1

Module 2 – The Normal Distribution

Objectives: At the end of the unit, I can

1. illustrate a normal random variable and its characteristics;

2. construct a normal curve;
3. identify the regions under the normal curve that correspond to different standard normal
values;
4. compute probabilities and percentiles using the standard normal table;
5. find specific data values for given percentages using the standard normal distribution
(enrichment); and
6. convert a normal random variable to a standard normal variable and vice versa.
7. compute the probabilities and percentiles using the standard normal table.

Introduction:

Previously, you have learned about continuous random variables – variables that can have a value
anywhere in a given interval (eg. between 5 and 6). In this module, you will learn about the most important of
all continuous random variables – the normal random variable.

The Normal Random Variable

A continuous random variable is considered normal when its values are distributed
normally, that is, when majority of the values are close to the expected value with only very
few values that are extremely smaller and extremely larger. For example, in a grade 11 class,
observe that the students normally have a height of 170 cm or very close to that, with only a
number of students who are extremely tall and some who are extremely short. This
illustrates a normal random variable. Other examples of normal random variables include
blood pressure, scores in a test, and weights of students belonging to the same age group.
Figure 2.1 shows the graph of a normal distribution. The graph of a normal distribution
is a bell-shaped curve, which is also called the normal curve, and the majority of the values
are clustered around the 𝜇 value of 1.75 with only very few values which are too small and
too large.

Graph of a normal curve distribution

Fig. 2.1 𝜇

In general, a normal random variable has a probability density function that depends on two
parameters – the expected value and the standard deviation.
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Normal Random Variable

A continuous random variable X can be considered a normal variable when it has a probability density
function of the form
(𝑥 − 𝜇)2
1 −
𝑓 (𝑥 ) = 𝑒 2𝜎2
𝜎 √2𝜋

Where 𝜇 is the expected value (mean), 𝜎 is the standard deviation, 𝜋 = 3.14, and e≈ 2.718.

Properties of a Normal Distribution

The following are properties that can be observed from the graph of a normal distribution, which is
also called, Gaussian distribution.

1. The graph is a continuous curve with the domain – ∞ < X < ∞. (the graph extends in both directions)

2. The graph is asymptotic to the x-axis – the value of the variable approaches but will never be equal to 0.
(asymptotic means it will never touch the x-axis)

3. The maximum point on the curve occurs at x = 𝜇.

4. The graph is symmetrical about the line x = 𝜇. It implies that the mean of the distribution is located at the
center and it indicates the line of demarcation in which the region occupied by the curve is divided into
halves. ( The curve is divided into two equal regions which means their areas are equal).

5. The median and mode of the distribution are also located at the center of the graph. This implies that in a
normal distribution, the mean, median, and mode are equal.

6. The area under the curve bounded by the x-axis is equal to 1. The factor √2𝜋 in the probability density
function ensures this area. Also, since the mean divides the curve into halves, then 50% of the area is to the
left of the mean and the other 50% is to its right.

Figure 2.2 The area of the probability density curve is divided into two equal parts

7. The standard deviation affects both the width and the height of the curve. Figure 6.3 shows three graphs
with the same mean of 0 but with different standard deviations.
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= 0.5
0.8

0.6
=1
0.4

0.2 =2

Fig. 2.3

Figure 2.3 Three graphs with the same mean of 0 but with different standard deviations

If you notice, the standard deviation (𝜎) and the width of the curve are directly related. A larger standard
deviation corresponds to a wider curve. On the contrary, the larger the standard deviation, the smaller the
value of the variable at x = 𝜇.

8. 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 on the curve’s concavity.

Note that each inflection point of the normal curve is standard deviation (𝜎) away from the
mean.

Figure 2.5 Distance of the inflection points in the graph of a normal distribution

9. The standard deviation precisely describes the spread of the normal curve. In fact, approximately 68.3% of
the values in the distribution are within one standard deviation of the mean (from each side), 95.4% is
within two standard deviations of the mean, and 99.7% is within three standard deviations of the mean.
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𝜇-𝜎 𝜇+𝜎 𝜇 - 2𝜎 𝜇 + 2𝜎 𝜇 - 3𝜎 𝜇 + 3𝜎

Figure 2.6 Values in a normal distribution within one, two, and three standard deviations. Take
note of these figure and its corresponding percentages, mean and standard deviation.

These properties will be very important as you explore further the study of the normal
distribution and its applications. Moreover, knowing the properties of the distribution will
also
facilitate the solutions to some problems involving the identification of the mean and
standard
deviation, as well as the construction of the normal curve.

Example1: Find the standard deviation of the normal distribution where 99.7% of the values fall between 52
and 82.

Solution: The mean is the point halfway between 52 and 82.

Step 1: Solve for the mean.

𝑛1 + 𝑛2
To solve for the mean of two numbers or values, we use the formula 𝜇 = , where n1= 52
2
and
n2= 82. Thus,
52+82
𝜇= Substitute the values of n1 and n2.
2
134
𝜇= Find the sum.
2

𝜇 = 67 Simplify

Step 2: Use 99.7% as stated in the problem and refer to figure 2.6 for guidance to what standard deviation
from
the mean to be used for this problem.

Since 99.7% of the values fall between 52 and 82, then by property 9, there are three deviations from
the mean, i.e., 𝜇 + 3𝜎 = 82. Solving for the standard deviation(𝜎), we use the guide as shown below
𝜇 + 3𝜎 = 82 If you use the positive standard deviation(𝜇 + 3𝜎 ), the
biggest number, in this case , 82 is to be used.
67 + 3𝜎 = 82 Substitute 𝜇 = 67 in the equation.
3𝜎 = 15 Simplify
𝜎=5 The standard deviation.

What if we use the three standard deviation (𝜇 - 3𝜎) of the 99.7% will we have a similar answer of 𝜎
= 5?
𝜇 - 3𝜎 = 52 Take note that if you use 𝜇 - 3𝜎 we will use the smaller
number, in this case it is 52. Do not use 82 for it is
for 𝜇 + 3𝜎 only.
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67 - 3𝜎 = 52 Substitute 𝜇 = 67.

- 3𝜎 = 52 – 67 Transpose the constant at right side of the equation.

- 3𝜎 = – 15
− 3𝜎 −15
= Division Property of equality.
−3 −3

𝜎 = 5

The answer is the same as long as you will follow the above rule.

Example 2: Assume that 68.3% of grade 11 students have heights between 1.5 and 1.7 m and the data are
normally distributed.
a. Find the mean.
b. Compute the standard deviation.
c. Construct the normal curve of the normal distribution.

Solution: a. To find the mean, compute the value that is halfway between 1.5 and 1.7.
1.5 +1.7
𝜇=
2
𝜇 = 1.6
The mean height is 1.6 m.

b. By property 9 of the given normal distribution, 68.3% accounts for 1 standard deviation of the
mean. Therefore, 𝜇 − 𝜎 = 1.5 and 𝜇 + 𝜎 = 1.7. use the second Equation to solve for the
standard deviation, substituting 𝜇 = 1.6
𝜇 + 𝜎 = 1.7
1.6 + 𝜎 = 1.7 Substitute 𝜇 = 1.6 in the equation.

𝜎 = 1.7 -1.6 Transpose 1.6 to the right side of the equation.

𝜎 = 0.1
The standard deviation is 0.1.

Observe on how to make a table of values: The mean should be at the center of the table
located at the x-row. The standard deviation is the deviation from the mean. In this case, the deviation
is 0.1. Hence, you add 0.1 to the right of the mean as shown below. This means, 1.6+0.1=1.7;
1.7+0.1=1.8; 1.8+0.1= 1.9;

At the left side of the mean (1.6) subtract 0.1. In this case, 1.6-0.1=1.5; 1.5-0.1=1.4; 1.4-0.1=1.3.
Only three standard deviations of the mean on both sides (right and left of the mean).

x 1.3 1.4 1.5 1.6 1.7 1.8 1.9

y

c. To construct the normal curve, solve the corresponding values up to three standard deviations
of the mean (on both sides) using the normal density function.
The equation of the normal random variable is
−(𝑥 − 𝜇)2
1
𝑓 (𝑥 ) = 𝑒 2𝜎2
𝜎 √2𝜋

Step 1: Given: 𝜇 = 1.6

𝜎 = 0.1
e≈ 2.718
𝜋 = 3.14
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−(𝑥 − 1.6)2
1 2(0.1)2
Step 2: 𝑓 (𝑥 ) = 𝑒 Substitute 𝜇 = 1.6; 𝜎 = 0.1 in the formula.
√2𝜋
Step 3:
Substituting the values of x in the equation,
−(1.3 − 1.6)2
1 2(0.1)2
𝑓(1.3) = 𝑒 ≈ 0.0443 Substitute x=1.3; 𝜇 = 1.6; e≈ 2.718; 𝜋 = 3.14 in the
𝜎 √2𝜋
equation.

−(1.3 − 1.6)2
1 2(0.1)2
𝑓(1.3) = (2.718) Substitute x=1.3; 𝜇 = 1.6; e≈ 2.718; 𝜋 = 3.14 in the
0.1 √2(3.14)
equation.

−(1.3 − 1.6)2
1 2(0.1)2
𝑓(1.3) = (2.718) Simplify the exponent of 2.718. Hence, we have
0.1 √2(3.14)

−(−0.3)2
1
𝑓(1.3) = (2.718)2(0.01) Simplify the exponent of 2.718. Multiply the radicand.
0.1√6.28
−(0.09)
1
𝑓(1.3) = (2.718) 0.02
√6.28

1
𝑓(1.3) = (2.718)−4.5 Divide the exponent of 2.718.
√6.28

1
𝑓(1.3) = (2.718)−4.5 Find the power of (2.718)−4.5 = 0.01111
√6.28
1
𝑓(1.3) = (0.01111) Multiply both numerators and denominator.
0.1√6.28

1(0.01111)
f(1.3) = Find the square root of 6.28 and multiply to 0.1.
0.1√6.28

0.01111
f(1.3) = Find the quotient.
0.25059

f(1.3) = 0.0443 Transfer the value of f(1.3)=0.0443 in the table.

Solve for: f(1.4), f(1.5) and f(1.6). The answers are shown below. Use your calculator to verify the answers.

(1.4 − 1.6)2 (1.6 − 1.6)2

1 1
𝑓(1.4) = 𝑒 0.02 ≈ 0.5399 𝑓(1.6) = 𝑒 0.02 ≈ 3.9894
√2𝜋 √2𝜋

(1.5 − 1.6)2
1
𝑓(1.5) = 𝑒 0.02 ≈ 2.4197
√2𝜋

Using symmetry (property 4). Observe the value of y.

𝑓(1.7) = 𝑓(1.5)
𝑓(1.8) = 𝑓(1.4)
𝑓(1.9) = 𝑓(1.3)

Organizing these values in a table,

x 1.3 1.4 1.5 1.6 1.7 1.8 1.9

y 0.0443 0.5399 2.4197 3.9894 2.4197 0.5399 0.0443
Plotting the points and sketching the curve, you will have:
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1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2

Figure 2.7 Normal curve of the distribution in example 2

Assessment 2.1

Go to Assessment Folder, Please…

The Standard Normal Distribution

You have dealt with computation of the probability of a continuous random variable by
approximating the area under the corresponding density curve. The same procedure, then,
may be applied for a normal random variable, being a continuous random variable itself.
However, there might be some sort of difficulty when approximating areas for normal
curves because the density function will involve logarithmic integration. To address the
problem, statisticians thought of simplifying the process by creating a table of values that
gives the area under the normal curve at a specific value of the normal variable. But since
the normal density function can have any value for its mean and standard deviation, the
normal variable is standardized wherein the mean is set as 0 and the standard deviation as
1. In this case, you have the standard distribution. The standard normal distribution,
denoted by Z, has the graph shown in Figure 6.8. Its equation can be determined by
simply substituting 𝜇 = 0 and 𝜎 = 1 in the normal density function.

Fig. 6.8 Graph of a standard normal distribution

The Standard Normal Distribution

Suppose the random variable Z is a standard normal variable. Then, 𝜇 = 0 and
𝜎 = 1 and the probability density function for Z is given by
−𝑧2
1
𝑓 (𝑧 ) = 𝑒 2 .
√2𝜋
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Probabilities for the Standard Norma Distribution

As stated earlier, the standard normal distribution will be very helpful in computing the probabilities
associated with the normal random variable. And to further simplify the process, a table was created to
summarize the approximate areas under the standard normal curve, given in for decimal places. This table of
probabilities is also known as z-table.

Note that the values given in the table represents the areas under the standard normal curve from 0
(the mean) to z. in symbols, this is written as ∅(z) = P(0 ≤ Z ≤ z). This could be written in two simple sentences
as:
Z ≥ 0 and Z ≤ z and its area is shown below.

P(0 ≤ Z ≤ z)= ∅(z)

Fig. a
0.3

0.1
0
z

Example 3: Find the area under the standard normal curve between 0 and 2.04.

Solution:
Between 0 and 2.04 means Z ≥ 0 and Z ≤ 2.04. It falls in the category of Fig. a. We write this sentences
into a compound sentence as (P(0 ≤ Z ≤ 2.04 = ∅(2.04). This is read as the probability (P) of Z greater than or
equal to 0 and Z is less than or equal to 2.04 is equal to phi(2.04). Hence, when you start at z=0 and stop at
z=2.04 the result is 2.04 or ∅(z) as shown in the curve (fig. a). Figure a is your guide when the problem is P(0 ≤
Z ≤ z)= ∅(z). It is necessary then to make a curve.

From the table, start by locating 2.0 in the first or leftmost column and then 0.04 in the first row of
the table and find the intersection. This gives the corresponding area.

P(0 ≤ Z ≤ 2.04 = ∅(2.04) = 0.4793

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Thus, the area between 0 and 2.04 is 47.93%. The complete z-table is at the end of the module.
Remove this from the folder and keep it as your copy. You will need this table in our lesson for the whole
semester.
Let us not forget that the area under the curve bounded by the x axis is equal to 1 (or 100%).
Since the mean divides the curve into halves, then 50% or 0.5 of the area is to the left of the mean and other
50% or 0.5 is to its right.
Since the normal curve is symmetric about z = 0, the table is also applicable when finding areas
involving negative z-values. That is, ∅(−z) = ∅(z).

Example 4: Find the area under the normal distribution between −1.83 and 0. Draw the region
corresponding to the given standard normal score.

Solution:
Between −1.83 and 0 means P(−1.83 ≤ Z ≤ 0) = ∅(1.83). This means that we start at 0 and end at -
1.83 which is located at the left of 0. The negative sign of 1.83 indicates a left direction from 0.

P(−1.83 ≤ Z ≤ 0)

-3 -2 -1 0 1 2 3

From the table of approximate areas, ∅(1.83) = 0.4664. thus, the area between −1.83 and 0 under
the normal curve is 46.64%. Hence, P(−1.83 ≤ Z ≤ 0) = ∅(1.83)=0.4664 or 46.64%.

Sometimes you will be asked to find the area under the standard normal curve between two values. In
these cases, you either add or subtract probabilities depending in the appearance of the two z-values relative
to the mean.

Case 1: Two Values on Opposite Sides of z = 0

When the two endpoints of the given interval are located on opposite sides of the mean, the
individual probabilities from 0 are added, i.e.,

P(−𝑧1 ≤ Z ≤ z2) = ∅( 𝑧1) + ∅( 𝑧2).

(−𝑧1 ≤ Z ≤ z2) means Z ≥ - z1 and Z ≤ z2

-z z

Example 5: Find the area under the curve and between z= -1.25 and z= 0.74
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Solution:
The scores are on opposite sides of the mean as shown in the curve. Locate z= -1.25 in the z-table
located at 1.2 column .05 and it has an area of 0.3944. Locate z=0.74 in the z-table located at 0.7 column 4 and
it has an area of 0.2704. Substitute in our “guide”, P(−𝑧1 ≤ Z ≤ z2) = ∅( 𝑧1) + ∅( 𝑧2)
P(-1.25 ≤ Z ≤ 0.74) = 0.3944 + 0.2704
P(-1.25 ≤ Z ≤ 0.74) =0.6648

Hence, the area of P(-1.25 ≤ Z ≤ 0.74) is 0.6648 or 66.48%.

There are times when the scores are located on the same side of the mean. Consider the following cases.

Case 2: Two Values on the Same Side of z = 0

When the two endpoints of the given interval are located on the same side of the mean, the
individual probabilities are subtracted.

Case 2.1: Both Due Right

P(𝑧1 ≤ Z ≤ z2) = ∅( 𝑧2) − ∅( 𝑧1)

P(𝑧1 ≤ Z ≤ z2) = ∅( 𝑧2) − ∅( 𝑧1)

z1 z2
Example 6: A standard normal score is selected at random. Find the probability that it falls between 0.13
and 2.28.

Solution:
We know that the probability is the same as the area under the curve. Both 0.13 and 2.28 are at the
right of the mean. Therefore, to find the indicated area, we use the formula,
P(𝑧1 ≤ Z ≤ z2) = ∅( 𝑧2) − ∅( 𝑧1)

Given: z1 = 0.13 Locate the area in your z-table under 0.1 column 0.03. The area is 0.0517.
z2 = 2.28 Locate the area in your z-table under 2.2 column 0.08. The area is 0.4887.

P(𝑧1 ≤ Z ≤ z2) = ∅( 𝑧2) − ∅( 𝑧1)

P(0.13≤ Z ≤2.28) = 0.4887 – 0.0517 Substitute your z values and area.
P(0.13≤ Z ≤2.28) = 0.437

Hence, the probability is 43.7%.

Case 2.2: Both Due Left

P(−𝑧1 ≤ Z ≤ −z2) = ∅( 𝑧1) − ∅( 𝑧2)

P(−𝑧1 ≤ Z ≤ −z2) = ∅( 𝑧1) − ∅( 𝑧2)

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-z1 -z2

Example 7: Find the probability the a value in the standard normal distribution falls on the interval (−3.06,
−1.41).

Solution: Both the endpoints of the interval are negative and are thus due left of the mean. Thus, you
subtract probabilities.
P(−3.06 < Z < −1.41) = ∅(3.06) − ∅(1.41)
P(−3.06 < Z < −1.41) = 0.4989 – 0.4207 Find the area of 3.06 and 1.41 in the z-table
P(−3.06 < Z < −1.41) = 0.0782

There is 7.82% chance that the number falls on the given interval.

In other cases, you will be required to find probabilities involving the normal curve’s extremities. In
these instances, you either add or subtract 0.5 from the corresponding area of probability of the z score.

Example 8: Find the probability that a number chosen at random on the standard normal scores is less than
1.35.

Solution: The best thing for you to do is to graph P(Z<1.35)

P(Z<1.35) means from 1.35 to the − ∞.

-2 -1 0 1 2

P(Z < 1.35) = P(− ∞ ≤ Z ≤ 1.35)

From the given illustration, it is clear that
P(− ∞ ≤ Z ≤ 1.35) = 0.5 + ∅(1.35) The 0.5 is the area of the left of the mean (0).
P(− ∞ ≤ Z ≤ 1.35) = 0.5 + 0.4115 The area of ∅(1.35) in the z-table is 0.4115.
P(− ∞ ≤ Z ≤ 1.35) = 0.9115
Hence, the probability is 91.15%
Example 9: Find the area under the normal curve form 2.09 and above.

2.09 and above means all the numbers from 2.09

until + ∞ (positive infinity)

P(Z ≥ 2.09)

0 1 2 3
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Solution: P(Z ≥ 2.09) = P(2.09 ≤ Z ≤ ∞)

P(Z ≥ 2.09) = 0.5 − ∅(2.09) The other half of the curve (the right side of the mean
0 has an area of 0.5. Hence, you subtract the area of
∅(2.09) from 0.5.

P(Z ≥ 2.09) = 0.5 − 0.4817 Locate the area of ∅(2.09) in the z-table which is
0.4817 (at 2.0 column 0.09).

P(Z ≥ 2.09) = 0.0183

Hence, the are of 2.09 and above is 0.0183

Example 10: Find the probability that a standard normal score is less than −0.18.

Solution:
The meaning of “is less than −0.18” is all numbers from -0.18 to − ∞. The graph is shown below.

P(−∞ < Z ≤ −0.18)

-3 -2 -1

The indicated probability is P(−∞ < Z ≤ −0.18).

P(−∞ < Z ≤ −0.18) = 0.5 − ∅(0.18) Subtract the area of ∅(0.18) from 0.5.
P(−∞ < Z ≤ −0.18) = 0.5 − 0.0714 Locate the area of ∅(0.18) at 0.1 column 0.08.
P(−∞ < Z ≤ −0.18) = 0.4286

The probability that the score will be less than 0.18 is 42.86%. (Probability is always expressed
in %)

In other cases, you will be required to find probabilities involving the normal curve’s extremities. In these
instances, you either add or subtract 0.5 from the corresponding area or probability of the z score. Take note
of these curves for these are very useful in solving the area of the normal curve.

Fig. c
Fig. b ∅(𝑧)
∅(𝑧)

z -z
P(−∞ < Z ≤ z)= 0.5+ ɸ(z) P(−𝑧 ≤ Z < ∞ )= 0.5+ ɸ(z)

Fig.d Fig. e
∅(𝑧)
∅(𝑧)

z -z
P(z < Z ≤ ∞)= 0.5 - ɸ(z)
P(−∞ < Z ≤ -z)= 0.5 - ɸ(z)
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Assessment 2.2:

Go to Assessment Folder, Please…

Finding Percentiles or z-scores

Finding the area under the standard normal curve is very important. In practical application,
it allows you to see the probability that a certain score is achieved in a standard normal
distribution. In practical applications, however, it is equally important to determine the
percentile score or the z-score that corresponds to a given area or probability.
This section focuses on finding z-scores that correspond to a given percentile or area
Applying the properties of the normal distribution.

Study the examples below.

Example 11: Find the z-score for which the area under the standard normal curve to the left of that value is
0.4681.

Solution: You know that the area under the normal curve to the left of the mean z = 0 is 0.5. Therefore,
the area between z and z = 0 is given by the equation
P(−∞ ≤ Z ≤ −𝑧) = 0.5 − ∅(𝑧). This will be more understood in the curve below.

-z 0 z

P(−∞ ≤ Z ≤ −𝑧) = 0.5 − ∅(𝑧) Is the same as,

0.5 - ∅(𝑧) = P(−∞ ≤ Z ≤ −𝑧)

We know that the shaded area, as given in the problem, is P(−∞ ≤ Z ≤ −𝑧) = 0.4681
0.5 - ∅(𝑧) = P(−∞ ≤ Z ≤ −𝑧)
0.5 - ∅(𝑧) = 0.4681 Substitute P(−∞ ≤ Z ≤ −𝑧) = 0.4681 in the
equation.
- ∅(𝑧) = -0.5 + 0.4681 Simplify.
- ∅(𝑧) = - 0.0319 Multiply the equation by -1.
∅(𝑧) = 0.0319 ∅(𝑧) means area
Hence, the shaded area of the curve, 0.4681, corresponds to a z-score from your z-table. Locate
0.0319 in area section( the right side of Z column). It is located at 0.0 column 0.08 or 0.08. Therefore,

∅(𝑧) = 0.0319 The 0.0319 corresponds to the area/probability with a

z = 0.08 z score of 0.08
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From the z-table, you can find the z-score that corresponds to this area/probability. Thus, z = 0.08.

Example 12: Find the z-score of the standard normal distribution such that area of the region under the
normal curve to its right is 83.15%.

Solution:
We know that the area of a normal curve is 100% or 1. The problem says “the area under the normal
curve to its right is 83.15% or 0.8315 in decimal form”. Let us sketch a curve with this condition. Refer to Fig. c
above for the formula.

0.5

P(−𝑧 ≤ Z < ∞ )= 0.5+ ɸ(z) Where P(−𝑧 ≤ Z < ∞ )= 0.8315.

0.8315 = 0.5 + ɸ(z) Substitute the given values.
0.8315 - 0.5 = ɸ(z)
0 .3315 = ɸ(z)
∅(𝑧) = 0.3315 The shaded area corresponds to a z score of 0.96.
Thus,
𝑧 = 0.96

Example 13: Find the 35th percentile of the standard normal distribution.
Solution: The percentile score refers to a measure of position that describes the percentage of scores
belonging to a specific score in a distribution.

The 35th percentile gives the score that is higher than 35% of all the scores, as illustrated below

You have learned previously that the given area of 0.35 corresponds to P(−∞ ≤ Z ≤ 𝑧). In Fig. d, we have this
formula or guide, Thus,
P(−∞ ≤ Z ≤ −𝑧) = 0.5 − ∅(𝑧) Substitute the value of P(−∞ ≤ Z ≤ 𝑧)=0.35
0.35 = 0.5 − ∅(𝑧)
0.35 – 0.5 = - ∅(𝑧) Transpose the constant to the left.
- 0.15 = - ∅(𝑧) Multiply by -1.
0.15 = ∅(𝑧 )
Now, you simply need to locate the probability value of 0.15 in the z-table and identify the z-
score that corresponds to this probability value. Unfortunately, there is no z-score that exactly gives
0.15. Thus, you have to get the average.

∅(𝑧 ) = 0.15 Locate 0.15, the area in the z table.

0.38 = 0.1480 0.15 is in between 0.1480 and 0.1517.
0.39 = 0.1517
Hence, we will get the average of 0.38 and 0.39. So,
0.38+0.39
= 0.385
2

Thus, the 35th percentile is the score 0.385.

 15

Standardizing Any Normal Distribution

From the previous section of this module, you have learned the utilization of the standard
normal distribution to facilitated the computation of probabilities through areas under the
normal curve. This allowed you to describe a given set of normal data by finding z-scores that
fall on the (100p)th percentile and other scores that give a remarkable percentage and regions
under the curve. However, most of the normal random variables that exist in real life, such as
height of students within a given age bracket, are not really standard. Nevertheless, you can
always convert a general normal distribution into its equivalent standard form, allowing you to
still use the z-table of standard normal probabilities.

z-scores from Any Normal Variable

Given a normal random variable X with mean 𝜇 and standard deviation 𝜎, each value
x of the variable can be transformed into z-scores using the formula

𝑥−𝜇
z=
𝜎

Example 14: A random variable X has a mean of 4 and standard deviation of 2. Find the corresponding z-score
for x = 7.
Solution:
Given: mean (µ) = 4; standard deviation (𝜎) = 2; and x = 7. Use the formula,

𝑥−𝜇
z=
𝜎
7−4 3
z= = = 1.5 Substitute the given in the formula.
2 2

Hence, 1.5 is the corresponding z-score or x=7 with the given mean and standard deviation.
Therefore, if you are asked to get the value of the expression P(0 ≤ X ≤ 𝑥) for a normal random
variable X with a normal distribution having a mean 𝜇 and a defined standard deviation 𝜎, then
𝑥−𝜇
P(0 ≤ X ≤ 𝑥) = P(0 ≤ Z ≤ 𝑧) if and only if z = . Study the next examples.
𝜎

Example 15: Find P(0 ≤ X ≤ 1.85) with 𝜇 = 1.3 and 𝜎 = 0.5

Solution: Convert first the z-score for x = 1.85.

𝑥−𝜇
z=
𝜎
1.85 − 1.3
z= Substitute the given in the formula.
0.5
0.55
z= = 1.1 The corresponding value of x=1.85.
0.5

Then, P(0 ≤ X ≤ 1.85) = P(0 ≤ Z ≤ 1.1). This probability value may be computed directly from the
table. Locate 1.1 in the z table column 0.00

1 2

Thus, P(0 ≤ X ≤ 1.85) = P(0 ≤ Z ≤ 1.1) = ∅(1.1) = 0.3643 or 36.43%.

Example 16: A normal distribution has a mean of 10.2 and a standard deviation of 1.8. Find P(3.72 ≤ X ≤ 12).

Solution:
Given: 𝜇 = 10.2; 𝜎 = 1.8; x1 = 3.72; x2 = 12. Observe that there are two values of x’s. Hence, we will
find its corresponding z values. Use the formula for z,
 16

𝑥−𝜇
z=
𝜎

3.72 − 10.2
z1 = = −3.6 Substitute x=3.72 to find its corresponding z value.
1.8
12 − 10.2
z2 = =1 Substitute x=12 to find its corresponding z value.
1.8

Graph z1=-3.6 and z2= 1 in the curve below.

-4 -3 -2 -1 0 1

So, P(3.72 ≤ X ≤ 12) = P(−3.6 ≤ X ≤ 1)

= ∅(3.6) + ∅(1) The area of ∅(3.6) and ∅(1) are shown in the curve
above. Hence, add the two areas.
= 0.4998 + 0.3413
= 0.8411

Hence, 3.72 ≤ X ≤ 12 has a probability of 84.11%

Example 17: The normal distribution for the variable X has a mean of 7 and a standard deviation of 4. Find
P(X ≥ 9.62).
Solution:
Given: 𝜇 = 7; 𝜎 = 4; x= 9.62 Use the formula to find the corresponding z value of
x=9.62.

𝑥−𝜇
z=
𝜎

9.62 − 7 2.62
z= = = 0.655 Substitute the given in the formula and simplify.
4 4

z = 0.655 This is shown in our curve below.

0.5
0.5
∅(0.655)

Hence, the P(X ≥ 9.62) is equal to P(Z ≥ 0.655).

Thus, P(X ≥ 9.62) = P(Z ≥ 0.655) = 0.5 − ∅(0.655) The area of the other half of the
curve(left
side) is 0.5 and ∅(0.655) is only a portion with in the 0.5. Thus, we subtract ɸ(0.655) from 0.5.
Locate 0.655 in the z table. Unfortunately it is not in the z-table. Supposedly, we will
interpolate but it takes time and the process is cumbersome. We will just sort to finding its average though the
answer is smaller than the answer in interpolation. Locate 0.6 in z table column 0.05 whose area is 0.2422 and
0.6 column 0.06 whose area is 0.2454. The ɸ(0.655) is between these two values as shown in our illustration
below:
0.65 = 0.2422
0.2422 + 0.2454 0.4876
0.655 = ???? = = 0.2438
2 2
 17

0.66 = 0.2454 the area of ∅(0.655) is 0.2438

Hence, 0.655 ≈ 0.2438

Therefore,
P(X ≥ 9.62) = 0.5 − ∅(0.655)
P(X ≥ 9.62) = 0.5 − 0.2438
P(X ≥ 9.62) = 0.2562

Therefore, the probability is 25.62%.

Example 18: In an achievement test, the mean score is 65 and the standard deviation is 4. Assume that this is
normally distributed.
a. What percentage of students got a score of 80 and above?
b. What is the 70th percentile? Interpret its value in this context.

Solution: a. P(X ≥ 80)

Given: 𝜇 = 65; 𝜎 = 4; x = 80

𝑥−𝜇
z=
𝜎

80 − 65 15
z= = = 3.75 “a score of 80 and above” means,
4 4

z = 3.75 The curve is shown below.

∅(3.75)

1 2 3 4
Thus,
P(X ≥ 80) = P(Z ≥ 3.75)
P(X ≥ 80) = 0.5 − ∅(3.75) Locate the area of 3.75 in the z table.
P(X ≥ 80) = 0.5 − 0.4999
P(X ≥ 80) = 0.0001

Only 0.01% of the students got a score of 80 and up.

c. The 70th percentile is the score that is higher than 70% of the students.

Therefore, locate z such that P(Z ≤ z) = 0.70

Using the properties of the normal distribution.
P(Z ≤ z) = P(−∞ < Z < z) = 0.5 + ∅(𝑧).
Or,
P(Z ≤ z) = 0.5 + ∅(𝑧)

Then,
0.7 = 0.5 + ∅(𝑧)
∅(𝑧) = 0.7 – 0.5 = 0.2
∅(𝑧)= 0.2

In the z-table, 0.2 is in between 0.1985 and 0.2019. This means that 0.52 <z< 0.53 in your z-table. We
need linear interpolation but since its cumbersome we will just find the average although there is a slight
difference than the result of linear interpolation.
0.1985 < 0.2 < 0.2019. This means that 0.52 < z < 0.53
 18

0.52+0.0.53 01.05
0.52 = 0.1985
= = 0.525
2 2 ??? = 2.0
Hence, z=0.525
0.53 = 0.2019

Converting the z-score to raw score to find the raw score of students who belongs to the 70%
𝑥−𝜇
z= x is the raw score. Solve for x.
𝜎
𝑧 𝑥−𝜇
= z has a denominator of 1.
1 𝜎

x - µ = z( 𝜎) Cross multiply.
x = z( 𝜎) + µ Transpose µ to the right side of the equation.
x = z( 𝜎) + µ The formula for converting z to raw score (x).
x = (0.525)(4) + 65
x = 2.1 + 65
x = 67.1
This means that 70% of the students got a score of approximately 67 and below.

Assessment 2.3:

Go to Assessment Folder, Please…

“To get the most information out of a normal distribution, you must know how to convert raw
scores to z-scores and vice versa. Likewise, in the real world, you should know how to convert a
complex task into a simpler one in order for you to extract as much information as possible”.

Congratulations! You are ready for the next module!

REFERENCES AND WEBSITE USED IN THIS LESSON

BOOKS

Canlapan, R. & Campena, F. (2016). Statistics and Probability. Makati City, Philippines: Diwa Learning Center.

IMAGES
https://www.google.com.ph/url?sa=i&url=https%3A%2F%2Fwww.vippng.com%2Fpreview%2FJxoo
mw_teacher-png-school-teacher-cartoons%
 19

Please Cut this portion for modular students and keep it for future use. For online students, download this z
table. Thank you….