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CHAPTER 2: Normal Distribution

Objectives:
 Illustrate a random variable and its properties;
 Construct a normal curve ; and
 Identify regions under normal curve corresponding to different standard normal variables.

The most important and most widely used among continuous distributions in Statistics is the normal distribution.
Normal distribution is often used in the natural and social sciences. Abraham de Moivre, an 18 th century statistical,
first developed the normal distribution as an approximation to the binomial distribution. Karl Gauss also developed
the concept of the normal curve from his study of errors of repeated measurements of objects. Thus, the normal
distribution is sometimes referred to as normal curve of errors or the Gaussians distribution.
In this unit, the characteristics of the normal distribution, the procedures on how to identify regions under the normal
curve, how to convert a normal random variables to standard normal variable curve and vice versa.

Lesson 2.1: Normal Curve

 The most important continuous probability distribution in the entire field of statistics is the normal
distribution. Its graph, called normal curve, is the bell-shaped curve.
 It lies entirely above the horizontal axis. It is symmetrical, uni-modal, and a asymptotic to the horizontal
axis.
 The area between the curve and the horizontal axis is exactly equal to 1. Half of the area is above the mean
and the remaining half is below the mean.
 It describes approximately many phenomena that occur in nature, industry and research. Physical
measurement in areas such as meteorological experiments, rainfall studies, and measurements of
manufactured parts are often more than adequately explained with a normal distribution.
 Abraham De Moivre in 1773 developed the mathematical equation of the normal curve. The normal
distribution is often referred to as the Gaussian distribution, in honor of Karl Gauss,( 1771-1855) who
also derived its equation from a study of errors in repeated measurements of the same quantity.
2
( x−μ )
Formula p ( x )= 1 e
2
 2σ
σ √2 π
 Z =(z-score or standard score)

Where:
μ=mean
σ =standard deviation
e =2.71828
π =3.14159
* Areas Under Normal Curve- These are the regions under the normal curve.

Example 1: Find the area between z=0 and z=1.48

To find the area here are some steps:

1. Sketch the normal curve


2. Locate the area for z=1.48 from the areas under the Standard Normal Curve table. Proceed down the
column marked z=1.4 until you reach then proceed to the right along this row until you reach the marked 8.
The intersection of the row that contains 1.4 and the column marked 8 is the area. Hence, the area is 0.9306

*note: Using the areas under the Standard Normal Curve table (refer to appendix Statistics and
Probability phoenix publisher) the area is 0.4306
Example 2: Find the area between z=0 and z=1.54

1. Sketch the normal curve

2. Locate the area for z=1.54 from the areas under the Standard Normal Curve table. Proceed down the
column marked z=1.5 until you reach then proceed to the right along this row until you reach the marked 4.
The intersection of the row that contains 1.5 and the column marked 4 is the area. Hence, the area is 0.9382
or 0.4382.

Example 3: Find the area between z=0 and z=-1.65

1. Sketch the normal curve


2. Locate the area for z-1.65 from the areas under the Standard Normal Curve table. Proceed down the column
marked z=1.6 (disregard the negative sign -) until you reach then proceed to the right along this row until
you reach the marked 5. The intersection of the row and the column marked 5 is the area. Hence, the area is
0.9505 or 0.4505.

Example 4: Find the area between z=1.52 and z= 2.5


Let A= area between z=1.52 and z=2.5
A1= area between z=0 and z=1.52
A2= area between z=0 and z=2.5

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4357
A2= 0.4938

Area = A2 - A1 *subtract A1 from A2 since they are on the same location (right z).
= 0.4938 - 0.4357
=0.0581 Hence, the area between z=1.52 and z= 2.5 is 0.0581

Example 5: Find the area between z=-1.5 and z= -2.5


Let A= area between z=-1.5 and z=-2.5
A1= area between z=0 and z=-1.5
A2= area between z=0 and z=-2.5

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4332
A2= 0.4938

Area = A2 - A1 *subtract A1 from A2 since they are on the same location (left z).
= 0.4938 - 0.4332
=0.0606 Hence, the area between z=-1.5 and z= -2.5 is 0.0606

Example 6: Find the area between z=-1.35 and z= 2.95


Let A= area between z=-1.35 and z=2.95
A1= area between z=0 and z=-1.35
A2= area between z=0 and z=2.95

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4115
A2= 0.4984
Area = A1 + A2 * add A1 and A2 since they are not on the same location.
= 0.4115 + 0.4984
=0.9099 Hence, the area between z=-1.35 and z= 2.95 is 0.9099

Example 6: Find the area to the right of z=-1.8


Let A= area to the right of z=-1.8
A1= area between z=0 and z=-1.8
A2= area of the half curve

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4641
A2=0.5

Area = A1 + A2 * add A1 and A2 since they are not on the same location.
= 0.4641 + 0.5
=0.9641 Hence, area to the right of z=-1.8 is 0.9641

Example 7: Find the area to the right of z=1.8


Let A= area to the right of z=1.8
A1= area between z=0 and z=1.8
A2= area of the half curve

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4641
A2=0.5
Area = A2 - A1 * subtract A1 from A2 since they are on the same location (right z).
= 0.5 - 0.4641
=0.0359 Hence, area to the right of z=1.8 is 0.0359

Example 8: Find the area to the left of z=2.32


Let A= area to the left of z=2.32
A1= area of the half curve
A2= area between z=0 and z=2.32

1. Sketch the normal curve


2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.5
A2=0.4898

Area = A2 + A1 * add A2 and A1 since they are not on the same location.
= 0.5 + 0.4898
=0.9898 Hence, area to the left of z=2.32 is =0.9898

Example 9: Find the area to the left of z=-2.32


Let A= area to the left of z=-2.32
A1= area between z=0 and z=-2.32
A2= area of the half curve

1. Sketch the normal curve

2. Locate the area for z-score from the areas under the Standard Normal Curve table

From the table


A1= 0.4898
A2=0.5

Area = A2 - A1 * subtract A1 from A2 since they are on the same location (Left z).

= 0.5 - 0.4898
=0.0102 Hence, area to the left of z=-2.32 is =0.0102

Lesson 2.2 Standard Score

 It is the signed fractional number


of standard deviations by which the value of an
observation or data point is above the mean value of
what is being observed or measured
 Z = (z-score or standard score)
 The z-score is found using the following equations:
x−x̄
For Sample: z=
s

where:
z=Standard score
x=raw score or observed values
x̄ =sample mean
s= sample standard deviation

x−μ
For Sample: z=
σ
where:
z=Standard score
x=raw score or observed values
μ =population mean
σ = sample standard deviation
Symbols:

Example 1: On the final examination in Biology, the sample mean was 75 and the standard deviation was 12.
Determine the standard score of a student who received a score of 60 assuming that the scores are normally
distributed.

x−x̄ 60−75
z= =
s 12
z=-1.25 *this means that 60 is 1.25 standard deviation below the mean.

Example 2: On the final periodic exam is Statistics, the population mean was 70 and the population standard
deviation was 9. Determine the standard score of a student who got a score of 88 assuming that the scores are
normally distributed.

x−μ 88−70
z= =
σ 9
z=2 *this means that 88 is 2 standard deviation below the mean.
Example 3: In a science test, the mean score is 42 and the standard deviation is 5. Assuming the scores are normally
distributed, what percent of the score is

a. Greater than 48?


b. Less than 50?
c. Between 30 and 48?

Here are some steps:


1. Convert the score to z-score.
2. Sketch the normal curve
3. Locate the area of z score from the areas under the Standard Normal Curve table.

A. Greater than 48?


Solution:

Convert the score to z-score.

x−x̄ 48−42
z= =
s 5
z= 1.2

Find the area to the right of z=1.2


Let A= area to the right of z=1.2
A1= area between z=0 and z=1.2
A2= area of the half curve

From the table


A1= .3849
A2=0.5
Area = A2 - A1 * subtract A1 from A2 since they are on the same location (right z).
= 0.5 - 0.3849
=0.1151 Hence, 11.51% of the scores is greater than 48.

B. Less than 50?

Convert the score to z-score.


x−x̄ 50−42
z= =
s 5
z= 1.6

Find the area to the right of z=1.6


Let A= area to the right of z=1.6
A1= area of the half curve
A2= area between z=0 and z=1.6

From the table


A1= 0.5
A2=0.4452
Area = A1 + A2
= 0.5 + 0.4452
=.9452 Hence, 94.52% of the scores is less than 50.
C. Between 30 and 48?

Convert 30 score to z-score.

x−x̄ 30−42
z= =
s 5
z= -2.4

Convert 48 score to z-score.

x−x̄ 48−42
z= =
s 5
z= 1.2

Let A= area between z=-2.4 and z=1.2


A1= area between z=0 and z=-2.4
A2= area between z=0 and z=1.2

From the table


A1= 0.4918
A2=.3849
Area = A1 + A2
= 0.4918+ .3849
=.8767 Hence, 87.67% of the scores between 30 and 48.

---------------------------------------------------------------------------------------------------------------------
ACTIVITY SHEET
Topic/s Covered: CHAPTER 2: Normal Distribution

PERFORMANCE TASK 2

Name:_________________________________________ Strand & Section:___________________

A.
1. Find the area between z=0 and z=1.64

2. Find the area between z=0 and z=-1.64

3. Find the area between z=-1.54 and z=1.64

4. Find the area to the right of z=-1.54

5. Find the area to the left of z=-1.54


B.

1. In a Math test, the mean score is 45 and the standard score deviation is 3. Assuming normality, what is the
probability that a score picked at a random will lie.

a. Above score 60?

b. Below score 48?

2. In a science test, the mean score is


3. and the standard deviation is 3. Assuming the scores are normally distributed, what percent of the score is

a. Greater than 40?

b. Less than 45?

c. Between 40 and 45?

4. In a given normal distribution, the sample mean is 75 and the sample standard deviation is 4. Find the
corresponding standard score of the following values.

1. 69 2. 85 3. 70 4. 65 5. 75

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