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.

• The graph of the normal distribution is called the normal curve

• Probability distribution is where populations are characterized in terms of

mathematical models. For continuous variables, the probability distribution is
also known as density function.
• If a sample space contains a finite number of possibilities or an unending
sequence with as many elements as there are whole numbers, it is called
a discrete sample space. A random variable over a discrete sample space is
called a discrete random variable.

• If a sample space contains an infinite number of possibilities equal to the

number of points on a line segment, it is called a continuous sample space.
A random variable defined over a continuous sample space is called a
continuous random variable.
  
The probability of an event
happening from is 100%
which means that the total
area under the curve is 1.

%
%

34
34

%
%

.1
.1

91
91

34
34

.5
.5

13
13
2.14% 2.14%
0.135% 0.135%

 
-  
-  
-  
- 𝜇 1𝜎  
2𝜎  3𝜎  ∞ 
68.268%
 

95.45%
 

99.73%
 
 %
%

34
34

%
%

.1
.1

91
91

34
34

.5
.5

13
13
2.14% 2.14%
0.135% 0.135%

 
-  
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
Properties of a Normal Curve
1. The bell curve is bell-shaped and symmetric about a vertical axis through the
mean.
2. The normal curve approaches the horizontal axis asymptotically as if proceeds in
either direction away from the mean
3. The total area under the curve and above the horizontal axis is equal to 1.
 %
%

34
34

%
%

.1
.1

91
91

34
34

.5
.5

13
13
2.14% 2.14%
0.135% 0.135%

 
-  
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 Characteristics
of the Normal Distribution
1. The normal distribution is a continuous distribution in which a random variable X
can assume value between .
2. The two parameters that describe the normal distribution are mean and variance
 %
%

34
34

%
%

.1
.1

91
91

34
34

.5
.5

13
13
2.14% 2.14%
0.135% 0.135%

 
-  
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 Characteristics of the Normal Distribution
3. The normal distribution is a symmetric, bell-shaped probability distribution. Since
it is symmetric, then
4. The total area under the normal curve and above the x – axis is one.
5. The normal curve approaches the horizontal axis asymptotically as the normal
curve extends in either direction from the mean.
1. The test scores of a physics class with 800 students are distributed normally with a mean of 75 and a standard deviation
of 7.
(a) What percentage of the class has a test score between 68 and 82?
 

54 61 68 75 82 89 96

 P(68< x <82) ¿68.268

  % 2
−(𝑥 − 𝜇)
2
  −(𝑥 −75)
 
𝑏 2𝜎
2 82 2(7)
2

P(68< x <82) ¿∫ 𝑒 𝑒 o𝑟68.268949%

 
𝑑𝑥 ¿∫ 𝑑𝑥 ¿0.68268949
   
𝑎 𝜎 √ 2𝜋 68 7 √ 2𝜋
1. The test scores of a physics class with 800 students are distributed normally with a mean of 75 and a standard deviation
of 7.
(b) Approximately how many students have a test score between 61 and 89?
 

54 61 68 75 82 89 96

 P(61< x <89)  ¿ 95.45 %  763.6   ≈ 𝟕𝟔𝟒

2
−(𝑥 − 𝜇)
2
  −(𝑥 −75)
 
𝑏 2𝜎
2 89 2(7)
2

P(61< x <89) ¿∫ 𝑒 𝑒
 
𝑑𝑥 ¿∫ 𝑑𝑥 ¿0.954499736
  o𝑟
  95.45%
𝑎 𝜎 √ 2𝜋 61 7 √ 2 𝜋
1. The test scores of a physics class with 800 students are distributed normally with a mean of 75 and a standard deviation
of 7.
(c) What is the probability that a student chosen at random has a test score between 54 and 75?
 

54 61 68 75 82 89 96

 P(54< x<75) ¿49.865

  % 2
−(𝑥 − 𝜇)
2
  −(𝑥− 75)
 
𝑏 2𝜎
2 75 2(7)
2

P(54< x<75) ¿∫ 𝑒 𝑒
 
𝑑𝑥 ¿∫ 𝑑𝑥 ¿0.498650102
  o𝑟
  49.865%
𝑎 𝜎 √ 2𝜋 54 7 √ 2𝜋
1. The test scores of a physics class with 800 students are distributed normally with a mean of 75 and a standard deviation
of 7.
(d) Approximately how many students have a test score greater than or equal to 96?
 

54 61 68 75 82 89 96

   ¿ 0.135 %
P ( x ≥ 96) 0.00135 𝑥 800=1.08 ≈ 2
 
2
2
−(𝑥 − 𝜇)   −(𝑥 −75)
 
𝑏 2𝜎
2 ∞ 2(7)
2

𝑒 𝑒
 P( x ≥ 96) ∫
¿ 𝑑𝑥 ¿∫ 𝑑𝑥
𝑎 𝜎 √ 2𝜋 96 7 √ 2 𝜋
Standard Normal
Distribution
• The values of normal random variable x for the normal distribution are
usually in terms of how many standard deviations they are away from the
mean,

• In standard normal distribution , different values of mean and variance are no

longer generated completely with different curves

• Since X is measured about the mean and all distances away from the mean
are express in terms of standard deviation. It is easier to compare normal
distribution with different values of mean and the variance if this curve is
transformed into a standard form.
  𝑥 𝑁 (𝜇 , 𝜎 )

 𝑍 = 𝑥 − 𝜇
𝜎
  𝑥= 𝜇+ 𝑧𝜎

%
%

34
34

%
%

.5
.5

13
13
2.35% 2.35%
0.15% 0.15%

 
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎 
 𝑧=− 3  𝑧=− 2  𝑧=− 1  𝑧=1  𝑧=2  𝑧=3

 
68 %
95%
 

99.7%
 
  𝑥 𝑁 (𝜇 , 𝜎 )

 𝑍 = 𝑥 − 𝜇
𝜎
  𝑥= 𝜇+ 𝑧𝜎

%
%

34
34

%
%

.5
.5

13
13
2.35% 2.35%
0.15% 0.15%

 
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 𝑧=− 3  𝑧=− 2  𝑧=− 1  𝑧=1  𝑧=2  𝑧=3

The following are special cases to consider in finding areas under the normal
curve.
1. Because the normal curve is symmetric, the chance that an event that X will
fall below the mean is 0.50, and X will fall above the mean is also 0.50.
  𝑥 𝑁 (𝜇 , 𝜎 )

 𝑍 = 𝑥 − 𝜇
𝜎
  𝑥= 𝜇+ 𝑧𝜎

%
%

34
34

%
%

.5
.5

13
13
2.35% 2.35%
0.15% 0.15%

 
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 𝑧=− 3  𝑧=− 2  𝑧=− 1  𝑧=1  𝑧=2  𝑧=3

 
The following are special cases to consider in finding areas under the normal
curve.
2. Approximately 99.9% of the area of the normal distribution is contained
within 3 standard deviations away from the mean.
  𝑥 𝑁 (𝜇 , 𝜎 )

 𝑍 = 𝑥 − 𝜇
𝜎
  𝑥= 𝜇+ 𝑧𝜎

%
%

34
34

%
%

.5
.5

13
13
2.35% 2.35%
0.15% 0.15%

 
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 𝑧=− 3  𝑧=− 2  𝑧=− 1  𝑧=1  𝑧=2  𝑧=3

 
The following are special cases to consider in finding areas under the normal
curve.
3. Approximately 95% of the area of the normal distribution is contained with 2
standard deviations away from the mean.
  𝑥 𝑁 (𝜇 , 𝜎 )

 𝑍 = 𝑥 − 𝜇
𝜎
  𝑥= 𝜇+ 𝑧𝜎

%
%

34
34

%
%

.5
.5

13
13
2.35% 2.35%
0.15% 0.15%

 
-  
-  
- 𝜇
 
1𝜎  2𝜎  3𝜎  ∞ 
 𝑧=− 3  𝑧=− 2  𝑧=− 1  𝑧=1  𝑧=2  𝑧=3

 
The following are special cases to consider in finding areas under the normal
curve.
4. Approximately 68% of the area of the normal distribution is contained within 1
standard deviation away from the mean.
1. The average test score in a certain statistics class was 74 with a standard deviation of 8.
There are 2000 students in this class. Use the empirical rule to answer the following
questions:
a. What percentage of students scored less than 58?

50 58 66 74 82 90 98
¿  0.15 %+ 2.35 %
 P( x <58)  ¿ 2.50 %
 1. The average test score in a certain statistics class was 74 with a standard deviation of 8.
There are 2000 students in this class. Use the empirical rule to answer the following
questions:
b. What is the probability that a student scored between 66 and 82 on the exam?

50 58 66 74 82 90 98
%68 %
 ¿ 34 % +34 ¿
 P(66< x< 82)
1. The average test score in a certain statistics class was 74 with a standard deviation of 8.
There are 2000 students in this class. Use the empirical rule to answer the following
questions:
c. How many students scored at most 90?

50 58 66 74 82 90 98
 ¿ 97.5 %
 P(x ≤ 90) 0  .975 ( 2000 )=1950
 P(x ≤ 90)¿ ¿  100 %− 2.50 %¿  97.5 %
  1− P(x> 90)
1. The average test score in a certain statistics class was 74 with a standard deviation of 8.
There are 2000 students in this class. Use the empirical rule to answer the following
questions:
d. What percentage of students scored at least 66?

50 58 66 74 82 90 98
 ¿ 84 %
 P( x ≥ 66)
1. The average test score in a certain statistics class was 74 with a standard deviation of 8.
There are 2000 students in this class. Use the empirical rule to answer the following
questions:
e. How many students scored more than 98 on the test?

50 58 66 74 82 90 98
 ¿ 0.15 %
 P( x >98)  0 .0015 ( 2000 ) =𝟑
 Z – scores
• 

 
𝜇  𝑧=1.96
 Z – scores
• 

 𝑧=− 1.16  
𝜇
 Z – scores
• 

 
𝜇  𝑧=1.75

 ) 1− P(≤1.75)¿
 P ( Z >1.75¿  ¿ 0.04006
  1− 0.95994
 Z – scores
• 

 𝑧=− 1.17
 
𝜇  𝑧=0.36

 P ( −1.17< Z <0. 36¿  ) P(¿ 0.36)− P(¿ −1.17)

 ¿ 0.6406 −0.1210
 ¿ 0.5196
1. Normally distributed IQ scores have a mean of 100 and a standard deviation of 15. Use the
standard z- table to answer the following questions: What is the probability of randomly
selecting someone with an IQ score that is:
a. less than 80?
P( 𝑥 <80)
 

 
 
𝑧=
𝑥 − 𝜇   80 − 100  ¿ −1.33
𝜎 ¿ 15
80
  100
 
P(𝑧 <−1.33) ¿ 0.09176
 

9.176 %
 
1. Normally distributed IQ scores have a mean of 100 and a standard deviation of 15. Use the
standard z- table to answer the following questions: What is the probability of randomly
selecting someone with an IQ score that is:
b. greater than 136?
P( 𝑥 >136) ¿ 1− P(x< 136)
 

 
 
𝑧=
𝑥 − 𝜇   136 − 100   ¿ 2.4
𝜎 ¿ 15
100
  136
 
  P ( 𝑧 >2.4)
 ¿ 1− P( z ≤ 2.4)

¿ 1− 0.9918
 

  ¿ 0.0082
  0.82 %
 1. Normally distributed IQ scores have a mean of 100 and a standard deviation of 15. Use the
standard z- table to answer the following questions: What is the probability of randomly
selecting someone with an IQ score that is:
b. between 95 and 110?
P(95< 𝑥<110 ) 
 

95
  100
  110
 

100
  110
 

95
  100
 
 1. Normally distributed IQ scores have a mean of 100 and a standard deviation of 15. Use the
standard z- table to answer the following questions: What is the probability of randomly
selecting someone with an IQ score that is:
c. between 95 and 110?
P(95< 𝑥<110 ) 
 
 
 
𝑧=
𝑥 − 𝜇   110 − 100   ¿ 0.67
𝜎 ¿ 15
95
  100
  110
 
  𝑥 − 𝜇   95− 100
𝑧=
𝜎
¿
15 ¿ −0.33
 

P(− 0.33< 𝑧 <0.67)

   

¿ 0.37787
 
 3 7.787 %
 1. Normally distributed IQ scores have a mean of 100 and a standard deviation of 15. Use the
standard z- table to answer the following questions:
d. What IQ score corresponds to the 90th percentile?
 P  z  z

50
  𝑡h 9
  0 𝑡h
 
  𝑥−𝜇
𝑧=
𝜎
95
  110
 
  𝑥 − 100
1.28=
15
 𝜇  𝑥=?
  𝑥=119.2