NORMAL DISTRIBUTION

The normal distribution or Gaussian distribution is a continuous probability distribution that describes data that
clusters around a mean.

The graph of the associated probability density function is bell-shaped, with a peak at the mean, and is known as the
Gaussian Function or bell curve.

Properties of Normal Distribution

1. The distribution is bell-shaped.

2. The mean, median, and mode are equal and are located at the center of the distribution.
3. The normal distribution is unimodal.
4. The normal distribution curve is symmetric about the mean (the shape are same on both sides).
5. The normal distribution is continuous.
6. The normal curve is asymptotic (it never touches the x axis).
7. The total area under the normal distribution curve is 1.00 or 100%.
8. The area under the part of a normal curve that lies within 1 standard deviation of the mean 68%; within 2
standard deviation, about 95%; and with 3 standard deviation, about 99.7%. (empirical rule)
Standard Normal Distribution
A normal distribution can be converted into a standard normal distribution by obtaining the z value.

A z value is the signed distance between a selected value, designated , and the mean, , divided by the standard
deviation.
It is also called as z scores, the z statistics, the standard normal deviates, or the standard normal values. In
terms of formula:
where: z = z value
𝒙 −𝒙 x = the value of any particular observation or measurement.
𝒛=
𝝈 = the mean of the distribution.
σ = standard deviation of the distribution
Example 1:
Find the area under the standard normal distribution Standard Normal Distribution Table
curve between z = 0 and z = 1.85.
Solution:

0 1.85
P(0  z  1.85) P(0  z  1.85) = 0.4678

1.8+0.05=1.85
Example 2:
Find the area under the standard normal
Standard Normal Distribution Table
distribution curve between z = 0 and z = –1.15.
Solution:

–1.15 0

The area between z = 0 and z = –1.15 or

P(–1.15  z  0) is 0.3749.
Therefore, the area is 0.3749 or 37.49%.
Example 3:
Find the area under the standard
normal distribution curve to the right of z = 1.15
Solution:
0.5000
– 0.3749
0.1251
0.5000

0.3749 0.1251
0.3749

P(0  z  1.15) = 0.3749. The area to the right of z = 1.15 is 0.1251 or 12.51%.
P(z  1.15) = 0.5000 – P(0  z  1.15) ⇒𝑎𝑛𝑠𝑤𝑒𝑟
= 0.5000 – 0.3749
= 0.1251
 Example 4: Example 5:
Find the area under the standard normal Find the area under the standard normal distribution
distribution curve between z = 0.75 and z = 1.85 curve between z = 1.15 and z = –1.85.
Solution: 0.1944 Solution:

0.8427
0.2734

0.1944

0.4678
0.4678 0.3749

P(0  z  1.85) = 0.4678 P(–1.85  z  0) = 0.4678

P(0  z  0.75) = 0.2734 P(0  z  1.15) = 0.3749
P(– 1.85  z  1.15)
P(0.75  z  1.85) = P(0  z  1.85) – P(0  z  0.75) = P(–1.85  z  0) + P(0  z  1.15)
= 0.4678 – 0.2734 = 0.4678 + 0.3749
= 0.1944 = 0.8427
The area is 0.1944 or 19.44% The total area is 0.8427 or 84.27%. ⇒𝑎𝑛𝑠𝑤𝑒𝑟
.
Example 6:
Find the z value such that the area under the standard normal
distribution curve between 0 and z value is 0.3962.
Solution:

0.3962

The z value is 1.26 ⇒𝑎𝑛𝑠𝑤𝑒𝑟

 𝒙 −𝒙
𝒛= where: z = z value
𝝈 x = the value of any particular observation or measurement.
= the mean of the distribution.
Example 1: σ = standard deviation of the distribution

A sample has a mean of 82 and a standard deviation of 3.5. Find the z-score for each value of x.

(a) x = 87 (b) x = 72
87 −82 72 − 82
𝑧= =1.4286⇒𝑎𝑛𝑠𝑤𝑒𝑟 𝑧= ⇒𝑎𝑛𝑠𝑤𝑒𝑟
=− 2.8571
3.5 3.5
Example 2:
A sample has a mean of 75 and a standard deviation of 6. Find the value of x that corresponds to each of these
scores:
(a) (b)
𝑥 −75 𝑥 −75
−2.4= 0.75=
6 6
𝑥=( 0.75 )( 6 )+ 75
𝑥=( −2.4 )( 6 ) +75 𝑥=79.5 ⇒𝑎𝑛𝑠𝑤𝑒𝑟
𝑥=60.6 ⇒𝑎𝑛𝑠𝑤𝑒𝑟
Example 3:
Which x value has the higher value relative to Set A: ⇒𝑎𝑛𝑠𝑤𝑒𝑟
the set of data from which it comes?
Set B: ¿ −3.25
𝑃 ( 𝑥 <18,500 )

APPLICATION OF NORMAL DISTRIBUTION

Example 1:
The average PAG-IBIG salary loan for RFS Pharmacy Inc. employees is ₱23,000.
If the debt is normally distributed with a standard deviation of ₱2,500, find the
probability that the employee owes less than ₱18,500.
Solution: 𝑥− 𝑥
𝑧=
𝜎
18,500 − 23,000
¿
2,500
− 4,500
¿
-1.80 0
2,500
𝑧=−1.80⇒𝑎𝑛𝑠𝑤𝑒𝑟
 Solution:
P(–1.80  z  0) = 0.4641

P(x  18,500) = P(z  – 1.80)

= 0.5000 – P(–1.80  z  0)
0.0359 0.4641

0.5000
= 0.5000 – 0.4641

= 0.0359 ⇒𝑎𝑛𝑠𝑤𝑒𝑟

The probability that the employee owes less than ₧18,500 in PAG -IBIG salary loan is 0.0359 or 3.59%.
Example 2:
The average age of bank managers is 40 years. Assume the variable is
normally distributed. If the standard deviation is 5 years, find the
probability that the age of a randomly selected bank manager will be in 0.3849
0.3413
the range between 35 and 46 years old.
𝑥 − 𝑥 35 − 40 − 5
𝑧= = = =− 1.00
P(–1.00  z  0) = 0.3413
𝜎 5 5
𝑥 − 𝑥 46 − 40 6
𝑧= = = = 1.20P(0  z  1.20) = 0.3849
𝜎 5 5
 P(35  x  46) = P(–1.00  z  1.20)
72.62% = P(–1.00  z  0) and P(0  z  1.20)
= 0.3413 + 0.3849
= 0.7262
0.3413 0.3849
The probability that a randomly selected bank manager is
between 35 and 46 years old is 0.7262 or 72.62%.

Example 3:
A company produces different types of energy drinks.
The filling machines are adjusted to pour 500 milliliters (ml) 0.3531
of energy drinks into each plastic bottle. Nonetheless, the
actual amount of energy drink poured into each bottle is 0.4969
not exactly 500 ml., it varies from bottle to bottle. It has 500 505 513
been observed that the amount of energy drink in a bottle 0 1.05 2.74
is normally distributed with a mean of 500 ml and a 𝑥 − 𝜇 505 −500 5
standard deviation of 4.75 ml. What percentage of the 𝑧= = = =1.05
energy drink bottles contains 505 to 513 milliliters?
𝜎 4.75 4.75
𝑥 − 𝜇 513 −500 13
𝑧= = = =2.74
𝜎 4.75 4.75
For z = 1.05 and z = 2.74
P(0  z  1.05) = 0.3531 P(0  z  2.74) = 0.4969
P(505  x  513) = P(1.05  z  2.74)
= P(0  z  274) – P(0  z  1.05) 0.1438

= 0.4969 – 0.3531
= 0.1438

Approximately 14.38% of all energy drink bottles are expected to contain 505 to
513 milliliters.

Example 4:
To qualify for a Master’s degree program in a certain University, candidates must score in the top 20% on a mental
ability test. The test has a mean of 180 and a standard deviation of 25. Find the lowest possible score to qualify.
Assume the test scores are normally distributed.
Solution: The test value x that cut off the upper 20% of the area under a normal distribution curve.

20% or
0.2000
Solution: Determine the area under the normal distribution between 180 & x :
0.5000 – 0.2000 = 0.3000
20% or
0.2000
0.3000
0.2000

0.5000

Standardized Normal Distribution

𝑥−𝜇
𝑧= area under the normal distribution between 180 & x

𝜎
𝑥 −180The test has a mean of 180 and
0.84=
25 a standard deviation of 25.
0.84(25) + 180 = x
21 + 180 = x
201 = x

𝑧 =0.8+ 0.04=0.84
A score of 201 should be used as a cut off. Anybody scoring 201 or higher qualifies
for Master in Business Administration ⇒𝑎𝑛𝑠𝑤𝑒𝑟
 Example 5:
Suppose the Production Operation Manager at the canning plant for evaporated milk is faced with a problem. Because of the
designed machine, it generated a standard deviation of 7 ml in the filling of evaporated milk, but the average ml per fill can be
adjusted. Under fear of revocation of license to operate and penalty charges by the Department of Trade and Industry (DTI), the
management of the company has ordered the manager to set the filling machine so that there is a maximum 10% chance of a
370 ml can content less than 356 ml. What should the average be?

10% .5 - .1 = 0.4 The area between 356 ml and μ = 370

is 0.4000.

1.2+0.08=1.28 ≈ 0.4000
0.4000
𝑧=−1.28
0.5000
The z value that corresponds to a
probability of 0.4000 is approximately
–1.28.

To have a probability of 10% or less of filling 𝑥− 𝜇

𝑧=
a can with less than 356 ml, the average fill 𝜎
should be 364.96 ml.
356−𝜇
−1.28=
7
𝜇=364.96
Example 6:
The Emotional Quotient (EQ) score on the latest version of
Brainworks EQ Test is transformed so as to follow a normal
distribution with a mean of 110 and standard deviation of 15.
Find the 96th percentile of the distribution of Emotional Quotient.

96% .96 −.5=. 4600 𝑥−𝜇

𝑧=
𝜎
The value of z to the 96th percentile Substitute the values of
is 0.9600 = P(z  1.75)
z = 1.75, σ = 15, and μ = 110.

𝑥 − 110
1.75=
15
x = 1.75(15) + 110
x = 26.25 + 110
x = 136.25
It can be claimed that 96% of all the people have
EQ’s below 136.25.
 Example 7:
Given a normal distribution with 80% of the
values above 160 and 90% of the values above
140, what are the mean and standard deviation?
Solution:
Find the critical z values of 80% and 90%.
𝑥−𝜇
𝑧=
𝜎
For 80%: .8-.5=.3000 For 90%: .9-.5=.4000
0.8 + 0.04 = 0.84 1.2 + 0.08 = 1.28

160 − 𝜇 140 −𝜇
−0.84 = −1.28=
𝜎 𝜎
z = –0.84 and z = –1.28

Solve for μ and σ.

–0.84 = 160 – μ –1.28 = 140 – μ

❶ μ = 160 + 0.84σ μ = 140 + 1.28σ ❷
 μ=μ μ = 160 + 0.84σ
μ = 160 + 0.84σ ❶
160 + 0.84σ = 140 + 1.28σ = 160 + 0.84(45.45)
μ = 140 + 1.28σ ❷ = 160 + 38.178
160 – 140 = 1.28σ – 0.84σ
20 = 0.44σ μ = 198.178
σ=
σ = 45.45 Thus, μ = 198.178 and σ = 45.45
Measures of Shape
The measures of shape convey all the information ordinarily needed to understand and interpret any distribution.

The measures of shape:

 Skewness
 Kurtosis

 SKEWNESS
When a distribution is not symmetrical,
it is said to be asymmetric or skewed.
The skewness is the degree of its departure Data Set with negative skewness Data Set with positive skewness
from symmetry.
 Negatively Skewed Positively Skewed  When is the skewness too much?
•If the skewness is between -0.5 and 0.5, the data are fairly
•symmetrical.
•If the skewness is between -1 and -0.5(negatively skewed) or
between 0.5 and 1(positively skewed), the data are moderately
skewed.

The measure of skewness indicates the magnitude •If the skewness is less than -1(negatively skewed) or greater than
1(positively skewed), the data are highly skewed.
and direction of skewness.

𝟑 (𝒙 − ~
𝒙) where SK = skewness  Kurtosis
𝑺𝑲 = = mean
𝝈 “Kurtosis is the degree of peakedness of a distribution”
= median  Wolfram MathWorld
= standard deviation
Note: A normal curve has SK = 0 “We use kurtosis as a measure of peakedness (or flatness)”
 Real Statistics Using Excel

Dr. Wheeler defines kurtosis as:

“The kurtosis parameter is a measure of the combined weight of the tails relative to the rest
of the distribution.”
 Leptokurtic (Kurtosis < 0.263): 
Distribution is longer, tails are fatter. Peak is higher and sharper
than Mesokurtic, which means that data are heavy-tailed or
profusion of outliers.

Mesokurtic (kurtosis =0.263)

𝑸𝑫 This distribution has kurtosis statistic similar to that of the normal

𝑲𝑼 = distribution. This definition is used so that the standard normal
𝑷 𝟗𝟎 − 𝑷 𝟏𝟎
distribution has a .
Platykurtic: (Kurtosis > 0.263): 
Where
KU = kurtosis Distribution is shorter, tails are thinner than the normal
= semi-interquartile distribution. The peak is lower and broader than Mesokurtic,
range which means that data are light-tailed or lack of outliers.
= 90th percentile
= 10th percentile
Example: (a) Find the coefficient of skewness
3 (𝑥 − ~
𝑥)
𝑆𝐾 =
𝜎
Σ 𝑓𝑥
𝑛 ¿ 88.6
𝑥=

¿ 89.2

¿ 14.3584

3 (8 8.6 − 8 9.2)
𝑆𝐾 = ¿ −𝟎 . 𝟏𝟐𝟓𝟒
14.3584

Since the skewness, -0.1254 is between -0.5 and 0.5, the data are fairly symmetrical.
Example:
(b) Find the coefficient of kurtosis
𝑄𝐷
𝐾𝑈 =
𝑃 90 − 𝑃 10
𝑄 3 −𝑄1
𝑄𝐷=
2
¿ 10.5486

¿ 108.4

¿ 70.6

10.5486
𝐾𝑈 = ¿ 𝟎 .𝟐𝟕𝟗𝟏 Platykurtic: (Kurtosis > 0.263): 
1 08.4 −70.6

Since 0.279 > 0.263, therefore the graph of the data is a platykurtic curve.