Normal Distribution

STAT4 – Statistics with Computer

Application
Normal Distribution
Normal Distribution
The normal distribution, also known
as the Gaussian distribution, is a
fundamental concept in statistics and
research. It's one of the most
important probability distributions
because many real-world phenomena
naturally follow this pattern, such as
Properties of a Normal
Distribution
• Bell-shaped curve: The graph of
the normal distribution forms a
symmetric, bell-shaped curve.

symmetric around the mean (𝜇),

• Symmetry: The distribution is

meaning the left side mirrors the

right.
Properties of a Normal
Distribution
• Mean = Median = Mode: In a
perfect normal distribution, the
mean, median, and mode are all
located at the center of the
distribution.
Properties of a Normal
Distribution
• Defined by Mean and Standard
Deviation: The shape of the curve is
determined by two parameters:
 Mean (μ): The peak or center of the
distribution.
 Standard Deviation (σ): Controls
the spread or width of the curve. A
smaller standard deviation results in a
narrower curve, while a larger
Properties of a Normal
Distribution
• 68-95-99.7 Rule (Empirical Rule):
About 68% of the data lies within 1
standard deviation (σ) from the mean.
About 95% of the data lies within 2
standard deviations from the mean.
About 99.7% of the data lies within 3
standard deviations from the mean.
Example:
If we examine the heights of adult women,
which tend to follow a normal distribution, we
might find that the mean height is 65 inches
with a standard deviation of 3 inches. This
implies:
• 68% of women have heights between 62
and 68 inches.
• 95% have heights between 59 and 71
inches.
Z – score
A z-score represents the number of
standard deviations a data point is from
the mean.for z-score:
Formula

is the data point.

is the mean of the distribution

Z-scores allow comparison of data points

from different normal distributions by
Example:
If a student scores 85 on a test with a
mean of 75 and a standard deviation of
5, their z-score would be:

This means the student scored 2 standard

deviations above the mean, which places
them in the upper part of the distribution.
Example:
Scores on a history test have an average
of 80 with a standard deviation of 6.
What is the z-score for a student who
earned a 75 on the test?
This means the student scored -0.83
standard deviation below the mean, which
places them in the lower part of the
distribution.
1. A distribution has a mean of 40 and
a standard deviation of 5. 68% of the
distribution can be found between
what two numbers?
a) 30 and 50
b) 0 and 45
c) 0 and 68
d) 35 and 45
2. A distribution has a mean of 20 and
a standard deviation of 3.
Approximately 95% of the distribution
can be found between what two
numbers?
a) 17 and 23
b) 14 and 26
c) 10 and 30
Areas under the normal
curve
Areas under the normal
curve
Areas of the normal distribution are often
represented by tables of the standard
normal distribution.
A portion of a
table of the
standard
normal
distribution is
Example:
A Z of -2.5 represents a value 2.5
standard deviations below the mean. The
area below Z is 0.00621.
Example:
A Z of 1.04 represents a value 1.04
standard deviations above the mean.
The area below Z is 0.85083.
Applications of Normal
Distribution
Applications of Normal
Distribution
Normal distribution is widely applied
across various fields because many
natural and social phenomena
approximate thisIntelligence
1. Psychology: distribution.
Quotient (IQ)
scores are normally distributed with a mean
of 100 and a standard deviation of 15. This
helps psychologists determine where an
individual’s IQ stands relative to the general
Applications of Normal
Distribution
2. Business and Economics: In stock
market analysis, returns on stocks often
follow a normal distribution, especially over
the short term. Understanding the average
return and variability can guide investment
strategies.
Applications of Normal
Distribution
3. Quality Control: Manufacturers use
normal distribution to track product
measurements. For instance, a
manufacturer of light bulbs may expect the
lifespan of their bulbs to follow a normal
distribution with a certain mean and
standard deviation.
Applications of Normal
Distribution
4. Natural Sciences: In biology, physical
traits such as height, weight, and blood
pressure often follow a normal distribution,
enabling researchers to make inferences
about population health.
The Central Limit
Theorem
The Central Limit Theorem
The Central Limit Theorem (CLT) is a
fundamental theorem in statistics. It states
that, for a sufficiently large sample size, the
distribution of the sample mean will
approximate a normal distribution,
regardless of the shape of the population
distribution.
The Central Limit Theorem
• This approximation becomes more
accurate as the sample size increases
(typically n > 30 is sufficient).
• The mean of the sample means will be
the population mean (μ).
• The standard deviation of the sample
means (called the standard error) will be ,
where σ is the population standard
Example 1:
Imagine a bank where the waiting time
for customers follows an unknown
distribution that’s heavily skewed,
perhaps because most customers wait
only a short time, but a few outliers wait
much longer. Suppose the mean waiting
time is 10 minutes, with a standard
deviation of 4 minutes. Now, assume we
take random samples of 50 customers
Given:
• Population mean = 10 minutes
• Population Standard Deviation = 4
minutes
• Sample size = 50
Solution:
• According to the CLT, the mean of the
sample means is equal to the
population mean:

• The standard error of the sample mean

(the standard deviation of the
sampling distribution) is calculated by:
Interpretation:
This result tells us that the average
waiting time of samples of 50 customers
will be approximately normally
distributed with a mean of 10 minutes
and a standard error of 0.57 minutes.
This means that the spread (variability)
of the sample means around 10 minutes
will be relatively small.
Example 2:
A factory produces bolts that vary
slightly in length due to machine
imperfections. Let’s say the bolt lengths
have a mean length of 5 cm with a
standard deviation of 0.2 cm, but the
length distribution isn’t perfectly normal
(it might be slightly skewed due to
manufacturing quirks).The quality
control team takes random samples of
 • Population mean bolt length (𝜇) = 5
Given:

• Population Standard Deviation ( 𝜎) =

cm

size (𝑛) = 40
0.2 cm
Solution:
• The mean
• Sample of the sampling distribution will be
the same as the population mean:

• The standard error is:

Interpretation:
For samples of 40 bolts, the sample
mean length will be approximately
normally distributed with a mean of 5 cm
and a standard error of 0.032 cm. This
small standard error means that most
sample means will be close to 5 cm,
allowing quality control to be confident
about bolt lengths within this range.
Normal Approximation to
the Binomial Distribution
Binomial Distribution
The binomial distribution describes the
probability of a given number of
successes in a fixed number of
independent trials, each with the same
probability of success (e.g., flipping a
coin). For large sample sizes, the
binomial distribution can be
approximated by a normal distribution.
Conditions for Normal
Approximation:

• The number of trials, n, is large.

• The product of n and p (probability of
success), as well as n and , are both
greater than and .
Conversion for Normal
Approximation:

distribution is 𝑛𝑝.
• The mean (μ) of the binomial

• The standard deviation (σ) is .

Continuity Correction

Since the binomial distribution is

discrete, and the normal distribution is
continuous, a continuity correction is
often applied by adding or subtracting
0.5 to/from the value of interest.
Example:
Suppose we flip a coin 1000 times, and
the probability of landing heads is 0.5.
What is the probability of getting
between 480 and 520 heads?
Given:
• Probability of heads
• Sample size
Solution:
Step 1: Calculate Mean and
Standard Deviation:
• Mean

• Standard Deviation
Step 2: Apply Continuity Correction

• We are looking for the probability of

getting between 480 and 520 heads.
• Using continuity correction, adjust to
479.5 to 520.5
Step 4: Find the Probability:

probability for 𝑍 between -1.30 and

• Using a standard normal table, find the

1.30.

• So, the probability of getting between

480 and 520 heads is approximately