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Topic 9
The Normal Distribution and Z scores

In Topic 5, the shapes of distributions were introduced. One particular shape is the bell-shaped
distribution. This distribution is symmetric, and the mean, median, and mode are all equal (located at
the center). The distribution looks like this:

This distribution is also called the normal distribution. Data like heights of people, quiz scores, weights
of canned goods, and the like are usually normally distributed. Most of the scores cluster around a
central value which is the mean and that is the reason why the peak is at the center. The parameters
of the normal distribution are the mean and the variance. The variance is the area under the curve.
The standard deviation, the square root of the variance, is the average distance of the values to the
left and to the right of the mean. These parameters’ relationship can be explained by the Empirical
Rule.

The Empirical Rule states that, for a normal distribution,

68% of the observations lie within the interval [𝝁 − 𝟏𝝈, 𝝁 + 𝟏𝝈] or within 1 standard
deviation of the mean
95% of the observations lie within the interval [𝝁 − 𝟐𝝈, 𝝁 + 𝟐𝝈] or within 2 standard
deviations of the mean
99.7% of the observations lie within the interval [𝝁 − 𝟑𝝈, 𝝁 + 𝟑𝝈] or within 3 standard
deviations of the mean

https://andymath.com/normal-distribution-empirical-rule/

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Example

Given an approximately normal distribution with a mean of 60 and a standard deviation of 10, draw
a bell-shaped curve and label it with the appropriate values according to the Empirical Rule.

30 40 50 60 70 80 90

Example

The scores in the Biostatistics midterm exam are normally distributed with mean of 45 and variance
equal to 49. Answer the following questions.

1. Use the Empirical Rule to find the intervals where 68.3%, 95.4%, and 99.7% of the scores lie.
Answer: Given 𝜇 = 45, 𝜎 2 = 49 → 𝜎 = 7

68 %: [𝜇 − 1𝜎, 𝜇 + 1𝜎] = [45 − 1(7), 45 + 1(7)] = [38, 52]

95 %: [𝜇 − 2𝜎, 𝜇 + 2𝜎] = [45 − 2(7), 45 + 2(7)] = [31, 59]
99.7%: [𝜇 − 3𝜎, 𝜇 + 3𝜎] = [45 − 3(7), 45 + 3(7)] = [24, 66]

2. What percent of the scores are less than 52?

Answer: 84%
Answer on your own:
3. What percent of the scores are greater than 52?
4. What percent of the scores are greater than 31?
5. What percent of the scores are less than 24?
6. What percent of the scores are between 31 and 66?
7. What percent of the scores are less than the mean?

Example

A normal distribution has 𝜇 = 5 and 𝜎 = 2. What percent of the values are within the interval
[−1, 11]?
Answer: We know that the interval is [𝜇 − 𝑘𝜎, 𝜇 + 𝑘𝜎] for 𝑘 = 1,2,3.
𝐼𝑓 𝑘 = 1: [𝜇 − 1𝜎, 𝜇 + 1𝜎] = [5 − 1(2), 5 + 1(2)] = [3, 7]
𝐼𝑓 𝑘 = 2: [𝜇 − 2𝜎, 𝜇 + 2𝜎] = [5 − 2(2), 5 + 2(2)] = [1, 9]
𝐼𝑓 𝑘 = 3: [𝜇 − 3𝜎, 𝜇 + 3𝜎] = [5 − 3(2), 5 + 3(2)] = [−1, 11] → 99.7%

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Z scores

A 𝒁 score is computed if one wants to determine how a data value 𝑥 relates to the mean 𝜇 of the
observations in a group in terms of standard deviations 𝜎 from the mean. The 𝑍 score is a
standardized value which can be used for comparison from one data set to another. This is given by
the formula
𝒙−𝝁
𝒁=
𝝈
Example

The scores in the quiz (which are approximately normal) of 500 students have a mean of 52 and
standard deviation equal to 2. Maliah, Ben, and Jean’s scores are 58, 47, and 54, respectively.
Compute their 𝑍 scores and interpret.

Given: 𝑛 = 500 𝜇 = 52 𝜎=2 𝑥𝑀𝑎𝑙𝑖𝑎ℎ = 58 𝑥𝐵𝑒𝑛 = 47 𝑥𝐽𝑒𝑎𝑛 = 54

𝒙𝑴𝒂𝒍𝒊𝒂𝒉 −𝝁 𝟓𝟖−𝟓𝟐 𝟔
Maliah: 𝒁= 𝝈
= 𝟐 =𝟐=𝟑
𝒙𝑩𝒆𝒏 −𝝁 𝟒𝟕−𝟓𝟐 −𝟓
Ben: 𝒁= = = = −𝟐. 𝟓
𝝈 𝟐 𝟐
𝒙𝑱𝒆𝒂𝒏 −𝝁 𝟓𝟒−𝟓𝟐 𝟐
Jean: 𝒁= 𝝈
= 𝟐 =𝟐=𝟏

Maliah’s score is 3 standard units higher than the mean score of the quiz whereas Ben’s score is 2.5
standard units lower than the mean score of the quiz. Jean’s score is 1 standard unit higher than the
mean. We can say that Maliah’s performance is better than Ben’s and Jean’s.

The Standard Normal Distribution

The standard normal distribution is a normal distribution with parameters 𝜇 = 0 and 𝜎 2 = 1. Finding
areas under the normal curve is easier when the 𝑥’s are standardized, i.e., when you transform them
into 𝑍 scores first and then refer them to the 𝑍 table. It can answer questions like “What is the
percentage of the examinees having scores lower than Maliah’s score in the quiz?” or “What is the
probability of having scores greater than Ben’s score?”

Normal distribution, parameters 𝜇 and 𝜎 2 Standard Normal distribution, parameters 𝜇 = 0 and 𝜎 2 = 1

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Finding probabilities under the standard normal curve

We are now going to find areas under the standard normal curve of which the whole area is equal to
1. That is, we want to find probabilities bounded by the indicated 𝑍 values. A 𝑍 table or a standard
normal table is needed for this. (A 𝑍 table is provided as a separate file at the VLE.)

𝑷(𝒁 ≤ 𝒛)

Case 1. 𝑷(𝒁 ≤ 𝒛), 𝒛 𝒊𝒔 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆.

Example: Find 𝑷(𝒁 < 𝟏. 𝟏𝟒). Take note that we can use < and ≤ or > 𝑎𝑛𝑑 ≥ interchangeably.

1.14 = 1.1 + 0.04 so 𝑷(𝒁 < 𝟏. 𝟏𝟒) = 𝟎. 𝟖𝟕𝟐𝟖𝟔

On your own, find:

• 𝑃(𝑍 < 0.39) = ___________

• 𝑃(𝑍 < 3.11) = ___________

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Case 2. 𝑷(𝒁 ≤ 𝒛), 𝒛 𝒊𝒔 𝒏𝒆𝒈𝒂𝒕𝒊𝒗𝒆.

Example: Find 𝑷(𝒁 ≤ −𝟐. 𝟖𝟔)

−2.86 = −2.8 − 0.06 𝑷(𝒁 ≤ −𝟐. 𝟖𝟔) = 𝟎. 𝟎𝟎𝟐𝟏𝟐

Use " − “ when you are dealing with negative Z’s.

On your own, find:

• 𝑃(𝑍 < −2.19) = ___________

• 𝑃(𝑍 < −0.31) = ___________

Case 3. 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ), 𝒛𝟏 𝒂𝒏𝒅 𝒛𝟐 𝒃𝒐𝒕𝒉 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆.

Note: 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ) = 𝑷(𝒁 ≤ 𝒛𝟐 ) − 𝑷(𝒁 ≤ 𝒛𝟏 )

Example: Find 𝑷(𝟎. 𝟒𝟑 < 𝒁 < 𝟏. 𝟎𝟔)

𝑷(𝟎. 𝟒𝟑 < 𝒁 < 𝟏. 𝟎𝟔) = 𝑷(𝒁 < 𝟏. 𝟎𝟔) − 𝑷(𝒁 < 𝟎. 𝟒𝟑)

= 𝟎. 𝟖𝟓𝟓𝟒𝟑 − 𝟎. 𝟔𝟔𝟔𝟒𝟎 = 𝟎. 𝟏𝟖𝟗𝟎𝟑

On your own, find:

• 𝑃(1.15 < 𝑍 < 2.33) = ___________

• 𝑃(2.69 < 𝑍 < 3.00) = ___________

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Case 4. 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ), 𝒛𝟏 𝒂𝒏𝒅 𝒛𝟐 𝒃𝒐𝒕𝒉 𝒏𝒆𝒈𝒂𝒕𝒊𝒗𝒆

Note: 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ) = 𝑷(𝒁 ≤ 𝒛𝟐 ) − 𝑷(𝒁 ≤ 𝒛𝟏 )

Example: Find 𝑷(−𝟑. 𝟐𝟓 < 𝒁 < −𝟐. 𝟗𝟎)

𝑷(−𝟑. 𝟐𝟓 < 𝒁 < −𝟐. 𝟗𝟎) = 𝑷(𝒁 < −𝟐. 𝟗𝟎) − 𝑷(𝒁 < −𝟑. 𝟐𝟓)

= 𝟎. 𝟎𝟎𝟏𝟖𝟕 − 𝟎. 𝟎𝟎𝟎𝟓𝟖 = 𝟎. 𝟎𝟎𝟏𝟐𝟗

On your own, find:

• 𝑃(−2.05 < 𝑍 < −0.33) = ___________

• 𝑃(−0.99 < 𝑍 < −0.01) = ___________

Case 5. 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ), 𝒛𝟏 < 𝟎 𝒂𝒏𝒅 𝒛𝟐 > 𝟎

Note: 𝑷(𝒛𝟏 ≤ 𝒁 ≤ 𝒛𝟐 ) = 𝑷(𝒁 ≤ 𝒛𝟐 ) − 𝑷(𝒁 ≤ 𝒛𝟏 )

Example: Find 𝑷(−𝟑. 𝟎𝟎 < 𝒁 < 𝟏. 𝟖𝟗)

𝑷(−𝟑. 𝟎𝟎 < 𝒁 < 𝟏. 𝟖𝟗) = 𝑷(𝒁 < 𝟏. 𝟖𝟗) − 𝑷(𝒁 < −𝟑. 𝟎𝟎)

= 𝟎. 𝟗𝟕𝟎𝟔𝟐 − 𝟎. 𝟎𝟎𝟏𝟑𝟓

= 𝟎. 𝟗𝟔𝟗𝟐𝟕

On your own, find:

• 𝑃(−3.05 < 𝑍 < 0.83) = ___________

• 𝑃(−0.69 < 𝑍 < 2.00) = ___________

Case 6. 𝑷(𝒁 ≥ 𝒛)

Note: 𝑷(𝒁 ≥ 𝒛) = 𝟏 − 𝑷(𝒁 ≤ 𝒛)

or 𝑷(𝒁 ≥ 𝒛) = 𝑷(𝒁 ≤ −𝒛) → due to symmetry of the distribution

Example: Find 𝑷(𝒁 > 𝟐. 𝟎𝟑)

𝑷(𝒁 > 𝟐. 𝟎𝟑) = 𝟏 − 𝑷(𝒁 < 𝟐. 𝟎𝟑) = 𝟏 − 𝟎. 𝟗𝟕𝟖𝟖𝟐 = 𝟎. 𝟎𝟐𝟏𝟏𝟖

or since the distribution is symmetric, then

𝑷(𝒁 > 𝟐. 𝟎𝟑) = 𝑷(𝒁 < −𝟐. 𝟎𝟑) = 𝟎. 𝟎𝟐𝟏𝟏𝟖

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Example: Find 𝑷(𝒁 > −𝟐. 𝟏𝟐)

𝑷(𝒁 > −𝟐. 𝟏𝟐) = 𝟏 − 𝑷(𝒁 < −𝟐. 𝟏𝟐) = 𝟏 − 𝟎. 𝟎𝟏𝟕𝟎𝟎 = 𝟎. 𝟗𝟖𝟑𝟎𝟎

or since the distribution is symmetric, then

𝑷(𝒁 > −𝟐. 𝟏𝟐) = 𝑷(𝒁 < −(−𝟐. 𝟏𝟐)) = 𝑷(𝒁 < 𝟐. 𝟏𝟐) = 𝟎. 𝟗𝟖𝟑𝟎𝟎

On your own, find:

• 𝑃(𝑍 > −0.39) = ___________

• 𝑃(𝑍 > 2.50) = ___________

Examples

• What is the percentage of the examinees having scores lower than Maliah’s score in the quiz?
Given: 𝑛 = 500 𝜇 = 52 𝜎=2 𝑥𝑀𝑎𝑙𝑖𝑎ℎ = 58

Find 𝑃(𝑋 < 58). Transform Maliah’s score into a 𝑍 score first.

𝑋−52 58−52
𝑃( < ) = 𝑃(𝑍 < 3) = 0.99865 → 99.865% of 500 examinees have scores lower
2 2
than Maliah’s score.

• How many examinees have scores larger than Ben’s score?

Given: 𝑛 = 500 𝜇 = 52 𝜎=2 𝑥𝐵𝑒𝑛 = 47

Find 𝑃(𝑋 > 47). Transform Ben’s score into a 𝑍 score first.

𝑋−52 47−52
𝑃( 2
> 2
) = 𝑃(𝑍 > −2.5) = 𝑃(𝑍 < 2.5) = 0.99379

Number of examinees having scores larger than Ben’s score = 0.99379 ∗ 500 = 497

• How many examinees have scores between the mean and Jean’s score?
Given: 𝑛 = 500 𝜇 = 52 𝜎=2 𝑥𝐽𝑒𝑎𝑛 = 54

Find 𝑃(52 < 𝑋 < 54). Transform the values into 𝑍 scores first.

𝑋−52 54−52 𝑋−52 52−52

𝑃(52 < 𝑋 < 54) = 𝑃(𝑋 < 54) − 𝑃(𝑋 < 52) = 𝑃 ( < )−𝑃( < )
2 2 2 2
= 𝑃(𝑍 < 1) − 𝑃(𝑍 < 0) = 0.84134 − 0.5000 = 0.34134

Number of examinees having scores between the mean and Jean’s score= 0.34134 ∗ 500 = 17

• If the passing score is 50, how many made it through?

Given: 𝑛 = 500 𝜇 = 52 𝜎=2 𝑥𝑝𝑎𝑠𝑠𝑖𝑛𝑔 𝑠𝑜𝑟𝑒 = 50

Find 𝑃(𝑋 ≥ 50). Transform the passing score into a 𝑍 score first.

𝑋−52 50−52
𝑃(𝑋 ≥ 50) = 𝑃 ( 2
≥ 2
) = 𝑃(𝑍 ≥ −1) = 𝑃(𝑍 < 1) = 0.84134

Number of examinees who passed the exam = 0.84134 ∗ 500 = 421

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Example: Find the value of 𝒂 if 𝑷(𝒁 < 𝒂) = 𝟎. 𝟔𝟔𝟐𝟕𝟔

Locate 0.66276 in your 𝑍 table. Add 0.4 and 0.02 0.4 + 0.02 = 0.42 Then 𝒂 = 𝟎. 𝟒𝟐.

Example: Find the value of 𝒃 if 𝑷(𝒁 < 𝒃) = 𝟎. 𝟎𝟎𝟎𝟐𝟏.

Locate 0.00021 in your 𝑍 table. → −3.5 − 0.03 = −3.53 Then 𝒃 = −𝟑. 𝟓𝟑

Example: Find the value of 𝒂 if 𝑷(𝟎 < 𝒁 < 𝒂) = 𝟎. 𝟒𝟑𝟕𝟎

𝑃(0 < 𝑍 < 𝑎) = 0.4370

𝑃(𝑍 < 𝑎) − 𝑃(𝑍 < 0) = 0.4370
𝑃(𝑍 < 𝑎) = 0.4370 + 𝑃(𝑍 < 0)
= 0.4370 + 0.5000

𝑃(𝑍 < 𝑎) = 0.9370….so 𝒂 = 𝟏. 𝟓𝟑

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Example: Find the value of 𝒂 if 𝑷(−𝒂 ≤ 𝒁 ≤ 𝒂) = 𝟎. 𝟗𝟓

Since we are dealing with the area 𝑷(−𝒂 ≤ 𝒁 ≤ 𝒂) = 𝟎. 𝟗𝟓, then the remaining area is 𝟏 − 𝟎. 𝟗𝟓 =
𝟎. 𝟎𝟓. We divide 𝟎. 𝟎𝟓 by 𝟐 since there are two sides to account for, resulting to 𝟎. 𝟎𝟐𝟓. Next, we
need to locate the probability 𝟎. 𝟎𝟐𝟓 in the 𝑍 table such that 𝑷(𝒁 ≤ −𝒂) = 𝟎. 𝟎𝟐𝟓.

We find that −𝒂 = −𝟏. 𝟗𝟔, therefore, 𝒂 = 𝟏. 𝟗𝟔. Try checking if indeed 𝑷(−𝟏. 𝟗𝟔 ≤ 𝒁 ≤ 𝟏. 𝟗𝟔) =
𝟎. 𝟗𝟓.

On your own,

• find a if 𝑃(𝑍 ≥ 𝑎) = 0.88493

• find b if 𝑃(𝑍 ≤ 𝑏) = 0.94950

• find c if 𝑃(𝑐 ≤ 𝑍 ≤ 1.96) = 0.005

• find d if 𝑃(𝑍 ≥ 𝑑) = 0.70884

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