Statistics and Probability 2nd sem, SY 2022-2023

LAS 2: Normal Distribution and the Standard Normal Distribution

Learning Activity Sheet 2 Gil S. Dael

LEARNING COMPETENCY
1. illustrates a normal random variable and its characteristics. (M11/12SP-IIIc-1)
2. identifies regions under the normal curve corresponding to different standard normal values. (M11/12SP-
IIIc-3)
3. converts a normal random variable to a standard normal variable and vice versa. (M11/12SP-IIIc-4)
4. computes probabilities and percentiles using the standard normal table.(M11/12SP-IIIc-d-1)

2.1 Normal Distribution

Definition 2.1 A normal distribution is a continuous probability distribution for a random variable x. The
graph of a normal distribution is called the normal curve. A normal distribution has the following properties.
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and is symmetric about the mean.
3. The total area under the normal curve is equal to 1.
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 inflection points.

You have learned that a discrete probability distribution can be graphed with a histogram. For a contin-
uous probability distribution, you can use a probability density function (pdf). A normal curve with µ and
and standard deviation σ can be graphed using the normal probability density function.
1 2 2
y= √ e−(x−µ) /2σ
σ 2π

2-1
2-2 Lecture 2: Normal Distribution and the Standard Normal Distribution

2.2 The Standard Normal Distribution

There are infinitely many normal distributions, each with its own mean and standard deviation. The
normal distribution with a mean of 0 and a standard deviation of 1 is called the standard normal distribution.
We can transform any x-value to a z-score using the formula
Value − Mean
z=
Standard Deviation
x−µ
=
σ
Definition 2.2 The standard normal distribution is a normal distribution with a mean of 0 and a standard
deviation of 1.

A copy of the Standard Normal Table is attached at last page. We will use it to find the areas corre-
sponding to any x− values. One may observe the following in the Standard Normal Table.
Definition 2.3 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.
Example 2.4 1. Find the cumulative area that corresponds to a z−score of 1.15.
2. Find the cumulative area that corresponds to a z−score of −0.24.
Solution: 1. Find the area that corresponds z = 1.15 by finding 1.1 in the left column and then moving
across the row to the column under 0.05. The number in that row and column is 0.8749. So, the area to the
left of z = 1.15 is 0.8749.
Lecture 2: Normal Distribution and the Standard Normal Distribution 2-3

The sketch of the area of z = 1.15 under the standard normal curve is presented below.

2. Find the area that corresponds to z = −0.24 by finding −0.2 in the left column and then moving
across the row to the column under 0.04. The number in that row and column is 0.4052. So, the area to the
left of z = −0.24 is 0.4052.

The sketch of the area of z = −0.24 under the standard normal curve is presented below.

The following guidelines can be used to find the area 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.
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.
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.
Let us consider the following examples.
Example 2.5 Find the area under the standard normal curve to the left of z = −0.99.
Solution: The area under the standard normal curve to the left of z = −0.99 is shown.
2-4 Lecture 2: Normal Distribution and the Standard Normal Distribution

From the Standard Normal Table, this area is equal to 0.1611.

Example 2.6 Find the area under the standard normal curve to the right of z = 1.06
Solution: The area under the standard normal curve to the right of z = 1.06 is shown below.

From the Standard Normal Table, the area to the left of z = 1.06 is 0.8554. Because the total area under
the normal curve is 1, the area to the right of z = 1.06 is

Area = 1 − 0.8554
= 0.1446.

Example 2.7 Find the area under the standard normal curve between z = −1.5 and z = 1.25.
Solution: The area under the standard normal curve between of z = −1.5 and z = 1.25 is shown below.

From the Standard Normal Table, the area to the left of z = 1.25 is 0.8944 and the area to the left of
z = −1.5 is 0.0668. So the area between of z = −1.5 and z = 1.25 is

Area = 0.8944 − 0.0668

= 0.8276.
Lecture 2: Normal Distribution and the Standard Normal Distribution 2-5

2.3 Probability and Normal Distributions

Example 2.8 A survey indicates that people use their cellular phones an average of 1.5 years before buying
a new one. The standard deviation is 0.25 year. A cellular phone user is selected at random. Find the
probability that the user will use their current phone for less than 1 year before buying a new one. Assume
that the variable x is normally distributed.

Solution: Let the random variable x denote the number of years a user will use their current phone
before buying a new one.

The graph shows a normal curve with mean of 1.5 (µ = 1.5) and a standard deviation of 0.25 (σ = 0.25)
and a shaded area for x less than 1.

The z−score that corresponds to 1 year is

x−µ 1 − 1.5
z= = = −2.
σ 0.25

The Standard Normal Table shows that P (z < −2) = 0.0228. The probability that the user will use their
cellular phone for less than 1 year before buying a new one is 0.0228.

Interpretation: So, 0.0228 or 2.28% of cellular phone users will use their cellular phone for less than 1
year before buying a new one. Because 2.28% is less than 5%, this is an unusual event.

Example 2.9 A survey indicates that for each trip to the supermarket, a shopper spends an average of
45 minutes with a standard deviation of 12 minutes in the store. The lengths of time spent in the store
are normally distributed and are represented by the variable x. A shopper enters the store. (a) Find the
probability that the shopper will be in the store for each interval of time listed below. (b) Interpret your
answer if 200 shoppers enter the store. How many shoppers would you expect to be in the store for each
interval of time listed below?

1. Between 24 and 54 minutes 2. More than 39 minutes

Solution: 1. (a) The graph shows a normal curve with µ = 45 minutes and σ = 12 minutes. The area
for x between 24 and 54 minutes is shaded.
2-6 Lecture 2: Normal Distribution and the Standard Normal Distribution

The z−score that corresponds to 24 minutes and to 54 minutes are

x1 − µ 24 − 45 x2 − µ 54 − 45
z1 = = = −1.75 and z2 = = = 0.75
σ 12 σ 12
So, the probability that a shopper will be in the store between 24 and 54 minutes is

P (24 < x < 54) = P (−1.75 < z < 0.75)

= P (z < 0.75) − P (z < −1.75)
= 0.7734 − 0.0401
= 0.7333

(b) Interpretation: If 200 shoppers enter the store, then you would expect 200(0.7333) = 146.66, or
about 147, shoppers to be in the store between 24 and 54 minutes.

2. (a) The graph shows a normal curve with µ = 45 minutes and σ = 12 minutes. The area for x greater
than 39 minutes is shaded.

The z-score that corresponds to 39 minutes is

x−µ 39 − 45
z= = = −0.5.
σ 12
So, the probability that a shopper will be in the store more than 39 minutes is

P (x > 39) = P (z > −0.5) = 1 − P (z < −0.5) = 1 − 0.3085 = 0.6915.

(b) Interpretation: If 200 shoppers enter the store, then you would expect 200(0.6915) = 138.3, or
about 138, shoppers to be in the store more than 39 minutes.
Lecture 2: Normal Distribution and the Standard Normal Distribution 2-7

2.4 Finding z-scores

Example 2.10 1. Find the z−score that corresponds to a cumulative area of 0.3632.

2. Find the z−score that has 10.75% of the distribution’s area to the right.

Solution: 1. Find the z-score that corresponds to an area of 0.3632 by locating 0.3632 in the Standard
Normal Table.The values at the beginning of the corresponding row and at the top of the corresponding
column give the z-score. For this area, the row value is −0.3 and the column value is 0.05. So, the z−score
is −0.35.

2. Because the area to the right is 0.1075, the cumulative area is 1 − 0.1075 = 0.8925. Find the z−score
that corresponds to an area of 0.8925 by locating 0.8925 in the in the Standard Normal Table. For this area,
the row value is 1.2 and the column value is 0.04. So, the z−score is 1.24.

Percentiles divide a data set into 100 equal parts. Recall that if a value x represents the 83rd percentile
P83 , then 83% of the data values are below x and 17% of the data values are above x.

To find a z−score that corresponds to a percentile, you can use the Standard Normal Table.

Example 2.11 Find the z−score that corresponds to each percentile.

1. P5
2. P50
3. P90

Solution: 1. To find the z-score that corresponds to P5 find the z-score that corresponds to an area of
0.05 (as shown) by locating 0.05 in the Standard Normal Table.
2-8 Lecture 2: Normal Distribution and the Standard Normal Distribution

The areas closest to 0.05 in the table are 0.0495(z = −1.65) and 0.0505(z = −1.64). Because 0.05 is
halfway between the two areas in the table, use the z−score that is halfway between −1.64 and −1.65. So,
the z-score that corresponds to an area of 0.05 is −1.645.
2. To find the z−score that corresponds to P50 , find the z−score that corresponds to an area of 0.5 (see
figure) by locating 0.5 in the Standard Normal Table.

The area closest to 0.5 in the table is 0.5000, so the z−score that corresponds to an area of 0.5 is 0.
3. To find the z−score that corresponds to P90 , find the z−score that corresponds to an area of 0.9 (see
figure) by locating 0.9 in the Standard Normal Table.

The closest to 0.9 in the table is 0.8997, so the z−score that corresponds to an area of 0.9 is about 1.28.

2.5 Transforming a z−score to an x−value

Definition 2.12 To transform a standard z-score to a data value x in a given population, use the formula
x = µ + zσ
Lecture 2: Normal Distribution and the Standard Normal Distribution 2-9

Example 2.13 A veterinarian records the weights of cats treated at a clinic. The weights are normally
distributed, with a mean of 9 pounds and a standard deviation of 2 pounds. Find the weights x corresponding
to z-scores of 1.96, −0.44, and 0. Interpret your results.
Solution: The x−value that corresponds to each standard z−score is calculated using the formula
x = µ + zσ.
For z = 1.96, we have
x = µ + zσ = 9 + (1.96)(2) = 12.92 pounds.
For z = −0.44, we have
x = µ + zσ = 9 + (−0.44)(2) = 8.12 pounds.
For z = 0, we have
x = µ + zσ = 9 + (0)(2) = 9 pounds.
Interpretation: You can see that 12.92 punds is above the mean, 8.12 pounds is below the mean, and
9 punds is equal to the mean.

2.6 Finding a Specific Data Value

Example 2.14 Scores for the Duma Peace Officer Standards and Training test are normally distributed,
with a mean of 50 and a standard deviation of 10. An agency will only hire applicants with scores in the top
10%.What is the lowest score you can earn and still be eligible to be hired by the agency?
Solution: Exam scores in the top 10% correspond to the shaded region shown.

A test score in the top 10% is any score above the 90th percentile. To find the score that represents
the 90th percentile, you must first find the z−score that corresponds to a cumulative area of 0.9. From the
Standard Normal Table, you can find the area closest to 0.9 is 0.8997. So the z−score that corresponds to
an area of 0.9 is z = 1.28. Using the equation x = µ + zσ, you have,

x = µ + zσ
= 50 + 1.28(10)
≈ 62.8

2.7 Use of Microsoft Excel in Findign z−value

Excel Functions on Normal Distributions:
a. The NORMSDIST function computes the cumulative probability given a z−value.
2-10 Lecture 2: Normal Distribution and the Standard Normal Distribution

b. The NORMSINV function computes the z value given a cumulative probbability.

c. The NORMDIST function provides the area under the normal curve to the left of a given value
of the random variable x; thus it provides cumulative probabilities.

d. The NORMINV function is the inverse of the NORMDIST funtion; it takes a cumulative
probability as input and provides the value of x corresponding to the cumulative probability.

Consider the following examples: 1. For NORMSDIST

The result from those entries will be:

For NORMSINV
Enter the following:

The result would be

Lecture 2: Normal Distribution and the Standard Normal Distribution 2-11

Consider the following entries that uses NORMDIST and NORMINV

The result would be

2-12 Lecture 2: Normal Distribution and the Standard Normal Distribution

2.7.1 Problem Set 2 - EULER

Name: Section: Contact No. & FB account: Date: Submitted:

General Directions. As much as possible, show complete solution for full credit. Indicate your
solutions and answers on a piece of short bond paper.
I. Solving the following problems. In each of the problem, sketch a normal curve or the
standard normal curve and shade the corresponding area as may apply. If possible, use Excel
to check your answer.
1. Suppose that the statististics exam scores of COR NHS Grade-11 students are normally dis-
tributed with µ = 500 and σ = 100. What is the precentage of students having statistics scores between 500
and 650?
2. Given a normal distribution with µ = 300 and σ = 50, find the probability that the random
variable x assumes a value greater than 362.
3. Assuming the heights of senior high male students are normally distributed with a mean of 69
inches and a standard deviation of 3 inches. If a student is chosen at random, calculate that his height is
a. less than 65 inches;
b. between 65 and 70 inches.
4. Suppose that the serum cholesterol levels taken from a population of college students are normally
distributed and males had a mean of 190 and a standard deviation of 15 while females had a mean of 180
and a standard deviation of 10.
a. What were the cholesterol levels of the highest 2.5% of the males?
b. What were the cholesterol levels of the highest 2.5% of the females?
c. What percentage of males would have a cholesterol level of less than 160?
d. What percentage of females would have a cholesterol level of less than 160?
e. What percentage of the males would have a cholesterol level between 160 and 190?
f. What percentage of the females would have a cholesterol level between 160 and 190?
5. A person must score in the upper 2% of the population on an IQ test to qualify for membership
in Mensa, the international high-IQ society. If IQ scores are normally distributed with a mean of 100 and a
standard deviation of 15, what score must a person have to qualify for Mensa?
II. Performance Task
A random variable x is normally distributed with a mean of µ = 50 and a standard deviation of
σ = 5.
a. Sketch a normal curve for the random variable x. Label the horizontal axis with the values
of 35, 40, 45, 50, 55, 60, and 65.
b. What is the probability the random variable will assume a value between 45 and 55?
c. What is the probability the random variable will assume a value between 40 and 60?
Lecture 2: Normal Distribution and the Standard Normal Distribution 2-13

Rubric
INDICATORS
IDENTIFY
1.) The student has examined the given information and has identified an appropriate mathematical model/strategy
to address the problem.
APPLY
2.) The student has demonstrated how to apply the appropriate model/strategy to the problem.
CALCULATE
3.) The student has accurately carried out the computations and logical reasoning involved in solving the problem.
INTERPRET
4.) The student has demonstrated a correct interpretation for the result of his/her computation within the context
of the problem.
SCORING
1- Unacceptable/Non-Existent
2- Below Average
3- Average
4- Good
5-Superior

2.7.2 References
Larson, R. & Farber, B. (2012). Elementary statistics: picturing the world. Pearson Education, Inc.
Malate, J. S. (2018). Statistics & probability for senior high school. Vicarish Publications and Trading, Inc.
Mamhot, M. & Mamhot A. (2016). Statistics and probability. Unlimited Books Library Services & Publishing,
Inc.
Triola, M. F. (11th ed.). Elementary statiscs. Addison-Wesley.
Williams, T. A., Sweeney, D. J., & Anderson, D. R. (2010). Modern business statistics. Cengage Learning.