CORE119 – Statistics and Probability

READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

2 | NORMAL DISTRIBUTION AND AREAS UNDER THE NORMAL CURVE

LEARNING COMPETENCIES:
The learners can:
a. illustrates a normal random variable and its characteristics;
b. identifies regions under the normal curve corresponding to different standard normal
values;
c. converts a normal random variable to a standard normal variable and vice versa; and
d. computes probabilities and percentiles using the standard normal table.

In our previous lesson, we only consider discrete probability distributions. In this chapter we will learn about continuous
probability distributions. To illustrate the correspondence area and probability, our focus is normal distributions.

NORMAL DISTRIBUTION

To illustrate continuous random variables, we usually use a curve rather than a histogram for its distribution. The normal
distribution is often referred to as Gaussian distribution in honor of Carl Friedrich Gauss, a German mathematician
who first used the context of the normal curve to analyze astronomical data. Later, the distribution has applied in the
developing area of applied statistics and probability. The normal distribution is a continuous probability distribution that
describes data that clusters around the mean. The graph of the associated probability density function is bell–shaped,
with a peak at the mean known as the bell curve.

Gaussian distribution is characterized by two parameters: mean (𝜇) and standard deviation (𝜎). Its main functions are:
to determine the ordinates (y-values) of the graph that represents the distribution, and to determine the probabilities.

The normal distribution can be used to describe, at least approximately, any variable that tends to cluster around the
mean. For example, the weights of adult females in Region V are roughly normally distributed. Most women have weight
close to the mean, though a small number of outliers have a weight significantly above or below the mean. A histogram
of female weights will appear similar to a bell curve if more data is used.

For the illustration below, if the researcher selects a random sample of 50 adult female, measures their weight, and
constructs a histogram, the researcher will get similar histogram in Figure 1(a). If the researcher increases the sample
size and decreases the width of the classes, the histogram will look like in Figure 1(b) and (c). Lastly, if we possibly
measure all the weights of all adult in Region V, the histogram will come close to a normal distribution.

Figure 1. Histogram for the Distribution of Weights of Adult Female in Region V

(a) Random Sample of 50 Female (b) Sample size increased and class width decreased

(c) Sample size increased and class width decreased (d) Normal distribution for the population
further

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

The normal distribution is bell-shaped distribution

with the following properties:
1. It is unimodal; that is, the normal
distribution has a single peak.
2. It is symmetrical; this means that the two
areas under the curve between mean and
any two points equidistant on either side of
the mean are identical.
3. The mean, median, and mode are equal.
4. The normal distribution is asymptotic to the
x-axis in the sense that the tails get closer
and closer to the x-axis but never touch it.
5. The total area under the normal curve is Figure 2. Normal Distribution
1.00 or 100%. Since the curve is
symmetrical about the mean, the mean divides the area into two equal parts. Each part has an area 0.5 or 50%.

Figure 3 (a) Different mean, same standard deviation Figure 3 (b). Same mean, different standard deviation
Source: https://www.statlect.com/probability-distributions/normal-distribution Source: https://www.statlect.com/probability-distributions/normal-distribution

Figure 3(a) above shows that the two normal curves have the same standard deviation with different mean values. They
are identical in form but are centered in different positions along horizontal axis.

Figure 3(b) shows two normal curves with same mean values but with different standard deviations.

When the standard deviation is large, the normal curve is short and wide, while a small value for the standard
deviation yields a taller and skinnier graph.

Although this is part of our next lesson, it is important to note that a normal distribution can be converted into a standard
normal distribution, the mean will become zero (𝝁 = 𝟎) and the standard deviation will become one (𝝈 = 𝟏). The
corresponding distribution is called standard normal distribution and is commonly denoted by Z.

Another important statistical rule to follow is the Empirical rule also referred to as 68-95-99.7 rule. Empirical rule states
that for a normal distribution 68% of observations falls within the first standard deviation (𝜇 ± 𝜎), 95% within two standard
deviations from the mean (𝜇 ± 2𝜎), and about 99.7% of the scores are within three standard deviations from the mean
(𝜇 ± 3𝜎).

Figure 4. The Normal Model (Empirical Rule)

Source: mathteacherstore.com

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

AREAS UNDER THE NORMAL CURVE

In a normal distribution, the probability of two given values is equal to the area under the curve between these values. To
manually compute the probability of any problem relative to normal distribution, we will use z-table to transform the value
of random variable 𝑥 to z-score or standard score. (see Appendix A)

In this lesson, we will find the area under the normal curve given the z-scores while transforming random variable 𝑥 to z-
score and vice versa will be discussed in the next lesson.

To solve the probability using the areas under the normal curve, we will consider the following cases:
1. Area to the left of a negative z value
2. Area to the left of a positive z value
3. Area to the right of a negative z value
4. Area to the right of a positive z value
5. Area between any two z values

Case 1: Area to the left of a negative z value

Example 1:
Find the area to the left of 𝑧 = −1.17.

Solution:
• Draw a bell curve and shade the area to the left of
−1.17.
• Consider a portion of the z-table below. Since the
curve is symmetrical about the mean, we can
consider using the value of 1.17 in getting the area
to the left of −1.17. Locate the row labeled 1.1 and
the column labeled 0.07, and use the value in their
intersection.

• The area from 0 to 1.17 is 0.3790. Hence, the

area from 0 to −1.17 is 0.3790.
• The total area from 0 to the left is 0.5.
• To find the area to the left of 𝑧, 𝑃(𝑧 < −1.17),

𝑃(𝑧 < −1.17) = 0.5 − 𝑃(0 ≤ 𝑧 ≤ 1.17)

𝑃(𝑧 < −1.17) = 0.5 − 0.3790
𝑃(𝑧 < −1.17) = 0.121

Answer:
The area to the left of 𝑧 = −1.17 is 0.121 or 12.1%

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

Case 2: Area to the left of a positive z value

Example 2:
Find the area to the left of 𝑧 = 2.35.

Solution:
• Draw a bell curve and shade the area to the left of 2.35.
• Locate the row labeled 2.3 and the column labeled
0.05. The intersection of the two numbers represent
the area from 0 to 2.35 which is 0.4906.
• The total area from 0 to the left is 0.50.

• For the area to the left of 𝑧, 𝑃(𝑧 < 2.35),

𝑃(𝑧 < 2.35) = 0.5 + 𝑃(0 ≤ 𝑧 ≤ 2.35)
𝑃(𝑧 < 2.35) = 0.5 + 0.4906
𝑃(𝑧 < 2.35) = 0.9906

Answer:
The area to the left of 𝑧 = 2.35 is 0.9906 or 99.06%.

Case 3: Area to the right of a negative z value

Example 3:
Find the area to the right of 𝑧 = −2.59.

Solution:
• Sketch the curve and shade the region to the right of −2.59.
• On the z-table, the area from 0 to 2.59 is 0.4952. Since the
curve is symmetrical, hence, the area from −2.59 to 0 is
0.4952.
• It follows that, the area to the right of 𝑧, 𝑃(𝑧 > −2.59)
𝑃(𝑧 ≻ −2.59) = 0.5 + 𝑃(−2.59 ≤ 𝑧 ≤ 0)
𝑃(𝑧 ≻ −2.59) = 0.5 + 0.4952
𝑃(𝑧 ≻ −2.59) = 0.9952

Answer:
The area to the right of 𝑧 = −2.59 is 0.9952 or 99.52%.

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

Case 4: Area to the right of a positive z value

Example 4:
Find the area to the right of 𝑧 = 1.46.

Solution:
• Sketch the curve and shade the region to the right of
1.46.
• On the z-table, locate the row with labeled 1.4 and
column with labeled 0.06. Use the value in the
intersection to find the area to the right of z.
• The area from 0 to 1.46 is 0.4279
• We know that the area from 0 to the right is 0.5.

• The area from to the right of 𝑧, 𝑃(𝑧 > 1.46)

𝑃(𝑧 > 1.46) = 0.5 − 𝑃(0 ≤ 𝑧 ≤ 1.46)
𝑃(𝑧 > 1.46) = 0.5 − 0.4279
𝑃(𝑧 > 1.46) = 0.0721

Answer:
The area to the right of 𝑧 = 1.46 is 0.0721 or 7.21%.

We have two sub-cases for area between any two z-scores; (a) area between two z-scores with opposite signs, and (b)
area between two z-scores with same sign.

Case 5a: Area between two z-scores with opposite signs

Example 5:
Find the area between 𝑧 = −2.40 and 𝑧 = 0.16

Solution:
• Sketch the curve and shade the region bounded
by the z-scores between −2.40 and 0.16.
• Locating the intersection of 2.4 and 0.00 on the z-
table, gives us 0.4918.
• Locating the intersection of 0.1 and 0.06 on the
z-table yields 0.0636.
•
Note: For us to find the area between two z-scores
with opposite signs, we have to add the
area of the two z – scores.

continued…

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

• Adding the two area (between 0 to 0.16 and −2.40 to 0), we have
𝑃(−2.4 ≤ 𝑧 ≤ 0.16) = 𝑃(−2.4 ≤ 𝑧 ≤ 0) + 𝑃(0 ≤ 𝑧 ≤ 0.16)
= 0.4918 + 0.0636
𝑃(−2.4 ≤ 𝑧 ≤ 0.16) = 0.5554

Answer:
The area between 𝑧 = −2.40 and 𝑧 = 0.16 is 0.5554 or 55.54%.

Case 5b: Area between two z-scores with same signs

Example:
Find the area between 𝑧 = −2.13 and 𝑧 = −1.50.

Solution:
• Sketch the curve and shade the region bounded by
the z-scores −2.13 and −1.50.
• Locating the intersection of 2.1 and 0.03 on the z-
table, gives us 0.4834.
• Locating the intersection of 1.5 and 0.00 on the z-
table yields 0.4332.

Note: To find the area between two z-scores with same

signs, subtract the smaller area to the bigger area.

• Subtracting the two areas, (−1.50 to 0) from (−2.13 to 0),

𝑃(−2.13 ≤ 𝑧 ≤ −1.5) = 𝑃(−2.13 ≤ 𝑧 ≤ 0) − 𝑃(−1.5 ≤ 𝑧 ≤ 0)

= 0.4834 − 0.4332
𝑃(−2.13 ≤ 𝑧 ≤ −1.5) = 0.0502

Answer:
The area between 𝑧 = −2.13 and 𝑧 = −1.50 is 0.0502 or 5.02%.

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

References:

• Teaching Guide in Statistics and Probability

• Chua, S. L., et al. (2016). Soaring 21st Century Mathematics: Statistics and Probability. Quezon City,
Philippines: Phoenix Publishing House
• Gabuyo, Y. A., Cardenas, C. C (2016). Statistics and Probability. Quezon City, Philippines: The Inteligente
Publishing, Inc.
• Sirug, W. S. (2017). Statistics and Probability for Senior High School – CORE Subject. Manila City,
Philippines: Mindshapers Co., Inc.

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CORE119 – Statistics and Probability
READING MATERIAL
Topic 2
2nd Semester, SY 2024-2025

APPENDIX A

Source: https://www.coursehero.com/file/25664072/Standard-Normal-Distribution-Tablepdf/

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