Normal Distribution
Normal Distribution
S
The Normal Distribution
LEARNING
GOAL
• Illustrate a normal random variable and its
characteristics;
• Identify regions under the normal curve that
correspond to different standard normal values;
• Convert a normal random variable to a standard
normal variable and vice versa; and
• Compute probabilities and percentiles using the
standard normal distribution.
Normal
A Normal Distribution (Gaussian Distribution) is a probability
Distribution
distribution that is symmetric about the mean, showing that the
data near the mean are more frequent in occurrence than data far
from the mean.
The distribution is also known as Bell Curve or Gaussian
Distribution, named for the Greek mathematician Card
Friedrich Gauss (1777-1855).
P R O P E RT I
ES
The Normal Distribution
Properties of the Normal
Distribution
The graph is continuous
curve and has a domain
𝑷 ( 𝟑𝟗< 𝑿 <𝟓𝟏 )
𝟑𝟗< 𝑿 <𝟓𝟏 ) =𝟔𝟖 .𝟑 %
Example
A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 6. Illustrate
a normal curve and find the probability of the following:
𝑷 ( 𝑿 > 𝟒𝟓 )
( 𝑿 >𝟒𝟓 ) =𝟓𝟎 %
Example
A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 6. Illustrate
a normal curve and find the probability of the following:
𝑷 ( 𝟑𝟑 < 𝑿 <𝟔𝟑 )
𝟑𝟑 < 𝑿 <𝟔𝟑 )=𝟗𝟕 .𝟓𝟓 %
Example
A continuous random variable X is normally distributed
with a mean of 45 and standard deviation of 6. Illustrate
a normal curve and find the probability of the following:
𝑷 ( 𝑿 < 𝟑𝟗 )
𝑿 < 𝟑𝟗 )= 𝟏𝟓 .𝟖𝟓 %
S TAT I S T I C
S
The Standard Normal Distribution
Standard Normal Distribution
The standard normal distribution, which is denoted by Z, is also a
normal distribution having a mean of 0 and a standard deviation of 1. Since
the normal distribution can have different values for its mean and standard
deviation, it can be standardized by setting the This is for the purpose of
simplifying the process in approximating areas for normal curves. As
shown below is the formula used to manually compute the approximate
area.
Z - S c o r e a n d Z - Ta b l e
How to compute for the z-score given the raw score and standa
deviation?
• Use the formula ;
• Substitute the values of the mean, raw score and
standard deviation to the formula; and
• Leave your final answer in decimal form.
Example
When what is the z-score if; x=66? x-=57? and x=46?
𝒛 =( 𝑿 − 𝝁 )/ 𝝈
• z = z-score
• X = raw score/observed value
• = mean
• = standard deviation