Bakhtyar Ali Shah

Objective: To understand
The Normal and
Standard Normal Distribution
• Why Study Normal Distribution?

– Although few data distributions are precisely normal, many

resemble the normal distribution, some closely

– The sampling distribution of any distribution is a normal

distribution provided the sample size is large enough

– Used in estimation and inferential statistics (e.g., hypothesis

testing) as a statistical model

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 The shape of a given normal curve results from different
values of  and 

The mean, , determines the midpoint

The standard deviation, , changes the shape, it affects the

spread or the dispersion of scores

The larger the value of  the more dispersed the scores;

The smaller the value, the less dispersed.

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 The Normal Distribution

Changing μ shifts the

distribution left or right.

f(X) Changing σ increases or

decreases the spread.
σ

μ X

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 Normal curves can differ in location or shape
Frequency

2 3
values 6
There is not one Normal Curve but many

The mean, , determines the midpoint

A smaller , means less dispersion

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PROPERTIES OF STANDARD NORMAL CURVE
 It is bell shaped.
 It is asymptotic.
 It is perfectly symmetrical.
 Mean, Median and Mode are in the centre of
the curve i.e. the dome of the curve.
 Half the values (50%) lie on each side when it is
cut into half at the highest point.
 It has got two determinants Mean (µ) and
Standard Deviation (δ).
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**The beauty of the normal curve:

EMPIRICAL RULE
No matter what  and  are,

the area between - and + is about 68%;

the area between -2 and +2 is about 95%; and

the area between -3 and +3 is about 99.7%.

Almost all values fall within 3 standard deviations.

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68-95-99.7 Rule

68% of
the data

95% of the data

99.7% of the data

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Normal curve Mean = 66 and S.D. = 11

99.7%

68 %

95%

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Check some example data:
The mean weight of the 120 runners = 127.8
The standard deviation (SD) = 15.5
 68% of 120 = .68x120 = ~ 82 runners
In fact, 79 runners fall within 1-SD (15.5 lbs) of the mean.

112.3 127.8 143.3

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20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS

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 95% of 120 = .95 x 120 = ~ 114 runners
In fact, 115 runners fall within 2-SD’s of the mean.

96.8 127.8 158.8

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS

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 99.7% of 120 = .997 x 120 = 119.6 runners
In fact, all 120 runners fall within 3-SD’s of the
mean.

81.3 127.8 174.3

25

20

P
e 15
r
c
e
n 10
t

0
80 90 100 110 120 130 140 150 160
POUNDS

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Example
Suppose SAT scores roughly follows a normal distribution
in the U.S. population of college-bound students (with range
restricted to 200-800), and the average math SAT is 500
with a standard deviation of 50, then:
What % of students will have scores between 450 and 550
What % will be between 400 and 600
What % will be between 350 and 650

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Answer
Suppose SAT scores roughly follows a normal distribution
in the U.S. population of college-bound students (with range
restricted to 200-800), and the average math SAT is 500
with a standard deviation of 50, then:
68% of students will have scores between 450 and 550
95% will be between 400 and 600
99.7% will be between 350 and 650

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 The Standard Normal Distribution (Z)
All normal distributions can be converted into the
standard normal curve by subtracting the mean and
dividing by the standard deviation:

X 
Z


Somebody calculated all the integrals for the standard

normal and put them in a table! So we never have to
integrate!
Even better, computers now do all the integration. 18
  The z-score
 Tells us how many standard deviations

there are between the selected score (x) and

the Mean (µ)

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20
 Example
500 575
For example: What’s the probability of getting a math SAT score of 575 or less, =500 and =50?

X  575  500
Z  Z  1.5
 50
i.e., A score of 575 is 1.5 z standard deviations above the mean

Look up Z= 1.50 in standard normal chart (0.4332+ 0.5)

= .9332

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22
 Another Example
Suppose the scores in a test have a normal distribution with
mean 70 and standard deviation equal to 5. assume the
students need to get at least 60 in the test to pass the
course.
What percent of the students who take this test are able to

pass the course?

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 X 
Formula Z 


Z Score = 60 - 70 / 5 = - 2
The area under the curve between mean and -2 is 0.4772, and to the
right side is 0.5, we add the 0.4772 and 0.5 and it comes to 0.9772.
thus 97.72% students are able to pass.

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 60 70
-2 STUDENTS PASSING
Formula X 
Z 


Z Score = 60 - 70 / 5 = - 2
The area under the curve between mean and -2 is 0.4772, and to the
right side is 0.5, we add the 0.4772 and 0.5 and it comes to 0.9772.
thus 97.72% students are able to pass.

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Contd
What percent of the students who take this test are
able to pass the course with a score of at least 65?
Solution

X 
Formula Z Score Z 


Mean is 70 and S.D. is 5

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 Z Score = 65 - 70 / 5 = - 1
The area corresponding to -1 is 0.3413, thus adding 0.5 and 0.3413
is 0.8413 or 84.13% students are able to get at least 65 or more
score

Mean is 70 and S.D. is 5

0.3413
0.5

-1

Students getting more than 65% marks

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 Contd
What percent of the students who take this test are able to
get score between 60 and 75? Mean = 70, S.D. = 5

X 
Formula; Z Score Z 


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 Z Score1 = X1 - µ / S.D
60 – 70 / 5 = -2
Z Score2 = X2 - µ / S.D
From tableArea1 = 0.4772
75 – 70 / 5 = 1
From table Area2 = 0.3413
0.3413
0.4772

60 70 75

Adding the 2 areas under the curve we get 0.8185 or 81. 85%
students score between 60 and 75
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30
 Example 2: Z-Score Population
Mean IQ Score = 100 and Standard deviation = 15
Formula:- Z = (X – μ) / σ

If IQ score of a person is 110,

how do you compare him to the
rest of people?

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 Example 2: Z-Score Population
Mean IQ Score = 100 and Standard deviation = 15
Formula:- Z = (X – μ) / σ

If IQ score of a person is 110,

how do you compare him to the
rest of people?

Z = (110 – 100) / 15

Z = 0.67
100 110
IQ Scores

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O

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With an IQ of 110, your Z-Score is + 0.67
• Go to Z-Score Table and find ‘z’ score for .67
• The area between the z-score and the mean is .2486
• We know that the area up to the mean is .50, and we know that
our score was above the mean, so we add the two numbers to get a
total area of .7486
• Therefore, your percentile rank in terms of IQ is 74.86, which
means that you scored equal to or greater than 74.86% of the
population

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Assume that the mean weight of American males between 21 and 30 years old is
156 pounds with a standard deviation of 8 pounds.

If you select a male at random, what is the probability that his

weight will be 160 pounds or more

X 
Z 


156 160 or
more

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Assume that the mean weight of American males between 21 and 30 years old is
156 pounds with a standard deviation of 8 pounds.
If you select a male at random, what is the probability that his
weight will be 160 pounds or more
X 
Z 

Z Score = 160 - 156 / 8
Z Score = 4/ 8 = 0.5
0.5 on the Z-table = 0.1915
156
160 or
0.5 – 0.1915 = 0.3085
more

Probability that mean weight of American males

between 21 and 30 years old will be 160 pounds or
more is about 31% 36
Tutorial
If birth weights in a population are normally distributed
with a mean of 109 oz and a standard deviation of 13
oz,
a. What is the chance of obtaining a birth weight of 131 oz
or heavier when sampling birth records at random?
b. What is the chance of obtaining a birth weight of 121 or
lighter?

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Answer
a. What is the chance of obtaining a birth weight of 141
oz or heavier when sampling birth records at random?

109

X  131  109 141

Z 

Z  1.69
13

1.69

2.46 corresponds to a right tail (greater than) area of: P(Z≥)1.69 = (.45)= thus
subtracting 0.45 from 0.5 we get 0.05 or 5 %
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39
Answer
b. What is the chance of obtaining a birth weight of 121 or
lighter?

X  121  109 109

Z 
 Z  .92
13 121

0.92
Z of .92 corresponds to a left tail area of: P(Z ≤ .92)
= .3212 or 32.12% and adding with 50% we get = 82.12%
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 HOME WORK 1:
How to determine what proportion of a normal
population lies above/below a certain level

If distribution of Hobbit heights

is normal with mean = 120 cm,
The average
SD = 20
height of
Hobbit = 120 cm
What is probability of finding a
Hobbit taller than 125 cm??

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Home work 2
If the cholesterol level of men in the community is
normally distributed with a mean of 160 and standard
deviation of 30. identify any outliers from among the
following measurements.

a)248 b) 255 c) 197 d) 300

e) 99 f) 79 g) 89 h) 59

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Thank You

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 Home Work 1
A researcher was interested in studying the average income of
household in Pakistan. A random sample of size 1000 household
was selected. The average income of these household was Rs 3000
per month.
 What is your population? household in Pakistan
 What is your sample? 1000 household
 What is your measurement of interest? income of household
 What type of measurement are you dealing with? Continuous
 What is the parameter of interest? average income of household in Pakistan
 What is the estimate for parameter in the population? Rs 3000 per month
 If you are asked to select a random sample of 1000 household from the
population. what would be your strategy to select a representative sample?
Explain.
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HOME WORK 2
The following are weight losses in pounds of 25 persons who
enrolled in a five-week weight control programme:
8,7,10,11,10,2,3,11,6,4,8,12,9,12,5,2,11,8,3,6,9,7,9,8,3.
Construct a frequency table with four class intervals of 3 units
each.
Construct a histogram of the weight losses
Construct a frequency polygon.
What was the most common weight loss?

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 Frequency table
patient’s age with heart disease
Class limits age Frequency Relative Cumulative Cumulative relative
(years) frequency frequency frequency

2 – 5 years 6 6/25 = 0.2 6 6/25 = 0.2

5 – 8 years 5 5/25 = 0.2 11 11/25 = 0.4

8 – 11 years 9 9/25 = 0.4 20 20/25 = 0.8

11 – 14 years 5 5/25 = 0.2 25 25/25 = 1.0

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 Home work 3 Number of babies
born per day
(days)

Data presented in the following 0 6

table represent the number of 1 2
babies born per day in a maternity
2 9
home.
3 4
Calculate the mean number of 4 5
babies born per day 5 3
Calculate the range and standard
6 1
deviation of the number of babies
born per day in the month? Total 30
Also calculate X ± S
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X = # of f = frequency (f * x) (X – )2 f (X – )2
babies
0 6 0 (0 – 2.43)2= 5.9 5.9 * 6 = 35.4

1 2 2 (1 – 2.43)2 = 2.04 2.04 * 2 = 4.08

2 9 18 (2 –2.43)2 = 0.18 0.18 * 9 = 1.62

3 4 12 (3 – 2.43)2 = 0.32 0.32 * 4 = 1.28

4 5 20 (4 – 2.43)2 = 2.46 2.46 * 5 = 12.3

5 3 15 (5 – 2.43)2 = 7.3 7.3 * 3 = 21.9

6 1 6 (6 – 2.43)2 = 12.74 12.74 * 1 = 12.74

30 days 73
 f X / n
Mean = 73/30 = 2.43 89.32 48
Mean and S.D. from group data
 Formula for Mean

= f Xi / n
= 73 / 30 = 2.43
 Formula for variance

S2 =  f (Xi - )2 / n-1
= 89.32 / 30 – 1
= 89.32 / 29 = 3.08
Take square root of 3.08 to get S.D.
S.D. = 1.75
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 Calculate the normal deviate
- Any point on normal curve
- Here, 130 cm Mean

Xi - 
Z=

- Normal deviate SD
- Test statistic

Z = (125-120)/20 = 1.0

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P (probability) (Xi >130 cm) = Z = 0.1915
Total area to the right of mean is 50% or 0.5 and
we subtract 0.3413, thus we get 0.1587, or there is
15.87% probability of getting a hobbit of more
than 125 cm. height

0.3413
0.5
0.1587

1.0
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