STATISTICS AND

PROBABILITY
Quarter 3 – Module 3: The Normal
Distribution
STATISTICS AND
PROBABILITY
Quarter 3 – Module 3: The Normal
Distribution
 Quarter 3 – Module 3: The Normal
LESSON OBJECTIVES:Distribution
• Illustrate a normal random variable and its
characteristics
• Identify regions under normal curve that
correspond to different standard normal values
• Convert a normal random variable to standard
normal variable and vice versa
• Compute probabilities and percentiles using the
standard normal distribution
 LESSON 1: THE
NORMAL
DISTRIBUTION AND
ITS PROPERTIES
 TOSSING FOUR COINS
FOUR COINS ARE TOSSED. LET T BE THE RANDOM
VARIABLE REPRESENTING THE NUMBER OF TAILS THAT
OCCUR. FIND THE VALUES OF THE RANDOM VARIABLE T.
 Histogram
7
6
5
Frequency

Frequency
4
3
2
1
0
0 1RANDOM
2 VARIABLE
3 T 4
 Histogram
7
6
5
Frequency

4 Frequency

3
2
1
0
0 1 2 3 4

Random Variable T
 The following are the properties that can be
observed from the graph of a NORMAL
DISTRIBUTION, also known as GAUSSIAN
DISTRIBUTION.
1. The graph is a continuous curve and has a domain -∞ < X < ∞.
• This means that X may increase or decrease without bound.
 2. The graph is asymptotic to the x-axis. The value of the variable gets closer and closer but
will never be equal to 0.
• As the x gets larger and larger in the positive direction, the tail of the curve approaches but
will never touch the horizontal axis. The same thing when the x gets larger and larger in the
negative direction.
 3. The highest point on the curve occurs at x = µ (mean).
• The mean (µ) indicates the highest peak of the curve and is found at the center.
• Take note that the mean is denoted by this symbol µ and the standard deviation
is denoted by this symbol

30, 30 ,31, 35, 37 40 , 41

Mean
Median
mode
 4. The curve is symmetrical about the mean.
• This means that the curve will have balanced proportions when cut in halves
and the area under the curve to the right of mean (50%) is equal to the area
under the curve to the left of the mean (50%)

50% 50%
 5. The total area in the normal distribution under the curve is equal to 1.
• Since the mean divides the curve into halves, 50% of the area is to the right
and 50% to its left having a total of 100% or 1.

50% 50%
6. The graph of a normal distribution is a bell-shaped curve with two inflection points, one on the
left and another on the right.
Inflection points are the points that mark the change in the curve’s concavity.
• Inflection point is the point at which a change in the direction of curve at mean minus standard
deviation and mean plus standard deviation.
• Note that each inflection point of the normal curve is one standard deviation away from the
mean.
 7. Every normal curve corresponds to the “empirical rule”
(also called the 68 - 95 - 99.7% rule):

about 68.3% of the area under the curve falls within 1 standard deviation of the
mean
 7. Every normal curve corresponds to the “empirical rule”
(also called the 68 - 95 - 99.7% rule):

about 95.4% of the area under the curve falls within 2 standard deviations of the
mean
 7. Every normal curve corresponds to the “empirical rule”
(also called the 68 - 95 - 99.7% rule):

about 99.7% of the area under the curve falls within 3 standard deviations of the
mean.
Consider the following examples:
1. Suppose the mean is 60 and the standard deviation is 5,
sketch a normal curve for the distribution. This is how it
would look like.
2. A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 5. Illustrate a
normal curve and find the probability of the following:
a. P (40 < X < 50) = 68.27%
2. A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 5. Illustrate a
normal curve and find the probability of the following:
b. P (33 < X < 63) = 99.16%
2. A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 5. Illustrate a
normal curve and find the probability of the following:
c. P (X > 45) = 50%
2. A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 5. Illustrate a
normal curve and find the probability of the following:
d. P (X < 39) = 11.51%
Expected Output
Module 3 Lesson
1
LESSON 2: THE
STANDARD
NORMAL
DISTRIBUTION
The probability notation P(a < Z < b) indicates that the z-value is between a and
b, P(Z > a) means z-value is above a and P(Z < a) means z-value is below a. It
would not matter whether we are considering P(Z < a) or P(Z ≤ a) or P(Z > a) or
P(Z ≥ a). To illustrate, let us consider these examples:
 PERCENTILES
AND STANDARD
NORMAL
DISTRIBUTION
EXAMPLE 1:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
A. THE AREA BELOW 32
EXAMPLE 2:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
B. THE AREA ABOVE 27
EXAMPLE 3:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
C. THE AREABETWEEN 42 AND 51

P(42<X<51)=0.9664-0.6293 = 0.3371
THUS THE AREA BETWEEN 42 AND 51 IS 0.3371
EXAMPLE 4:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
D. THE X VALUE THAT HAS 45% OF THE AREA BELOW
IT

CLOSEST
VALUE TO
0.45

THUS, Z = -0.13
EXAMPLE 4:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
D. THE X VALUE THAT HAS 45% OF THE AREA BELOW
IT THUS, Z = -0.13
¿
𝑋 − 40
¿ − 0.13=
6
− 0.13 ( 6 )= 𝑋 − 40
− 0.78= 𝑋 − 40
−0.78 +40= 𝑋
𝟑𝟗 . 𝟐𝟐= 𝑿
EXAMPLE 4:
GIVEN A NORMAL DISTRIBUTION WITH MEAN OF 40
AND STANDARD DEVIATION OF 6. FIND:
D. THE X VALUE THAT HAS 13% OF THE AREA ABOVE IT
FIND P(X>x)= 1-P(Z<z)= 1-0.13 = 0.87

THUS, Z = 1.13
 EXAMPLE 4:
¿ WITH MEAN OF
GIVEN A NORMAL DISTRIBUTION
40 AND STANDARD DEVIATION𝑋 OF 6.−
FIND: 40
¿ 1.13 =
D. THE X VALUE THAT HAS 13% OF THE AREA
ABOVE IT 6
1.13 ( 6 ) = 𝑋 − 40
6.78 = 𝑋 − 40
6.78 + 40 = 𝑋
𝟒𝟔 . 𝟕𝟖 = 𝑿