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Subject: Statistics and Probability

Topic: Normal Random Variables and its Characteristics
Week: Week 3

Learning Outcomes:
 The learner demonstrates understanding of key concepts of random variables and probability
distributions.
o illustrates a normal random variable and its characteristics
o identifies regions under the normal curve corresponding to different standard
normal values
o converts a normal random variable to a standard normal variable and vice versa
o computes probabilities and percentiles using the standard normal table

Definition of Terms

 NORMAL PROBABILITY DISTRIBUTION -It is the most common model for relative
frequencies of a continuous random variable.

 STANDARD NORMAL DISTRIBUTION - It is a normal distribution with a mean of 0 and a

standard deviation of 1.

 EMPIRICAL RULE - This states that 68.26% of the scores fall within one standard deviation
away from the mean, 95.44% of the scores fall within two standard deviations away
from the mean, and 99.74% of the scores fall within three standard deviations away
from the mean.

 NORMAL CURVE OR BELL CURVE- It is a graph that represents the probability density function
of the normal probability distribution.

 PROBABILITY DENSITY FUNCTION OF A NORMAL DISTRIBUTION

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Discussion:

Lesson 1: The Normal Random Variables

Throughout the course of human civilization, mankind has pursued improvement of his
current state of living. A lot of inventions have been made to make life more convenient.
Necessity, after all, is the mother of all inventions. Thus, to determine how to improve our
current state of living, researches about other people’s state of living are being made to
discover what is there to improve.
The government uses research to make important
decisions on how to improve the state. For instance, the
education sector uses standardized tests to determine
the performance of students. Using the mean and
standard deviation, they can describe how well the
students in the country perform and use this as basis in
evaluating the current curriculum. Moreover,
educational institutions use this information to
determine how well a particular student performs in comparison to the performance of the
average student in the country.

The private sector also uses research

to improve their current products. For
instance, companies use the mean and
standard deviation to benchmark the
performance of their products against their
competitors. With this in mind, they would
know what to improve in their product.

In this unit, we will discover how we can use the normal curve in interpreting the score
of a particular object in relation to the population mean and standard deviation.

Normal Distribution

 It is the most common type of data distribution and is also known as bell curve.
 The distribution is that most of the scores tend to be closer to the mean.
 It is a continuous probability distribution.

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 The normal curve, which represents a normal distribution, is defined by the following
probability density function:

In this equation, the variable µ (pronounced as “mu”) represents the mean of the
distribution and the variable σ (pronounced as “sigma”) represents the standard deviation of
the distribution. The Greek letter represents a constant which is approximately equal 3.14159
and the natural number is approximately equal to 2.71828.

The term normal refers to the fact that this kind of distribution occurs in many different
kinds of common measurements. Because of that, this distribution is the most commonly used
distribution in probability theory and statistics.

Standard normal distribution- The most common example of a normal distribution. The
standard normal distribution is a normal distribution with a mean of 0 and standard deviation
of 1.
The mean µ of a normal distribution is always in the center of the normal curve. The
standard deviation σ, on the other hand, determines the “spreadness” of the distribution. We
can use the mean and the standard deviation of a normal distribution in order to determine the
percentage of scores that lie in a given area of the distribution.

Given the mean µ and standard deviation σ, we can also interpret the scores above the
mean as follows:
 µ + σ is the score one standard deviation above the mean.
 µ +2 σ is the score two standard deviations above the mean.
 µ + 3σ is the scores three standard deviations above the mean.

Likewise, we can interpret the scores below the mean as follows:

 µ - σ is the score one standard deviation below the mean.
 µ - 2σ is the score two standard deviations below the mean.
 µ - 3σ is the score three standard deviations below the mean.

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Examples

Given a set of scores with µ=15 and σ=2.5 , write down the following scores:
a. the scores one, two, and three standard deviations above the mean
b. the scores one, two, and three standard deviations below the mean

Solution:
Since µ=15 and σ=2.5 are given, we can determine the scores several standard
deviations above or below the mean by adding or subtracting multiples of the standard
deviation from the mean.

a. One standard deviation above the mean:

µ+σ = 15 + 2.5
µ+σ = 17.5

Two standard deviations above the mean:

µ +2 σ = 15 + 2(2.5)
µ +2 σ = 15 + 5
µ +2 σ = 20

Three standard deviations above the mean:

µ +3 σ = 15 + 3(2.5)
µ +3 σ = 15 + 7.5
µ +3 σ = 22.5

b. One standard deviation below the mean:

µ-σ = 15 - 2.5
µ-σ = 12.5

Two standard deviations below the mean:

µ - 2σ = 15 - 2(2.5)
µ - 2σ = 15-5
µ - 2σ = 10

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 Three standard deviations below the mean:

µ -3 σ = 15 - 3(2.5)
µ -3 σ = 15 - 7.5
µ - 3 σ = 7.5

Example

Determine the approximate location in terms of the standard deviation of the score x=
85 that lies in a normally distributed set of scores with a mean of µ=35 and a standard deviation
of σ=42.75.

Solution:

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 Since, we can observe that this score is less than µ - σ = 92.25 but greater than µ - 2σ =
49.5. Thus, we may say that the score lies between the score one standard deviation below the
mean and the score two standard deviations below the mean. As an inequality, it can be
written as

Note that this only approximates the location of the score in the distribution by
comparing it to the score one standard deviation below the mean and the score two standard
deviations below the mean. There are more accurate ways to locate a score in a normally
distributed set of scores, which will be discussed later.

Example:

Determine the probability density function of a normal distribution whose mean is 10

and standard deviation is 4.

Solution:

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Example

Solution:

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Lesson 2: Characteristics of a Normal Random Variable

There are several characteristics that can be observed whenever we talk about a set of
data that are normally distributed.

1. A normal distribution is symmetric about its mean.

In a normally distributed set of data, the mean will be placed at the center if the data are
arranged in ascending order. Moreover, approximately 50% of the data is less than the
mean and 50% approximately of the data is greater than the mean.

2. The mean, median, and mode of a normal distribution are all equal.

Since the mean, median, and mode are all equal, the median and the mode are also
located at the middle of the distribution.

3. A normal distribution is thicker at the center and less thick at the tails.
“Thicker” at the center means that there are more scores located near the center of the
distribution and there are fewer scores found near both ends of the distribution.

4. Approximately 68.26% of the area of a normal distribution is within one standard

deviation of the mean.
Note that the area of a normal distribution refers to the graphical representation of the
percentage, proportion, or probability of a normal distribution.

In a given set of data, approximately 68.26% of the scores are located between the scores
one standard deviation above and one standard deviation below the mean. This means
that in a normally distributed set of data, a score of that data has a 68.26% chance of falling
within one standard deviation from the mean. We may write this as a probability notation.

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5. Approximately 95.44% of the area of a normal distribution is within two standard
deviations of the mean.

In a given set of data, approximately 95.44% of the scores are located between the scores
two standard deviations above and two standard deviations below the mean. This means
that in a normally distributed set of data, a score of that data has a 95.44% chance of falling
within two standard deviations from the mean. Scores that are more than two standard
deviations away from the mean are called outliers. We may write this as a probability
notation.

6. Approximately 99.74% of the area of a normal distribution is within three standard

deviations of the mean.

In a given set of data, approximately 99.74% of the scores are located between the scores
three standard deviations above and three standard deviations below the mean. This
means that in a normally distributed set of data, a score of that data has a 99.74% chance
of falling within three standard deviations from the mean. Scores that are more than three
standard deviations away from the mean are called extreme outliers. We may write this as
a probability notation.

The fourth, fifth, and sixth characteristics mentioned form the empirical rule on normal
curves. The empirical rule states that 68.26% of the scores fall within one standard
deviation away from the mean; 95.44% of the scores fall within two standard deviations
away from the mean; and 99.74% of the scores fall within three standard deviations away
from the mean.

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Example

1. In a normally distributed set of data containing 46, 248 scores, how many scores are
expected to fall within one standard deviation away from the mean?

Solution:

According to the empirical rule, 68.26% of the scores would fall within one standard
deviation away from the mean. We can get the number of scores that are within that
range if we multiply the percentage to the number of scores.

Thus, around 31,569 of the scores are expected to fall within one standard deviation
away from the mean.

2. A particular normally distributed set of data has a mean of µ =25.44 and a standard
deviation of σ =3.41. Is the score X=40 considered an outlier?

Solution:

Step 1: Make a plan in solving the problem.

A score is considered an outlier if it is more than two standard deviations

away from the mean. Thus, we should first solve for the scores two
standard deviations away from the mean and determine whether the
given score lies beyond those points.

Step 2: Solve for the scores two standard deviations away from the mean

First, solve for the score two standard deviations above the mean.

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 Step 3: Compare the scores using a number line.
The mean, the scores two standard deviations away from the mean and
the

score X=40 are presented in the number line below.

The score X=40 lies higher than the score two standard deviations above the mean.
Thus, the score is an outlier.

1. Determine whether the given value of X is an outlier of the following set of scores given
its mean and standard deviation. Assume that all of the data are normally distributed.

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Lesson 3: The Normal Curve

A normal curve or a bell curve is a

graph that represents the probability
density function of the normal probability
distribution. The normal curve is also
called the Gaussian curve after the
mathematician Karl Friedrich Gauss.

The graph above is an example of a

normal curve. Observe that the mean µ is in the middle of the curve. The scores indicated on
the left of µ are the scores one, two, and three standard deviations below the mean while the
scores indicated on the right of µ are the scores one, two, and three standard deviations above
the mean. The highest point of the curve is always above the mean of the distribution. Notice
that there are more frequencies of scores near the mean while there are fewer frequencies of
scores far from the mean.

Note that the normal curve is symmetric. This means that of the 50% scores are less than the
mean and 50% of the scores are greater than the mean.

The normal curve requires two parameters: the mean and the standard deviation. The graph of
the normal curve is defined by the probability density function.

where

is the height of the curve of the particular values of x ,

is any score in the distribution,

is the mean of the random variable,

is the standard deviation of the random variable,

is a constant approximately equal to 3.1416 , and

is the natural number which is approximately equal to 2.71828

A normal distribution with a higher standard deviation is more spread out while a
normal distribution with a lower standard deviation is more compact.

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 Recall that in the previous lesson, the empirical rule states that 68.26% of the scores fall
within one standard deviation away from the mean, 95.44% of the scores fall within two
standard deviations away from the mean, and 99.74% of the scores fall within three standard
deviations away from the mean. In a normal curve, these percentages are represented as the
area bounded by the graph of the normal curve and the horizontal axis.

The total area bounded by the normal curve is 1. This represents 100% of the scores of
the normal distribution. The area of the region to the left the mean is 0.5 and the area of the
region to the right of the mean is 0.5 as well.

The area of the region between the scores one standard deviation away from the mean
is 0.6826.

The area of the region between the scores two standard deviations away from the mean
is 0.9544.

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 The area of the region between the scores three standard deviations away from the
mean is 0.9974.

Example

1. In a normally distributed data, find the area of the scores more than one standard
deviation above the mean.

Solution:

The area of the normal curve within one standard deviation from the mean is 0.6826.
Since the total area of the normal curve is 1, we can obtain the area of the scores more
than one standard deviation away from the mean by subtracting 0.6826 from 1. That is
1-0.6826 =0.3174.

Since we are only looking for the area of the scores more than one standard deviation
away above the mean, we divide 0.3174 by 2. Division by 2 is correct since the normal
curve is symmetric.

Therefore, the area of the scores more than one standard deviation above the mean is 0.1587.

2.

Solution:

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 3.

Solution:

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References:

Ocampo, Jose M. and Wilmer G. Marquez. Conceptual Math & Beyond (Statistics and
Probability). Quezon City: Brilliant Creations Publishing, Inc., 2016

Open Learning Initiative. “Concepts in Statistics – Normal Random Variables.” Accessed

September 9, 2018. https://courses.lumenlearning.com/wmopen-
conceptsstatistics/chapter/introduction-to-normal-random-variables-1-of-6/

Pierce, Rod. “Normal Distribution.” Accessed September 13, 2018.

https://www.mathsisfun.com/data/standard-normal-distribution.html

Statistics Lectures. “Normal Curve and Empirical Rule.” Accessed September 10, 2018.
http://www.statisticslectures.com/topics/normalcurve

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Subject: Statistics and Probability
Topic: Standard Scores and the Normal Curve
Week: Week 3

Overhearing the conversation of two

students as shown below, how would you
interpret the situation?

If you are going to interpret a situation like

this, you will need to be able to compare things.
You will need to present the comparisons in a
way that will aid you in decision-making.
Understanding the situation can be made possible
by using the standard score and the normal curve
in statistics.

Although most natural phenomena can be modeled using normal distributions,

the ensuing calculations are often tedious and prone to human error. To find a way
around this difficulty, any normal distribution can be converted to one that is easier to
handle, using only algebraic manipulation of the mean and the standard deviation. Once
this is done, we can then describe the probability of any event more easily. Thus, we
have the standard normal distribution and the z-scores.

A standard score, more commonly known as a z-score, is a very useful statistical

model because it allows us to determine the probability of a score occurring within our
normal distribution and enables us to compare two scores that are from different
normal distributions.

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Lesson 1: Conversion of Normal Random Variable to Standard Random Variable

It would be difficult to calculate the probabilities of a normal random variable if the

values are taken as they are. It would take a lot of work involving calculus, but to bypass these
procedures, we may use a standard normal variable.

In the previous unit, we defined a standard normal distribution as a normal distribution

with a mean of 0 and a standard deviation of 1, or (0, 1). If 𝑋 ~ (𝜇, 𝜎), then the random variable
𝑍 is standardized when

where 𝑋 is the given raw score, 𝜇 is the population mean, and 𝜎 is the population standard
deviation. In this case, we can say that 𝑍 ~ (0, 1).

Once 𝑋 is standardized, we can calculate the probabilities of random variables involving

different means and standard deviations. 𝑍 gives us the number of standard deviations a
variable 𝑋 is away from the mean of the distribution.

Example

1. What is the 𝑍-score of 40 in a math test when the mean is 58 with a standard
deviation of 9?

Solution:

Substitute the given data in the formula.

thus, the 𝑍-score of 40 is −2.

2. The 𝑍-score of a certain student in a physics test was found to be −1.6. The test has
a mean score of 86 with a standard deviation of 12. What was the student’s actual
test score in physics?

Solution:

Since the actual score is missing. It means that we need to solve for 𝑋.

Substituting the given values into the formula and then simplifying it will give us
the required score.

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 3. Below are the scores of a group of 10 students in a 50-item mathematics test

46,38, 42, 47, 35, 30, 42, 43, 45, 43

Find the 𝑍-score of each score.

Solution:
To find the 𝑍-score, we must find first the average and the standard deviation of the group.
To find the average score, add all the scores and divide the sum by 10.

Thus, we have

To find the standard deviation, use the following formula:

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Lesson 2: Regions under the Normal Curve

This is the normal curve of a standard normal distribution. Note that its center is
above the mean, which is zero, and its standard deviation is equal to 1.

Recall that 68% of the area of a normal distribution is within one standard deviation
of the mean. This also means that in a standard normal distribution, the probability of getting a
𝑍-score between 𝑍 = −1 and 𝑍 = 1 is approximately 0.68.

Approximately 95.4% of the area of a normal distribution is within two standard

deviations of the mean. This means that in a standard normal distribution, the probability of
getting a 𝑍-score between 𝑍 = −2 and 𝑍 = 2 is about 0.954.

Notice that almost all values (99.7%) fall within three standard deviations of the mean.

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In general, when we speak of a region under the curve, we are in fact interested in the area of
that region and we can associate it further with probability, proportion, or percentage.

Here are some tables of areas under the normal curve from its left end to the given 𝑍-score. To
use these tables, look for the first digits of the given 𝑍-score in the first column of the
appropriate table, then look for the succeeding digits after the decimal point in the first row.

The intersection of the columns and rows that contain the digits of the 𝑍-score is the cell that
has the total area from the left end of the normal curve to the given 𝑍-score. Note that this is
also the cumulative frequency of the standard normal distribution at that 𝑍-score.

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These tables are very useful when solving for probabilities involving standard normal
distributions. To interpret this table, let us take 𝑍 = −1.23 as an example.

A 𝑍-score of −1.23 corresponds to a value of 0.1093. This means that the area to the left of 𝑍 =
−1.23 is equal to 0.1093 or 10.93% of the total area.

Example

1. What is the area under the curve of a 𝑍-score of 1.35?

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Looking at the table of 𝑍-scores, the area of 1.35 is 0.9115 or 91.15% of the total area.

2. Find the area under the normal curve between 𝑍-scores of −1.51 and 1.51.

Solution:

We need to get the area between the lower limit and the upper limit. a. Using the table,
the area of 𝑍-score −1.51 is 0.0655 or 6.55%. b. The area of 𝑍-score 1.51 is 0.9345 or
93.45%.

To get the area covered by the given limits, we need to subtract the upper area limit by
the lower area limit. Thus, the area between 𝑍-scores of −1.51 and 1.51 is equal to
93.45% − 6.55% = 86.9%

3. A distribution has a mean of 40 and a standard deviation of 5. Sixty-eight percent of

the distribution can be found between what two numbers?

Solution:

Recall that 68% of the distribution is from one standard deviation to the left of the mean
and one standard deviation to the right. Since one standard deviation is 5, it means that
the area is between 35 and 45.

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Real-World Problems

4. A group of Grade 11 students took a test in Mathematics and the final grades have a
mean of 70 and a standard deviation of 10. If we can approximate the distribution of
these grades by a normal distribution, what percent of the total number of students
scored higher than 80?

Solution:

The given raw score, standard deviation, and mean are listed as follows.
• 𝑋 = 80
• 𝜎 = 10
• 𝜇 = 70

Substitute all these values in formula for getting the 𝑍-score.

Using the table, the area to the left of 𝑍 = 1 is 0.8413 or 84.13%. Since we want to get
the percentage of the students who scored higher than 80 or 𝑍 = 1, we need to consider
the area to the right of 𝑍 = 1.

To get this area, we subtract 84.13% from 100%. Thus, the percentage of students who
scored higher than 80 is equal to 100% − 84.13% or 15.87%.

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Lesson 3: Probabilities and Percentiles

Using percentiles, we can understand how the standardized normal distribution works.

The following mathematical notations will be used in various solutions with regards to
the normal curve.

• P (𝑍 ≤ 𝑘) = (𝑘)

Look at the 𝑧-score table for the corresponding value of 𝑘.

• (𝑍 ≥ 𝑘) = 1 − (𝑘)

The probability can be obtained by subtracting the corresponding value of 𝑘

from 1.

• 𝑃(𝑚 ≤ 𝑍 ≤ 𝑘) = 𝐹(𝑘) − 𝐹(𝑚)

Subtract the corresponding value of 𝑚 from the corresponding value of 𝑘.

Example

1. 𝑋 is a normally distributed variable with a mean of 20 and a standard deviation of 5.

Find the (𝑋 ≤ 27).

Solution:

Step 1: Standardize the normally distributed data.

Step 2: Look at the 𝑧-score table to find (𝑋 ≤ 27).

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 2. Find (𝑋 ≥ 18) and (12 ≤ 𝑋 ≤ 29) in Example 1.

Solution:

a. 𝑃(𝑋 ≥ 18)

Step 1: Standardize the normally distributed data.

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1. Write TRUE if the statement is correct, and FALSE if otherwise.

a. In a normal distribution, 11.5% of scores are greater than 𝑍 = 1.2.

b. The percentile rank for the mean is 50% for any normal distribution.

c. A 𝑍-score represents the number of standard deviations above or below the mean.

d. In a normal distribution, any percentile less than the 50th corresponds to a negative 𝑍 score.

e. A standard normal distribution has a mean of 1 and a standard deviation of 1.

2. Analyze and solve the following questions.

a. 𝑋 is a normally distributed variable with a mean of 50 and a standard deviation of 7.

Find the following:

i. 𝑃(𝑋 ≤ 45)
ii. ii. 𝑃(𝑋 ≥ 60)
iii. iii. 𝑃(30 ≤ 𝑋 ≤ 70)

b. A particular type of 4th grade Achievement Test provides overall scores that are
normally distributed with a mean of 32 and a standard deviation of 8.
i. What is the probability that a randomly selected student earns a score of
at least 25?
ii. What is the probability that a randomly selected student earns a score
between 30 and 40?
iii. The school head will give incentive to the top 3%. What will be the
minimum score required to be given the incentive?

c. The weights of ripe watermelons grown at Mang Jose’s farm follows a normally
distribution with a standard deviation of 0.5 kilos. Find the mean weight of Mang
Juan’s ripe watermelons if only 3% weigh less than 3 kilos.

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References

Math is Fun. “Standard Normal Distribution”. Accessed September 16, 2018.

https://www.mathsisfun.com/data/standard-normal-distribution.html

OUP. “The Normal Distribution”. Accessed September 17, 2018.

https://www.oup.com.au/__data/assets/pdf_file/0030/58278/Insight_Maths_Gener
al_ 12_HSC_2_ch6_Normal_distribution.pdf

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