Saint Joseph College

Senior High School Department

Tunga- Tunga, Maasin City,
Southern Leyte 6600
Philippines

MODULE 2: Normal Distribution

LESSON 1
 A normal distribution is a proper term for a probability bell curve.
In a normal distribution the mean is zero and the standard deviation is 1.
Below is a picture of a normal curve or bell curve.

So, the normal distribution shown above has the shape of a bell curve.
The mean μ is right in the middle. The z-score z that corresponds to one
standard deviation 1 σ is simply 1 and so on and so forth. In order to calculate
x−μ
for z, we will use this formula: z=
σ
. The notation for normal distribution is
X N ( μ , σ ).
Now there’s something that’s called the Empirical Rule, also referred to
as the three-sigma rule or 68-95-99.7 rule, is a statistical rule which states
that for a normal distribution, almost all observed data will fall within three
standard deviations (denoted by σ) of the mean or average (denoted by µ). 68%
of the x-values lie within 1 standard deviation of the mean, 95% of the x-values
lie within two standard deviations of the mean, and 99.7 percent of the x-
values lies within 3 standard deviations of the mean.

34% 34%
2.35% 2.35%
0.15% 13.5% 13.5% 0.15%

z=-3 z=-2 z=-1 z=1 z=2 z=3

68%

95%

99.7%
 Now to compute for each area of the curve bounded by lines in the
EXAMPLES
illustration above, notice that from 1 σ to −1 σ , by the empirical rule is 68% so if
we divide 68 by 2 we get 34%, that’s how you compute for each areas of the
curve, 95% minus 68% is 27 divided by 2 is 13.5%, and 99.7% minus 95% is
4.7 divided by 2 is 2.35%, now the remaining part is 100% minus 99.7%
divided by 2 is 0.15%. Note: The total area under the curve is equal to 1.
The percentages you see in each area are the Probabilities of getting x-values
within standard deviation, that’s why it is in percentage form.

Definition of Terms:

Mean ( μ) - The mean is the average or the most common value in a collection

of numbers. In statistics, it is a measure of central tendency of a probability
distribution along median and mode. It is also referred to as an expected value.
Standard Deviation ( σ ) - is a statistic that measures the dispersion of a
dataset relative to its mean and is calculated as the square root of the variance.
It means it is a measure of how spread out the numbers are.
Variance ( σ 2 ) – is the average of the squared differences from the Mean.
Z-score ( z ) - is a numerical measurement that describes a value's relationship
to the mean of a group of values.
Data Points ( x ) - is a set of one or more measurements on a single member of
the unit of observation.

1. Given X~N (50, 10), (a) what are the values of the mean and standard
deviation? (b) What value of x has a z-score of 1.4? (c) What is the z-score
that corresponds to x = 30? (d) What is the difference between positive
and negative z values?
Solution:
 a) μ=50; σ=10
From the given notation X N ( μ , σ )
b) x=64
x−μ
By using the formula z= ,you can solve for x
σ
c) z=−2
By using the formula for z

d) **Negative z-values are below the mean, positive z-values are above
the mean

2. The average test score in a certain statistics class was 74 with a

standard deviation of 8. There are 2000 students in this class. Use the
empirical rule to answer the following questions: (a) What percentage of
students scored less than 58? (b) what is the probability that a student
scored between 66 and 82 on the exam? (c) How many students scored
at most 90? (d) What percentage of the students scored at least 66? (e)
How many students scored more than 98 on the test?
Solution:
Given:
μ=74; σ =8
a) Looking at the Normal Distribution, percentage of students getting

below 58 scores is:

P ( x<58 )=2.35 %+ 0.15 %=2.50 %

b) Still referring to the Bell Curve:

P ( 66< x <82 )=34 %+34 %=68 %

c) P ( x ≤ 90 )=0.15 %+2.35 %+ 13.5 %+34 %+34 %+13.5 %=97.5 %

We can also get the same result using:

P ( x ≤ 90 )=1−P ( x >90 )=100 %−[2.35 %+ 0.15 %]=97.5 %
So, we need to know what is 97.5% of 2000 since we are asked how
many students,
# of students who scored at most 90 = 2000(0.975) = 1,950 students

d) We need to get the percentage of students who got at least 66, so

equal or greater than 66:
P ( x ≥ 66 )=34 %+34 %+13.5 % +2.35 %+ 0.15 %=84 %
 e) P ( x> 98 )=0.15 %
Therefore: 2000 (0.0015) = 3 students

LESSON 2

Sometimes, we have z-scores that are not whole numbers of the standard
deviation and you can’t use the empirical rule. Let’s say we have a z-score of
1.56, we can’t use the empirical rules to calculate the area under the curve and
if we don’t want to use integral calculus, we need to use the STANDARD Z-
TABLE also known as THE NORMAL DISTRIBUTION TABLE.
This Photo by Unknown Author is licensed under CC BY-SA
If we check the example below if we have for example a value of z = 1.56, you
just look at the table above (table of positive and negative z-scores) to know
its equivalent which is the area under the curve (A = 0.9406), you need to
understand that this gives you the area to the left of the 1.56 line. Same
goes with z = -0.43 which gives you A = 0.3336 (it is the area to the left of the
line). The area can be converted to a percentage. See example below.

EXAMPLES

1. Normally distributed IQ scores have a mean of 100 and a standard

deviation of 15. Use the standard z-table to answer the following
questions: What is the probability of randomly selecting someone with an
IQ score that is (a) Less than 80? (b) Greater than 136 (c) Between 95
and 110? (d) What IQ score corresponds to the 90th percentile
Solution:

(a)

(b)

(c)
So, we need to calculate the area between 95 and 110. In order to calculate the
probability that x is between 95 and 110, we need to take the difference that x
is less than 110 and the probability that x is less than 95.
So, there is 37.787% chance that someone gets an IQ score between 95 and
110.
(d)
What is a percentile?
For example, if you score 75 points on a test, and are ranked in the
85th percentile, it means that the score 75 is higher than 85% of the scores.
You might know that you scored 67 out of 90 on a test. But that figure has no
real meaning unless you know what percentile you fall into. If you know that
your score is in the 90th percentile, that means you scored better than 90% of
people who took the test.

The mean is the 50th percentile so 90th is shown above. 90th percentile also
means that the Area to the left of the line is .90, so upon checking on the z-
table you have two possible values but 0.89973 is closer to .90 so that’s what
we will use (z=1.28). So, calculating for x gives you 119.2, the IQ scores that
corresponds to the 90th percentile.

For clarification and reference, go to this link:

https://www.youtube.com/watch?v=CjF_yQ2N638&t=1345s