NORMAL DISTRIBUTION, AREA OF THE CURVE, and PROBABILITIES

Standard Normal Distribution. A distribution of a normal random variable with mean zero and standard deviation equal to 1.

Normal Distribution. A distribution that occurs naturally in many situations.

In Statistics, it is called the normal curve.
In the Social Sciences, it’s called the bell curve (because of the shape).
In Physics, it’s called Gaussian Distribution.

Properties of a normal distribution:

1. The mean, mode, and median are all equal.
2. The curve is asymmetric at the center (i.e. around the mean, μ)
3. Exactly half of the values are to the left of center and exactly half the values are to the right.
4. The total area under the curve is 1.
Empirical value refers to data or results obtained through observation or experimentation rather than theory. In statistics, the term is often used to describe
values derived from actual data, as opposed to theoretical or expected values.

In the context of the normal distribution, the empirical rule (also called the 68-95-99.7 rule) describes how empirical values are distributed within a normal
distribution:

Empirical Rule for Normal Distribution:

1. 68% of data falls within 1 standard deviation (σ) of the mean (μ).
2. 95% of data falls within 2 standard deviations of the mean.
3. 99.7% of data falls within 3 standard deviations of the mean.

EXAMPLE 1: USING THE RULE OF EMPIRICAL VALUES

If the mean test score is 70 and the standard deviation is 10:

● 68% of students will score between 60 and 80 (μ ± 1σ).

● 95% of students will score between 50 and 90 (μ ± 2σ).
● 99.7% of students will score between 40 and 100 (μ ± 3σ).

These are empirical values derived from the real-world application of the normal distribution and can guide predictions about the spread of data based on
observation.
A z-score table (also called the standard normal distribution table) helps you find the area (or probability) under the normal curve for a given z-score. The
Z-score tells you how many standard deviations a value is from the mean.

How to Read a Z-Score Table:

Rows represent the first two digits of the Z-score (the value before and the first decimal).
Columns represent the second decimal place of the Z-score.

The intersection of the row and column gives you the cumulative probability from the far left of the normal distribution curve to the Z-score.

EXAMPLE 2: Look for the z-score of 1.25, you would:

1. Find 1.2 in the row.
2. Move to the 0.05 column.
3. The corresponding value in the table (for z = 1.25) is 0.8944
4. Meaning: 89.44% of values lie below a Z-score of 1.25 in a normal distribution.

EXAMPLE 3: Look for the z-score of 1.52:

Here is a small portion of a typical z-score table:

Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359

0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753

0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141

1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621

1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015

1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
AREA OF THE STANDARD NORMAL DISTRIBUTION

EXAMPLE 4: Find the area to the left of z= 2.06, and to the right of z=2.06.

EXAMPLE 5: Find the area to the right of z=−1.19.

EXAMPLE 6: Find the area between z=1.68. and z=−1.37

EXAMPLE 7. Find the area between z=−1.44 and z=0.

EXAMPLE 8. Find the area to the right of z=0.82

PROBABILITIES AND NORMAL CURVE

Discrete Probabilities Functions

- The probability mass functions and can assume a discrete number of values. Example: tossing a coin, number of books

Continuous Probability Functions

- Probability density function. A value assumes an infinite number of values between any two values. Examples: height, temperature

EXAMPLE 9: Probability of a Range in a Normal Distribution

A test has a normal distribution with a mean of 70 and a standard deviation of 10. What is the probability that a randomly selected test score will be between
60 and 80?

Solution:
Step 1: Convert the test scores into z-scores using the formula:

Step 2: Use the standard normal distribution table to find the probability for each z-score:
i. P(z = -1) ≈ 0.1587
ii. P(z = 1) ≈ 0.8413

Step 3: Calculate the probability that the score falls between 60 and 80:
P(60 < X < 80) = P(z = 1) − P(z = −1) = 0.8413 − 0.1587 = 0.6826

Thus, the probability is approximately 0.6826 or 68.26%.

EXAMPLE 10: Probability of an Extreme Score

In the same test with a mean of 70 and a standard deviation of 10, what is the probability that a randomly selected test score will be above 85?

EXAMPLE 11: Probability of Being Below a Score

In the same test with a mean of 70 and a standard deviation of 10, what is the probability that a randomly selected test score will be below 60?

EXAMPLE 12. A university's mathematics department conducts an entrance exam, and the scores follow a normal distribution with a mean of 75 and a
standard deviation of 10. If 300 students took the exam, approximately how many students scored between 65 and 85?
Exercises:
1. Basic Calculation 9. Calculating the Probability of Being within 2 Standard Deviations
If the heights of adult women are normally distributed with a mean of 64 Given a normal distribution with a mean of 80 and a standard deviation of
inches and a standard deviation of 3 inches, what is the probability that a 12, what is the probability that a value falls between 56 and 104?
randomly selected woman is between 62 and 66 inches tall?

2. Finding Probability Above a Certain Value 10. Calculating Probability for Negative Z-scores
Given a normal distribution with a mean of 50 and a standard deviation of For a normal distribution with a mean of 45 and a standard deviation of 9,
8, what is the probability that a value is above 58? what is the probability that a value is below 38?

3. Finding Probability Below a Certain Value 11. Area to the Left of a Value
For a normal distribution with a mean of 30 and a standard deviation of 5, In a normal distribution with a mean of 50 and a standard deviation of 10,
what is the probability that a value is below 27? what is the area under the curve to the left of the value 60?

4. Finding Value Given Probability 12. Area to the Right of a Value

For a normal distribution with a mean of 40 and a standard deviation of 6, For a normal distribution with a mean of 100 and a standard deviation of 15,
find the value that corresponds to the 90th percentile. what is the area under the curve to the right of the value 85?

5. Calculating the Area Between Two Z-scores 13. Area Between Two Values
Find the area between Z-scores of -1.5 and 2.0.
Given a normal distribution with a mean of 75 and a standard deviation of 5,
6. Finding the Value for a Given Probability calculate the area under the curve between the values 70 and 80.
For a normal distribution with a mean of 25 and a standard deviation of 4,
find the value below which 75% of the data fall. 14. Area for Negative Z-scores
In a standard normal distribution (mean = 0, SD = 1), what is the area under
7. Calculating Probability in a Different Distribution the curve for Z-scores less than -1.25?
A normal distribution has a mean of 70 and a standard deviation of 10.
What is the probability that a value is between 65 and 85? 15. Area for a Range
For a normal distribution with a mean of 20 and a standard deviation of 4,
8. Finding the 95th Percentile
what is the area under the curve between the values 18 and 22?
For a normal distribution with a mean of 55 and a standard deviation of 7,
find the value corresponding to the 95th percentile.
 Standard Normal Probabilities

Table entry

Table entry for z is the area under the standard normal curve
to the left of z.
z

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

–3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
–3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
–3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
–3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
–3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
–2.9 .0019 .0018 .0018 .0017 .0016 .0016 .0015 .0015 .0014 .0014
–2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
–2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
–2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
–2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
–2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
–2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
–2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
–2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
–2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
–1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
–1.8 .0359 .0351 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
–1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
–1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
–1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
–1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0721 .0708 .0694 .0681
–1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
–1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
–1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
–1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
–0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
–0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
–0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
–0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
–0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
–0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
–0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
–0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
–0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
–0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
 Standard Normal Probabilities

Table entry

Table entry for z is the area under the standard normal curve
to the left of z.
z

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
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
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
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998