1

Statistics
A Modular Approach

Sherwin E. Balbuena, MSc

Dr. Emilio B. Espinosa, Sr. Memorial State College of Agriculture and Technology
 2

Module 3. Normal Distribution

Overview
This module introduces the concept of a normal distribution including its properties and applications. The
normal distribution is the most used distribution in statistical analysis. Hence, it is important to have a
deep understanding of this concept as this is used extensively in the succeeding modules.
Objectives
At the end of this module, the students are expected to:
1. Describe the properties of the normal distribution
2. Transform scores into Z scores
3. Find the probability under the normal curve
4. Compute the percentile score
Motive Question
A 12-year-old girl in Cheshire County, England, has scored 162 on an IQ test, putting her in the top
99.998 percentile of test takers.
So what does it mean to be that bright?
IQ, or intelligence quotient, is a score of mental ability relative to one's peers of the same age. IQ scores
are normalized so that 100 is average. About two-thirds of the population scores within 16 points of 100
in either direction, so between about 84 and 116, said Robert McCall, a psychologist at the University of
Pittsburgh's Office of Child Development. Roughly 2.5 percent of the population scores above 130,
McCall told Live Science, though the precise numbers depend on the exact test taken.
Source: https://www.livescience.com/59020-what-high-intelligence-iq-means.html
How do we interpret a score (e.g., raw score, standard score, percentile) like this in statistical terms?
Content Focus
What is a Normal Distribution?
A normal distribution, sometimes called the bell curve, is a distribution that occurs naturally in many
situations. For example, the bell curve is seen in tests like the NAT and NCAE. The bulk of students will
score the average, while smaller numbers of students will score very high or very low. An even smaller
percentage of students score near “perfect score” or near zero. This creates a distribution that resembles a
bell (hence the nickname). The bell curve is symmetrical. Half of the data will fall to the left of the mean;
half will fall to the right. In theory or commonly called Central Limit Theorem, if we increase the number
of samples, which we will use to measure a certain characteristic of the population, the shape of the
histogram for our data will look like a bell curve.
 3

A normal
distribution

Many groups follow this type of pattern. That’s why it’s widely used in business, statistics and in
government bodies like the FDA:

• Heights of people.
• Measurement errors.
• Blood pressure.
• Points on a test.
• IQ scores.
• Salaries.
The empirical rule tells you what percentage of your data falls within a certain number of standard
deviations from the mean:
• 68% of the data falls within one standard deviation of the mean.
• 95% of the data falls within two standard deviations of the mean.
• 99.7% of the data falls within three standard deviations of the mean.
 4

The standard deviation controls the spread of the distribution. A smaller standard deviation indicates that
the data is tightly clustered around the mean; the normal distribution will be taller. A larger standard
deviation indicates that the data is spread out around the mean; the normal distribution will be flatter and
wider.
Properties of a normal distribution
• The mean, mode and median are all equal.
• The curve is symmetric at the center (i.e. around the mean, μ).
• Exactly half of the values are to the left of center and exactly half the values are to the right.
• The total area under the curve is 1.
The Standard Normal Model
A standard normal model is a normal distribution with a mean of 0 and a standard deviation of 1.
Standard Normal Model: Distribution of Data
One way of figuring out how data are distributed is to plot them in a graph. If the data is evenly
distributed, you may come up with a bell curve. A bell curve has a small percentage of the points on both
tails and the bigger percentage on the inner part of the curve. In the standard normal model, about 5
percent of your data would fall into the “tails” (colored darker orange in the image below) and 90 percent
will be in between. For example, for test scores of students, the normal distribution would show 2.5
percent of students getting very low scores and 2.5 percent getting very high scores. The rest will be in
the middle; not too high or too low. The shape of the standard normal distribution looks like this:

Standard normal model. Image credit: University of Virginia.

The standard normal distribution could help you figure out which subject you are getting good grades in
and which subjects you have to exert more effort into due to low scoring percentages. Once you get a
score in one subject that is higher than your score in another subject, you might think that you are better
in the subject where you got the higher score. This is not always true.
You can only say that you are better in a particular subject if you get a score with a certain number of
standard deviations above the mean. The standard deviation tells you how tightly your data is clustered
 5

around the mean; It allows you to compare different distributions that have different types of data —
including different means.
For example, if you get a score of 90 in Math and 95 in English, you might think that you are better in
English than in Math. However, in Math, your score is 2 standard deviations above the mean. In English,
it’s only one standard deviation above the mean. It tells you that in Math, your score is far higher than
most of the students (your score falls into the tail).
Based on this data, you actually performed better in Math than in English!
Probability Questions using the Standard Model
Questions about standard normal distribution probability can look alarming but the key to solving them is
understanding what the area under a standard normal curve represents. The total area under a standard
normal distribution curve is 100% (that’s “1” as a decimal). For example, the left half of the curve is 50%,
or 0.5. So the probability of a random variable appearing in the left half of the curve is 0.5.
Of course, not all problems are quite that simple, which is why there’s a z-table. All a z-table does is
measure those probabilities (i.e. 50%) and put them in standard deviations from the mean. The mean is in
the center of the standard normal distribution, and a probability of 50% equals zero standard deviations.
The value of Z is the difference between the score x and the population mean μ (pronounced as “myu”),
which is divided by the population standard deviation σ (“sigma”).
𝑋−𝜇
𝑍=
𝜎
The population mean can be estimated using the sample arithmetic mean, while the population standard
deviation can be estimated using the sample standard deviation.
How to Find the Area Under the Normal Curve
Step 1: Draw a bell curve and shade in the area that is asked for in the question. The example below
shows z >-0.8. That means you are looking for the probability that z is greater than -0.8, so you need to
draw a vertical line at -0.8 standard deviations from the mean and shade everything that’s greater than that
number.

shaded area is z > -0.8

Step 2: Use the Z table app, which is downloadable from Google Play.
 6

Z table app icon Area below Z = 0.8 Area between Z = 0 and Z = 0.8
Our problem is to find the probability to the right of -0.8. But since the Z table app does not show
negative z-values, we can use the symmetric property of the normal distribution that gives equal
probabilities of 0.5 for each of the halves of the curve’s area. Hence, we need to add 0.5000 to the
probability between 0 and 0.8 (Z table set to the “0 to z” option), which is 0.28814; that is, 0.50000 +
0.28814 = 0.78814. So, the probability of getting a z-value greater than -0.8 is about 79%.
Tip: Step 1 is technically optional, but it’s always a good idea to sketch a graph when you’re trying to
answer probability word problems. A sketch helps you cement in your head exactly what you are looking
for.

P(Z > -0.8) = 0.78814 P(Z < 0.8) = 0.78814 P(-0.8 < Z < 0) + P(Z > 0) = 0.78814

= =

Applying the symmetric property of Z distribution. Note that the three

graphs have the same area (amount of shaded region). Please remember this:

P(Z < -z) = P( Z > z) and P(Z > -z) = P(Z < z)

P(Z > z) is read as “the probability or area to the right of a certain z-value under the normal curve” or
simply “the probability of Z greater than a certain z-value”.
 7

When you tackle normal distribution in a statistics class, you’re trying to find the area under the curve.
The total area is 100% (as a decimal, that’s 1). Hence, we can use the following properties:
P(Z < z) = 1 – P(Z > z)
P(Z > z) = 1 – P(Z < z)
Normal distribution problems come in 5 basic types. How do you know that a word problem involves
normal distribution? Look for the key phrase “assume the variable is normally distributed” or “assume the
variable is approximately normal.” To solve a word problem you need to figure out which type you have.
1. “Between”: Contain the phrase “between” and includes an upper limit and lower limit (i.e. “find
the number of motorcycles priced between P50K and P200K”).
2. “More Than” or “Above”: contain the phrase “more than” or “above”.
3. “Less Than”.
4. Lower Cut Off
5. Upper Cut Off
Examples
In a standardized IQ test, the population mean was found to be 100 with a standard deviation of 15.
Assuming that the IQ score is approximately normal, find the percentage of students with IQ scores:
1. Between 75 and 100. (Subtracting the smaller area from the larger area.)
75 − 100 100 − 100
𝑃(75 ≤ 𝑋 ≤ 100) = 𝑃 ( ≤𝑍≤ ) = 𝑃(−1.67 ≤ 𝑍 ≤ 0)
15 15
𝑃(𝑍 ≤ 0) − 𝑃(𝑍 > 1.67) = 0.50000 − 0.04746 = 0.45254
0.45254 or 45.25%
2. Greater than 120.
120 − 100
𝑃(𝑋 > 120) = 𝑃 (𝑍 > ) = 𝑃(𝑍 > 1.33) = 0.09176 𝑜𝑟 9.176%
15

3. Below 70
70 − 100
𝑃(𝑋 < 70) = 𝑃 (𝑍 < ) = 𝑃(𝑍 > 2.00) = 0.02275 𝑜𝑟 2.275%
15

Also find the following:

4. The minimum score of the top 20%.
𝑋−𝜇 𝑋 − 100
𝑍= ⇒ 0.84 =
𝜎 15
Note that P(Z > 0.84) is approximately 0.20 or 20%. Hint: Find the nearest probability in the table
and determine the z value with that probability.
0.84 ∗ 15 = 𝑋 − 100 ⇒ 𝑋 = 100 + 12.6 = 112.6
Hence, the student must obtain a score of at least 112 to belong to the top 20%.
5. The maximum score of the bottom 10%
𝑋−𝜇 𝑋 − 100
𝑍= ⇒ −1.28 =
𝜎 15
Note that P(Z < -1.28) or P(Z > 1.28) is approximately 0.10 or 10%.
−1.28 ∗ 15 = 𝑋 − 100 ⇒ 𝑋 = 100 − 19.2 = 80.8
 8

Hence, the student belongs to the bottom 10% if his/her score is at most 81.
6. Find the percentile score of the student who obtains a score of 116.
𝑋−𝜇 116 − 100
𝑍= ⇒𝑍= = 1.07
𝜎 15
The area to the left of Z = 1.07 is 0.85769. Hence, the percentile score of the student is 86 th
percentile, which means that he/she performed in the IQ test as good as or better than 86% of all
the students who took the same test.

Take Action
Find the following, assuming that the random variable is normally distributed, and the population mean =
50 and standard deviation = 9.
1. Area under the curve between 40 and 60 Ans. 0.73300
2. Area under the curve above 70 Ans. 0.01321
3. Area under the curve below 65 Ans. 0.95254
4. Lower limit of the upper 30% Ans. 54.725 or 55
5. Upper limit of the lower 5% Ans. 35.195 or 35

Self-Check
Tell whether each of the following statements is true or false.
1. The mean and the median are found in the same location in the normal curve.
2. A negative Z-value indicates that the score is located above the mean.
3. The value of P(Z > a) = 1 – P(Z > a).
4. The area to the left of Z = 0 is the same as to the right of Z = 0.
5. The area to the left of Z = -1.645 is approximately 0.05.

Self-Reflect
How can you apply this concept of the normal curve in your career as public administrator? Cite at least 3
applications of this concept in your assessment or research activities as a teacher.

References
Stephanie Glen. "Normal Distributions (Bell Curve): Definition, Word Problems" From
StatisticsHowTo.com: Elementary Statistics for the rest of us!
https://www.statisticshowto.com/probability-and-statistics/normal-distributions/