MODULE 3: THE

NORMAL DISTRIBUTION
 LESSON 1: THE NORMAL
DISTRIBUTION AND ITS
PROPERTIES
Directions: Anticipation-Reaction Guide. Complete the table by putting check as to AGREE or
DISGAREE on the corresponding columns for the following statements. Write your answers on a
separate sheet of paper.
Consider the random event of tossing four coins once, then
follow these steps:
1. List all the possible outcomes using the tree diagram.
2. Determine the sample space.
3. Determine the possible values of the random variables.
4. Assign probability values P(X) to each of the random
variable.
5. Construct a probability histogram to describe the P(X).
Answer the following guide questions:

1. How many possible outcomes are there?

2. What composes the sample space?

3. How will you describe the histogram?

 The following are the properties that can be observed from
the graph of a normal distribution, also known as Gaussian
distribution.

1. The graph is a continuous curve and has a domain -∞ < X

< ∞.
• This means that X may increase or decrease without
bound.
2. The graph is asymptotic to the x-axis. The value of the
variable gets closer and closer but will never be equal to 0.
• As the x gets larger and larger in the positive direction,
the tail of the curve approaches but will never touch the
horizontal axis. The same thing when the x gets larger
and larger in the negative direction.
3. The highest point on the curve occurs at x = µ (mean).
• The mean (µ) indicates the highest peak of the curve and is
found at the center.
• Take note that the mean is denoted by this symbol µ and
the standard deviation is denoted by this symbol .
• The median and mode of the distribution are also found at the
center of the graph. This indicates that in a normal distribution,
the mean, median and mode are equal.
4. The curve is symmetrical about the mean.
• This means that the curve will have balanced proportions when
cut in halves and the area under the curve to the right of mean
(50%) is equal to the area under the curve to the left of the
mean (50%).
5.The total area in the normal distribution under
the curve is equal to 1.
• Since the mean divides the curve into
halves, 50% of the area is to the right and
50% to its left having a total of 100% or
1.
6. In general, the graph of a normal distribution
is a bell-shaped curve with two inflection points,
one on the left and another on the right.
Inflection points are the points that mark the
change in the curve’s concavity.
• Inflection point is the point at which a change
in the direction of curve at mean minus
standard deviation and mean plus standard
deviation.
• Note that each inflection point of the normal
curve is one standard deviation away from the
mean.
7. Every normal curve corresponds to the
“empirical rule” (also called the 68 - 95 - 99.7%
rule):
• about 68.3% of the area under the curve falls
within 1 standard deviation of the mean.
• about 95.4% of the area under the curve falls
within 2 standard deviations of the mean.
• about 95.4% of the area under the curve falls
within 2 standard deviations of the mean.
Consider the following examples:
1. Suppose the mean is 60 and the standard
deviation is 5, sketch a normal curve for the
distribution. This is how it would look like.
2. A continuous random variable X is normally
distributed with a mean of 45 and standard
deviation of 6. Illustrate a normal curve and find the
probability of the following:
a. P (39 < X < 51) = 68.3%
b. P (X > 45) = 50%
Directions: Read the following statements carefully. Write ND if the statement
describes a characteristic of a normal distribution, and NND if it does not
describe a characteristic of a normal distribution. Write your answers on a
separate sheet of paper.

1. The curve of the distribution is bell-shaped.

2. In a normal distribution, the mean, median and mode are of equal values.
3. The normal curve gradually gets closer and closer to 0 on one side.
4. The curve is symmetrical about the mean.
5. The distance between the two inflection points of the normal curve is equal
to the value of the mean.
6. A normal distribution has a mean that is also equal to the standard
deviation.
7. The two parameters of the normal distribution are the mean and the
standard deviation.
8. The normal curve can be described as asymptotic.
9. Two standard deviations away from the left and right of the mean is
equal to 68.3%.
10. The area under the curve bounded by the x-axis is equal to 1.
 LESSON 2:THE STANDARD
NORMAL DISTRIBUTION
The standard normal distribution, which is denoted by
Z, is also a normal distribution having a mean of 0 and a
standard deviation of 1. Since the normal distribution can
have different values for its mean and standard deviation,
it can be standardized by setting the µ = 0 and the = 1.
Directions: Observe the illustrations then answer the questions that follow.
Write your answers on a separate sheet of paper.
Guide Questions:
1. What is the mean?
Figure A: _______________ Figure B: _______________
2. What is the standard deviation?
Figure A: _______________ Figure B: _______________
3. What is the area of the shaded region?
Figure A: _______________ Figure B: _______________
4. What did you do to identify the area of the shaded region?
FigureA:_______________________Figure ______________________
5. Did you use the same method? ________________________
 The Z - Table

Let us get a closer look at the z-table. The outermost

column and row represent the z-values. The first two digits of
the z-value are found in the leftmost column and the last digit
(hundredth place) is found on the first row.
Suppose the z-score is equal to 1.85, locate the first two digits 1.8 in the leftmost
column and the last digit, .05, can be located at the first row. Then find their
intersection which gives the corresponding area. Therefore, given z = 1.85, the area is
equal to 0.9678.
Other examples are as follow: 1. Find the area that corres
ponds to z = 2.67 Answer: 0.9962
2. Find the area that corresponds to z = 1.29 Answer: 0.9015 3. Find the
area that corresponds to z = 3 Answer: 0.9987
4. Find the area that corresponds to z = - 0.64 Answer: 0.2611
5. Find the area that corresponds to z = - 2.33 Answer: 0.0099
Note: The z-table used is the Cumulative Distribution
Function (CDF) of the Standard Normal Curve. Refer to the
attachment on pages 19 and 20.
Now that you already know how to use the z-table to find the
corresponding area for the z-score, let us identify the regions
under the nomal curve that corresponds to different standard
normal values. In order to find the regions, a probability notation
is used.
 The probability notation P(a < Z < b) indicates that the
z-value is between a and b, P(Z > a) means z-value is
above a and P(Z < a) means z-value is below a. It would
not matter whether we are considering P(Z < a) or P(Z ≤
a) or P(Z > a) or P(Z ≥ a). To illustrate, let us consider
these examples:
1. Find the proportion of the area between z = -1.25 and
2.19, this can be expressed as P(-1.25 < Z < 2.19), read as
the probability that Z is greater than -1.25 but less than
2.19.
STEP 1: Draw a normal curve and locate the z - scores and
shade.
STEP 2: Locate the corresponding area of the z - scores in the
z-table. z = -1.25 has a corresponding area of 0.1056 z = 2.19
has a corresponding area of 0.9857
STEP 3: If you are looking for the area between two z - scores,
simply subtract the corresponding areas to arrive at the answer.
Therefore, 0.9857 - 0.1056 = 0.8801 and the P(-1.25 < Z <
2.19) = 0.8801 or 88.01%
2. Compute the probability using the standard normal curve. a.
P(Z < 1.67) = _____________
Solution:
STEP 1: Draw a normal curve and locate the z - score and
shade.
STEP 2: Locate the corresponding area of the z - score in the
z-table. z = 1.67 has a corresponding area of 0.9525 1
STEP 3: If you are looking for a less than area, the area in the
table is the answer, therefore the P(Z < 1.67) = 0.9525 or
95.25%.
 Activity
b. P(Z > -0.65) = ______________
Solution:
STEP 1: Draw a normal curve and locate the z - score and
shade.
STEP 2: Locate the corresponding area of the z - score in the
z-table. z = -0.65 has a corresponding area of 0.2578
STEP 3: If you are looking for a greater than area, the area in
the table is subtracted from 1, therefore, 1.0000 – 0.2578 =
0.7422 , and the P(Z > -0.65) = 0.7422 or 74.22%
The Z- Score
The z-score is an essential component in standard normal
distribution. This allows us to describe a given set of data by
finding the z-scores. This leads us to a question of how z-
scores are identified? Given a normal random variable X with
mean (µ) and standard deviation ( ), each value of x of the
variable can be transformed into z-scores using the formula,
 To illustrate how the value of x can be converted in z-score, here are
some examples. 1. A random variable X has a mean of 6 and a standard
deviation of 2. Find the corresponding z-score for x = 11.
5. The height (in meters) of grade 11 students in
section A follows a normal distribution with the mean
1.6 and a standard deviation of 0.3. Find the
pobability that students chosen at random has a height
greater than 1.75.
Solution:
STEP 1: Convert the normal value in z - score.
The Percentile

A percentile is a measure used in statistics indicating the value

below which a given percentage of observations in a group of
observations fall.
Imagine you took a standardized test and you scored 91 at the
89th percentile. This means that 89% of the examiners scored
lower than 91 and 11% scored higher than 91. This explains that
89th percentile is located where 89% of the total population lies
below and 11% lies above that point. To illustrate the 89th
percentile of the normal curve here are the steps:
1. Express the given percentage as probability, remember 89% is
the same as 0.8900.
2. Using the z-table (Cumulative Distribution Function (CDF) of
the Standard Normal Curve), locate the area of 0.8900.
3. There is no area corresponding exactly to 0.8900. It is between
of 0.8888 with a corresponding z - score of 1.22 and 0.8907
with a corresponding z - score of 1.23. The nearest value to
0.8900 is 0.8888 and therefore, the distribution lies below z =
1.22.
4. Construct a normal curve and shade the region to the left of
1.22
 ACTIVITY
Directions: Read the instructions given and write your answers
on a separate sheet of paper. A. Complete the table by converting
the given values into z-scores. Then find the corresponding area
using the z-table.
ACTIVITY