The

Normal
Distribution

Chapter 6, Slide 1
The Normal Distribution

• A function that represents the

distribution of many random
variables as a symmetrical
bell-shaped graph.

Chapter 6, Slide 2
The Normal Distribution

•
• Symmetrical f(X)
• Mean, Median and Mode
are Equal
Location is determined by the σ
mean, μ X
μ
Spread is determined by the
standard deviation, σ

The random variable has an

infinite theoretical range:
+  to  
Chapter 6, Slide 3
By varying the parameters μ and σ, we
obtain different normal distributions
A

B C

A and B have the same mean but different standard deviations.

B and C have different means and different standard deviations.
Chapter 6, Slide 4
The Normal Distribution Shape

f(X) Changing μ shifts the

distribution left or right.

Changing σ increases
or decreases the
σ spread.

μ X

Chapter 6, Slide 5
The Standardized Normal

• Any normal distribution (with any mean

and standard deviation combination) can
be transformed into the standardized
normal distribution (Z)

• To compute normal probabilities need to

transform X units into Z units

• The standardized normal distribution (Z)

has a mean of 0 and a standard deviation
of 1
Chapter 6, Slide 6
Translation to the Standardized Normal
Distribution
• Translate from X to the standardized
normal (the “Z” distribution) by
subtracting the mean of X and dividing by
its standard deviation:

X μ
Z
σ
The Z distribution always has mean = 0 and
standard deviation = 1
Chapter 6, Slide 7
The Standardized
Normal Distribution

• Also known as the “Z” distribution

• Mean is 0
• Standard Deviation is 1
f(Z)

0 Z

Values above the mean have positive Z-values.

Values below the mean have negative Z-values.

Chapter 6, Slide 8
Example

• If X is distributed normally with mean of

$100 and standard deviation of $50, the
Z value for X = $200 is

X  μ $200  $100
Z   2.0
σ $50
• This says that X = $200 is two standard
deviations (2 increments of $50 units)
above the mean of $100.

Chapter 6, Slide 9
Comparing X and Z units

$100 $200 $X (μ = $100, σ = $50)

0 2.0 Z (μ = 0, σ = 1)
Note that the shape of the distribution is the same,
only the scale has changed. We can express the
problem in the original units (X in dollars) or in
standardized units (Z)

Chapter 6, Slide 10
Finding Normal Probabilities

Probability is measured by the area under

the curve
f(X) P (a ≤ X ≤ b)
= P (a < X < b)
(Note that the
probability of any
individual value is zero)

a b X

Chapter 6, Slide 11
Probability as
Area Under the Curve

The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

f(X) P(   X  μ)  0.5
P(μ  X   )  0.5

0.5 0.5

μ X
P(   X   )  1.0
Chapter 6, Slide 12
The Standardized Normal Table

• The Cumulative Standardized Normal

table gives the probability less than a
desired value of Z (i.e., from negative
infinity to Z)

Example: 0.9772
P(Z < 2.00) = 0.9772

0 2.00 Z

Chapter 6, Slide 13
The Standardized Normal Table

The column gives the value of

Z to the second decimal point
Z 0.00 0.01 0.02 …

The row shows 0.0

the value of Z 0.1
to the first . The value within the
.
decimal point . table gives the
2.0 .9772 probability from Z =  
up to the desired Z
value
P(Z < 2.00) = 0.9772
2.0

Chapter 6, Slide 14
General Procedure for Finding Normal
Probabilities

To find P(a < X < b) when X is

distributed normally:

• Draw the normal curve for the problem in

terms of X

• Translate X-values to Z-values

• Use the Standardized Normal Table

Chapter 6, Slide 15
Finding Normal Probabilities
• Let X represent the time it takes, in seconds
• Suppose X is normal with a mean of 18.0 seconds and a
standard deviation of 5.0 seconds. Find P(X < 18.6)

X  μ 18.6  18.0
Z   0.12
σ 5.0

μ = 18 μ=0
σ=5 σ=1

18 18.6 X 0 0.12 Z

P(X < 18.6) P(Z < 0.12)

Chapter 6, Slide 16
Solution: Finding P(Z < 0.12)

Standardized Normal Probability P(X < 18.6)

Table (Portion) = P(Z < 0.12)
Z .00 .01 .02 0.5478
0.0 .5000 .5040 .5080

0.1 .5398 .5438 .5478

0.2 .5793 .5832 .5871
Z
0.3 .6179 .6217 .6255 0.00
0.12

Chapter 6, Slide 17
Finding Normal
Upper Tail Probabilities

• Suppose X is normal with mean 18.0 and

standard deviation 5.0.
• Now Find P(X > 18.6)

X
18.0
18.6
Chapter 6, Slide 18
Finding Normal
Upper Tail Probabilities

• Now Find P(X > 18.6)…

P(X > 18.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12)
= 1.0 - 0.5478 = 0.4522

0.5478
1.000 1.0 - 0.5478
= 0.4522

Z Z
0 0
0.12 0.12
Chapter 6, Slide 19
Finding a Normal Probability Between
Two Values
• Suppose X is normal with mean 18.0
and standard deviation 5.0. Find P(18 <
X < 18.6)
Calculate Z-values:

X  μ 18  18
Z  0
σ 5
18 18.6 X
X  μ 18.6  18 0 0.12 Z
Z   0.12
σ 5 P(18 < X < 18.6)
= P(0 < Z < 0.12)

Chapter 6, Slide 20
Solution: Finding P(0 < Z < 0.12)

Standardized Normal Probability P(18 < X < 18.6)

Table (Portion) = P(0 < Z < 0.12)
= P(Z < 0.12) – P(Z ≤ 0)
Z .00 .01 .02 = 0.5478 - 0.5000 = 0.0478
0.0 .5000 .5040 .5080 0.0478
0.5000
0.1 .5398 .5438 .5478
0.2 .5793 .5832 .5871

0.3 .6179 .6217 .6255 Z

0.00
0.12
Chapter 6, Slide 21
Probabilities in the Lower Tail

• Suppose X is normal with mean 18.0 and

standard deviation 5.0.

X
18.0
17.4

Chapter 6, Slide 22
 Probabilities in the Lower Tail

Now Find P(17.4 < X < 18)…

P(17.4 < X < 18)
= P(-0.12 < Z < 0) 0.0478
= P(Z < 0) – P(Z ≤ -0.12)
= 0.5000 - 0.4522 = 0.0478 0.4522

The Normal distribution is

symmetric, so this probability
17.4 18.0 X
is the same as P(0 < Z < 0.12) Z
-0.12 0

Chapter 6, Slide 23