continuous random variable X is normally distributed with mean 30 and a standard deviation of 8.
Find the z -score if X = 42.

(b) The heights of buildings in Kampung Pekan are normally distributed with a mean of 23 m and a variance of 25 m2 , find the height of the
building if the standard score is 0.213.

Solution
(a) Given X= 42, μ = 30 and σ = 8.
X −μ
Z=
σ
​

42 − 30
​

= ​

8
​

= 1.5.

(b) Given μ = 23, σ 2 = 25 and z -score= 0.213.

Then,
σ = 25 ​

= 5.
​ ​

Therefore,
X −μ
Z=
σ
​

X − 23
0.213 =
5
​

​ ​

1.065 = X − 23

X = 24.065 m.

Example 3

Question
The lengths of a type of screw produced by a factory can be considered as normally distributed with a mean of 10.6 cm and a standard
deviation of 3.2 cm.

Represent the probability that a screw randomly chosen from the factory has a length between 8.4 cm and 13.2 cm where Z is a standard
continuous random variable.

Solution
Let X represent the length of the screw produced by the factory.

Given μ = 10.6 and σ = 3.2.

P (Length of screw is between 8.4 cm and 13.2 cm)

= P (8.4 < X < 13.2)

8.4 − 10.6 X −μ 13.2 − 10.6

=P( )
​

< <
3.2 3.2
​

​ ​ ​

= P (−0.6875 < Z < 0.8125).

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