Normal Probability

Distributions
Introduction to Normal
Distributions and the
Standard Distribution
 Properties of Normal Distributions
A continuous random variable has an infinite number of possible
values that can be represented by an interval on the number line.

Hours spent studying in a day

0 3 6 9 12 15 18 21 24

The time spent studying

can be any number
between 0 and 24.

The probability distribution of a continuous random variable is

called a continuous probability distribution.

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 Properties of Normal Distributions
The most important probability distribution in statistics is the
normal distribution.

Normal curve

A normal distribution is a continuous probability distribution for

a random variable, x. The graph of a normal distribution is called
the normal curve.

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 Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-axis as it
extends farther and farther away from the mean.
5. Between μ − σ and μ + σ (in the center of the curve), the graph
curves downward. The graph curves upward to the left of μ − σ
and to the right of μ + σ. The points at which the curve changes
from curving upward to curving downward are called the
inflection points.

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 Properties of Normal Distributions

Inflection points

Total area = 1

x
μ − 3σ μ − 2σ μ−σ μ μ+σ μ + 2σ μ + 3σ

If x is a continuous random variable having a normal distribution

with mean μ and standard deviation σ, you can graph a normal
curve with the equation

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 Means and Standard Deviations
A normal distribution can have any mean and any
positive standard deviation.
Inflection
The mean gives the points
Inflection location of the line
points of symmetry.

x x
1 2 3 4 5 6 1 2 3 4 5 6 7 8 9 10 11

Mean: μ = 3.5 Mean: μ = 6

Standard deviation: Standard deviation:
σ ≈ 1.3 σ ≈ 1.9

The standard deviation describes the spread of the data.

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 Means and Standard Deviations
Example:
1. Which curve has the greater mean?
2. Which curve has the greater standard deviation?

B
A

x
1 3 5 7 9 11 13

The line of symmetry of curve A occurs at x = 5. The line of symmetry of curve

B occurs at x = 9. Curve B has the greater mean.

Curve B is more spread out than curve A, so curve B has the greater standard
deviation.

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 Interpreting Graphs
Example:
The heights of fully grown magnolia bushes are normally
distributed. The curve represents the distribution. What is the
mean height of a fully grown magnolia bush? Estimate the
standard deviation.
The inflection points are one standard
deviation away from the mean.
μ=8 σ ≈ 0.7

x
6 7 8 9 10
Height (in feet)

The heights of the magnolia bushes are normally distributed with

a mean height of about 8 feet and a standard deviation of about
0.7 feet.
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 The Standard Normal Distribution
The standard normal distribution is a normal distribution with a
mean of 0 and a standard deviation of 1.

The horizontal scale

corresponds to z-scores.

z
−3 −2 −1 0 1 2 3

Any value can be transformed into a z-score by using the formula

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 The Standard Normal Distribution
If each data value of a normally distributed random variable x is
transformed into a z-score, the result will be the standard normal
distribution.
The area that falls in the interval under the
nonstandard normal curve (the x-values) is the
same as the area under the standard normal
curve (within the corresponding z-
boundaries).

z
−3 −2 −1 0 1 2 3

After the formula is used to transform an x-value into a z-score,

the Standard Normal Table in Appendix B is used to find the
cumulative area under the curve.
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 The Standard Normal Table
Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = −3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for z-scores close to z = 3.49

Area is close to 0. Area is close to 1.

z
−3 −2 −1 0 1 2 3
z = −3.49 z = 3.49
z=0
Area is 0.5000.

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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score of 2.71.

Appendix B: Standard Normal Table

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and then
moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
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 The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score of −0.25.

Appendix B: Standard Normal Table

z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

−3.3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

−0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding −0.2 in the left hand column, and then
moving across the row to the column under 0.05.
The area to the left of z = −0.25 is 0.4013
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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the appropriate
area under the curve.
2. Find the area by following the directions for each case shown.
a. To find the area to the left of z, find the area that
corresponds to z in the Standard Normal Table.

2. The area to the left

of z = 1.23 is
0.8907.

1. Use the table to find 0 the 1.23

area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z, use the Standard Normal
Table to find the area that corresponds to z. Then subtract
the area from 1.

2. The area to the 3. Subtract to find the area to the

left of z = 1.23 is right of z = 1.23: 1−
0.8907. 0.8907 = 0.1093.

z
0 1.23
1. Use the table to find the
area for the z-score.

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 Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
c. To find the area between two z-scores, find the area
corresponding to each z-score in the Standard Normal
Table. Then subtract the smaller area from the larger area.

2. The area to the 4. Subtract to find the area of the

left of z = 1.23 is region between the two z-scores:
0.8907. 0.8907 − 0.2266 =
0.6641.
3. The area to the left of
z = −0.75 is 0.2266.

z
−0.75 0 1.23

1. Use the table to find the area for the z-

score.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve to
the left of z = −2.33.

Always draw
the curve!

−2.33 0

From the Standard Normal Table, the area is equal to

0.0099.
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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve to the
right of z = 0.94.
Always draw the
curve!
0.8264
1 − 0.8264 = 0.1736

z
0 0.94

From the Standard Normal Table, the area is equal to 0.1736.

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 Guidelines for Finding Areas
Example:
Find the area under the standard normal curve
between z = −1.98 and z = 1.07.
Always draw
0.8577 the curve!

0.0239 0.8577 − 0.0239 = 0.8338

z
−1.98 0 1.07

From the Standard Normal Table, the area is equal to 0.8338.

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Normal Distributions:
Finding Probabilities
Probability and Normal Distributions
If a random variable, x, is normally distributed, you can
find the probability that x will fall in a given interval by
calculating the area under the normal curve for that
interval.

μ = 10
P(x < 15) σ=5

x
μ =10 15

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Probability and Normal Distributions
Normal Distribution Standard Normal Distribution
μ = 10 μ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
μ =10 15 μ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
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Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score less than 90.

μ = 78
σ=8
P(x < 90)

The probability that a student

x receives a test score less than
μ =78 90 90 is 0.9332.
z
μ =0 ?
1.5

P(x < 90) = P(z < 1.5) = 0.9332

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 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score greater than than
85.
μ = 78
σ=8
P(x > 85)
The probability that a student
x receives a test score greater
μ =78 85 than 85 is 0.1894.
z
μ =0 0.88
?

P(x > 85) = P(z > 0.88) = 1 − P(z < 0.88) = 1 − 0.8106 = 0.1894

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 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that a student receives a test score between 60 and 80.

P(60 < x < 80)

μ = 78
σ=8
The probability that a student
x receives a test score between
60 μ =78 80 60 and 80 is 0.5865.
z
−2.25
? μ =0 0.25
?

P(60 < x < 80) = P(−2.25 < z < 0.25) = P(z < 0.25) − P(z < −2.25)
= 0.5987 − 0.0122 = 0.5865
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Normal Distributions:
Finding Values
 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative area of
0.9973. Appendix B: Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08
.08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the z-score by locating 0.9973 in the body of the Standard Normal
Table. The values at the beginning of the corresponding row and at the
top of the column give the z-score.
The z-score is 2.78.
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 Finding z-Scores
Example:
Find the z-score that corresponds to a cumulative area of
0.4170.
Appendix B: Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01
.01 .00

−3.4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

−0.2 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005
Use the
closest
−0.3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821
area.
−0.2
−0.2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

−0.1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
−0.0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.4170 in the body of the Standard Normal
Table. Use the value closest to 0.4170.
The z-score is −0.21.
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Finding a z-Score Given a Percentile
Example:
Find the z-score that corresponds to P75.

Area = 0.75

z
μ =0 ?
0.67

The z-score that corresponds to P75 is the same z-score that corresponds
to an area of 0.75.
The z-score is 0.67.

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Transforming a z-Score to an x-Score
To transform a standard z-score to a data value, x, in a given
population, use the formula

Example:
The monthly electric bills in a city are normally distributed with a mean
of $120 and a standard deviation of $16. Find the x-value
corresponding to a z-score of 1.60.

We can conclude that an electric bill of $145.60 is 1.6 standard

deviations above the mean.
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 Finding a Specific Data Value
Example:
The weights of bags of chips for a vending machine are normally
distributed with a mean of 1.25 ounces and a standard deviation of 0.1
ounce. Bags that have weights in the lower 8% are too light and will
not work in the machine. What is the least a bag of chips can weigh and
still work in the machine?
P(z < ?) = 0.08
8% P(z < −1.41) = 0.08
z
?
−1.41 0
x

? 1.25
1.11

The least a bag can weigh and still work in the machine is 1.11 ounces.

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 Finding Probabilities
Example:
The heights of fully grown magnolia bushes have a mean height
of 8 feet and a standard deviation of 0.7 feet. 38 bushes are
randomly selected from the population, and the mean of each
sample is determined.

The mean of the sampling distribution is 8

feet, and the standard error of the sampling
distribution is 0.11 feet.

Find the probability that the mean

height of the 38 bushes is less than
7.8 feet. 7.8
Continued.
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 Finding Probabilities
Example continued:
Find the probability that the mean height of the 38 bushes is less
than 7.8 feet.

P ( < 7.8)

7.8

P ( < 7.8) = P (z < ____

? )
−1.82 = 0.0344
The probability that the mean height of the 38 bushes is less than
7.8 feet is 0.0344.
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 Probability and Normal Distributions
Example:
The average on a statistics test was 78 with a standard deviation
of 8. If the test scores are normally distributed, find the
probability that the mean score of 25 randomly selected students
is between 75 and 79.

P (75 < < 79)

75 78 79
z
−1.88
? 0 0.63
? Continued.
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Probability and Normal Distributions
Example continued:

P (75 < < 79)

75 78 79
z
−1.88
? 0 0.63
?

P(75 < < 79) = P(−1.88 < z < 0.63) = P(z < 0.63) − P(z < −1.88)
= 0.7357 − 0.0301 = 0.7056
Approximately 70.56% of the 25 students will have a mean score
between 75 and 79.
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 Probabilities of x and x
Example:
The population mean salary for auto mechanics is μ=
$34,000 with a standard deviation of σ = $2,500. Find the probability
that the mean salary for a randomly selected sample of 50 mechanics
is greater than $35,000.

P( > 35000) = P (z > 2.83) = 1 − P (z < 2.83)

= 1 − 0.9977 = 0.0023

The probability that the mean salary

for a randomly selected sample of 50
34000 35000 mechanics is greater than $35,000 is
z
0 2.83
? 0.0023.

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 Probabilities of x and x
Example:
The population mean salary for auto mechanics is μ=
$34,000 with a standard deviation of σ = $2,500. Find the
probability that the salary for one randomly selected mechanic is
greater than $35,000.
(Notice that the Central Limit Theorem does not apply.)

P (x > 35000) = P (z > 0.4) = 1 − P (z < 0.4)

= 1 − 0.6554 = 0.3446

The probability that the salary for

34000 35000 one mechanic is greater than
z
0 ?
0.4 $35,000 is 0.3446.

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 Probabilities of x and x
Example:
The probability that the salary for one randomly selected mechanic is
greater than $35,000 is 0.3446. In a group of 50 mechanics,
approximately how many would have a salary greater than $35,000?

This also means that 34.46% of mechanics

P(x > 35000) = 0.3446 have a salary greater than $35,000.

34.46% of 50 = 0.3446 × 50 = 17.23

You would expect about 17 mechanics out of the group of 50

to have a salary greater than $35,000.
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