NORMAL DISTRIBUTION

ENG2015
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The Normal Distribution, also called the Gaussian distribution, is a continuous probability
distribution and most commonly used in statistical analysis. If graphed, the curve takes a distinct bell-
shaped and symmetrical form, called the normal curve.

The mathematical equation of the normal variable depends on two parameters, 𝜇 𝑎𝑛𝑑 𝜎, the
mean and standard deviation. The values of the density function of 𝑋 is denoted by 𝑛(𝑥; 𝜇, 𝜎).

PROPERTIES OF THE NORMAL CURVE

1. Mode occurs at 𝑥 = 𝜇.
2. The curve is symmetric about a vertical axis through
the mean, 𝜇.
3. The total area under the curve and above the horizontal
axis is equal to one.
4. The curve approaches the horizontal axis asymptotically
in either direction away from the mean.

AREA UNDER THE NORMAL CURVE

The probability of the continuous random variable 𝑋 is

the area under the normal curve bounded by two ordinates
𝑥1 𝑎𝑛𝑑 𝑥2.

𝑃 (𝑥1 < 𝑋 < 𝑥2)

To find the area under the normal curve, convert the normal distribution into a standard normal
distribution. All observations of any normal random variable 𝑋 are transformed to a new set of normal
random variable 𝑍 with a mean of zero and variance one. The formula is as follows:
𝑥−𝜇
𝑍=
𝜎

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 𝑍 is the number of standard deviations a given point is from the mean after a normal distribution
has been standardized. It follows then that the probability of the random variable 𝑍 is the area under the
standard normal curve bounded by two ordinates, 𝑧1 𝑎𝑛𝑑 𝑧2.

𝑃 (𝑧1 < 𝑍 < 𝑧2)

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Example 1:

Assume the numbers in the x-axis represent scores of students in a test. The average score is 50 and
standard deviation of 4. Find the z value for a test score of 42 and 58.

Given: 𝜇 = 50
𝜎=4

Required: 𝑧 𝑣𝑎𝑙𝑢𝑒𝑓𝑜𝑟 42 𝑎𝑛𝑑 58

Solution:
42−50
a) 𝑧 =
4
𝑧 = −2
38 42 46 50 54 58 62 x
58−50
b) 𝑧=
4
-3 -2 -1 0 1 2 3 Z 𝑧=2

Notice that the value of x = 42 has an equivalent z-value of -2 when standardized with a mean of zero.
The same is true for an x-value of 58 with a z-value of 58.

Example 2:

Given a random variable having a normal distribution with 𝜇 = 50 and 𝜎 = 10, find the probability that
X assumes a value between 45 and 62.

Solution:

Using the equation 𝑍 = 𝑥−𝜇, we get values of 𝑧 1 = −0.5 𝑓𝑜𝑟 𝑥1 = 45 ,

𝜎
and 𝑧2 = 1.2 𝑓𝑜𝑟 𝑥2 = 62.

𝑃(𝑥1 < 𝑋 < 𝑥2) = 𝑃(𝑧1 < 𝑍 < 𝑧2)

𝑃(45 < 𝑋 < 62) = 𝑃(−0.5 < 𝑍 < 1.2)

From the table: (Note that the table values represent area to the LEFT of the z-score)

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 From the table, 𝑃(𝑧2 < 1.2) = 0.8849 ;

𝑃(𝑧1 < −0.5) = 0.3085

These areas are to the left of the z scores, hence,

𝑃(−0.5 < 𝑍 < 1.2) = 𝑃(𝑧2 < 1.2) − 𝑃(𝑧1 < −0.5)
= 0.8849 − 0.3085
= 0.5764
𝑧1 0 𝑧2

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Example 3:

Given a normal distribution with 𝜇 = 40 and 𝜎 = 6, determine the value of x that has
a) 45% of area to the left, and
b) 14% of area to the right.

Solution:
a) The process is reversed by beginning with a known area or probability. Find first the z value from
𝑥−𝜇
the table, and then determine x by rearranging the formula 𝑧 = .
𝜎

Area =0.45

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From the table, a z-value with an area of 0.45 = -0.13,
𝑃(𝑧 < −0.13) = 0.4483,
hence 𝑥 = 𝜎𝑧 + 𝜇
𝑥 = 6(−0.13) + 40
𝑥 = 39.22

b) 14% to the right, so the area to the left is 1 − 0.14 = 0.86

From the table, 𝑃(𝑧 < 1.08) = 0.86

𝑥 = 𝜎𝑧 + 𝜇
𝑥 = 6(1.08) + 40
𝑥 = 46.48

Area = 0.14

PROBLEMS:

1. Find the area under the normal curve:

a) From z=0 to z = 1.25
b) To the right pf z = -1.25
c) From z= -1. 25 to 2.70
d) From z = 1.21 to 1.28
e) A(-2.98< z < -2.19 )

2. Given a normal distribution with 𝜇 = 40 and 𝜎 = 6, find the value of x that has
a) 38% of the area to the left
b) 5% of the area to the right.

3. A certain type of battery lasts, on average, 3.0 years with a standard deviation of 0.5 year.
Assuming that battery life is normally distributed, find the probability that a given battery will
last less than 2.3 years.

4. A certain machine produces components having a mean length of 15 cm. As a result of

measuring samples of these components, it is found that the standard deviation is 0.2 cm. A test
is carried out on a sample to check whether the data on the lengths of the components is
normally distributed and it is found that this is so, determine the number of components likely
to
a) have a length of less than 14.95 cm in a batch of 1000 components, and
b) be between 14.95 cm and 15.15 cm long in a batch of 1000 components.

Answers:
1. a) 0.3944, b) 0.8944, c) 0.8909, d) 0.0128, e) 0.0129
2. a) 38.14, b) 49.87
3. 0.0808 4. a) 402 components, b) 373 components

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