The Normal Distribution

The Empirical Rule: 65%-95%-99.7%

The Normal Distribution is defined by the density function:

1 (𝑥−𝜇)2
−
𝑓(𝑥) = 𝑒 2𝜎2
𝜎 √2𝜋
The Normal Curve possesses the following properties:
1. The curve is bell-shaped and symmetric about the vertical axis through mean
(population).
2. The total area under the curve is 1.
3. The Mean, Median, and Mode are equal.
4. The curve extends from the mean in both directions toward infinity.
5. The curve has a single peak
6. The mean (average) lies at the center of the distribution.

Compiled by: Robert Jay N. Angco

The following diagram illustrates three various normal curves for different means and
standard deviation.

a. Normal curves with equal standard deviations but with different means.

b. Normal curves with unequal standard deviations but with equal means.

c. Normal curves with unequal standard deviations and unequal means.

The Z-score
Here, the X-score is transformed into a Z-score. Z is called the standard normal
random variable with mean equals 0 and standard deviation equals 1.
Z score tells us the number of standard deviations a score lies above or below its
mean. A positive Z-score is located above the mean and a negative Z-score is below the mean.
It is given by:
𝑥−𝜇
𝑧=
𝜎
Example 1.
A student got a grade of 58 in Psychology and 49 in Statistics. In his Psychology class, the
mean grade was 55 with a standard deviation of 6. On the other hand, the mean grade of his

Compiled by: Robert Jay N. Angco

Statistics class was 45 with a standard deviation of 4. In which of the two subjects did the
student perform better?

Solution:
Computing the Z-scores for each subject:

Graphically,

Thus, the student performs better in Statistics than in Psychology.

There are instances when X lies between two values X1 and X2. In this case, the random
variable Z will fall between the corresponding values.

Compiled by: Robert Jay N. Angco

Note:
In the X curve, the mean and standard deviation values are base from the raw scores given,
while in the Z curve, X values are converted to Z. Also, the value of the mean in the Z curve is
always zero.

Example 2, find:
2.1 P(Z<1.65)
2.2 P(-1.23<Z<1.54)
2.3 P(Z>2.46)

Solution:
Since the values are already converted to Z, we shall locate the values in the Z table right
away.
2.1 P(Z<1.65) = 0.9505

Compiled by: Robert Jay N. Angco

Graphically using the z-curve

Therefore, the area to the left of Z= 1.65 is about 95.05% of the total area under the curve.

2.2 P(-1.23<Z<1.54)

Compiled by: Robert Jay N. Angco

Graphically,

Therefore, the area of the standard normal curve between Z=-1.23 and Z=1.54 is about
82.89% of the total area under the curve.

2.3 P(Z>2.46)

Here, since the total area under the curve is 1 already, then

Exercise (Do it Yourself)

The IQ of 100 college students in CTU are found to be normally distributed with mean 105
and a standard deviation of 8.
a. If a student’s IQ score is 90, what is the probability that another student randomly
selected has an IQ score less than 90?
b. How many students have IQ scores below 90?
c. How many students have IQ scores between 80 and 110?
d. What is the probability that a student selected at random will have an IQ score
greater than 100?
Show the x-curve and the z-curve.

Compiled by: Robert Jay N. Angco