Normal Random Variable

Objectives
At the end of this lesson, you should be able to:

 illustrate a normal random variable and its characteristics and

 construct a normal curve.

The normal distribution is the most commonly used distribution because of its application in many different fields
including those that have unknown distributions. It is a continuous probability distribution of a normal random variable.

Most measurable physical quantities like height, weight, temperature, and test scores often follow a normal distribution that
makes it very useful in making conclusions about population data by only using a single sample.

How does the graph of a normal distribution look like?

Normal Random Variable

The normal random variable is a continuous random variable that follows the normal distribution with mean μ and standard
deviation σ which is usually denoted by N(μ,σ). Moreover, it can take any value and has a density function of
f(x)=1σ2πe−(x−μ)22σ2 where x is the normal random variable.

Normal Curve
 The graph of a normal distribution is bell-shaped.
 It depends on two factors: the mean and standard deviation.
 The mean determines the center of the graph and the standard deviation determines its height and width.
 Normal distributions with higher standard deviation create curves with smaller height and bigger width.
 A normal curve looks like this:

 The mean of a normal distribution lies in the center of the bell curve along the horizontal axis.

Characteristics of a Normal Curve

 The total area under the normal curve is equal to one.

 The probability of x to be any single value is equal to zero. The standard normal distribution is a continuous
probability distribution, so the probability is only found for intervals. Remember that in finding the probabilities in
a continuous probability distribution, the area between two values is calculated. If there is only a single value, an
area cannot be computed.
 About 68% of the area under the normal curve falls within one standard deviation from the mean.
 About 95% of the area under the normal curve falls within two standard deviations from the mean.
 About 99.7% of the area under the normal curve falls within three standard deviations from the mean.
 It is asymptotic to the horizontal axis.
  It is symmetric about the mean.
 It has a maximum point at the mean.

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Examples
Describe the curve of the normal distribution N(3,10) .

This is a normal distribution denoted by N(μ,σ) . The normal curve for this distribution has its center at 3 with a standard
deviation of 10.

Describe the curve of the normal distribution N(0,2) .

This is a normal distribution denoted by N(μ,σ) . The normal curve for this distribution has its center at 0 with a standard
deviation of 2.

Explore
Test scores of a group of 200 students have a mean of 85 with a standard deviation of 5. The passing score is 70. Estimate
the passing rate of the students. (Note: Remember that about 99.7% of the area under the normal curve falls within three
standard deviations from the mean.)

Try it!
The average weight of the 100 g variant of chocolate bar in a chocolate factory is 100 g with a standard deviation of 0.1 g.
The Quality Control team wants at least 95% of the chocolate bars to be in the range of 99.5 - 100.5 g. Illustrate the normal
curve of the chocolate bars and determine if the requirement of Quality Control is fulfilled.

Try it! Solution

The normal curve of the weight of the chocolate bars has its center at 100 with a standard deviation of 0.1.

About 95% of the area under the normal curve falls within two standard deviations from the mean. Using this property, it
can be assumed that 95% of the chocolate bars have weight in the range of 99.8 - 100.2 g. This is within the range of 99.5 -
100.5 g as required by Quality Control. Thus, the requirement set by Quality Control is fulfilled.

What do you think?

Normal distributions follow a complicated probability density function. Given that normal distributions are continuous,
how can the probabilities of intervals be computed without using the formula?

Key Points
 The normal distribution follows a normal curve that is bell-shaped.
 The mean is the center of the normal curve.
 The standard deviation determines the height and width of the normal curve.

Normal Distribution, Statistics and Probability

Standard Scores and Area under the Normal Curve

 Lesson5 chapters
 Questions

Objective
At the end of this lesson, you should be able to identify regions under the normal curve corresponding to different standard
normal values.

Data can be distributed in many different ways. The most common distribution that applies to many real life data is the
normal distribution. Heights and weights of people, exam scores, and blood pressure all follow the normal distribution. In
the normal distribution, all data tend to approach the mean as the amount of data increases.

Learn about it!

Find the area of the region to the right of Z=1.36 under the standard normal curve.

Standard Scores or Z-Scores

By using the normal distribution, the number of standard deviations of a value away from the mean can be found.
However, by converting the values to standard scores (z-scores), it will be easier to make conclusions from the data
through the Standard Normal Distribution Table (z-table). Here are important things you should know when looking at the
z-table.

 If the region is to the left of the z-score, then the z-table value is the area.
 If the region is to the right of the z-score, then subtract the z-table value from 1 to get the area.
 If the region is between two z-scores, subtract the z-table value of the leftmost z-score from the z-table value of the
rightmost z-score to get the area.

In the standard normal distribution, the mean is equal to zero and the standard deviation is equal to one. The values under
the normal curve indicate the proportion of area in each region. For instance, the area between the mean and 1 standard
deviation below or above the mean is approximately 0.34. Additionally, the distance of a value from the mean in terms of
standard deviation through its absolute value can be easily determined.

How to Do
Step 1: Illustrate the z-score and the area that is asked.

The illustration below depicts the area to the right of Z=1.36.

Step 2: Look for the value of the z-score on the z-table. If there are two z-scores, look for both values on the z-table.

The area under the curve to the left of Z=1.36 is 0.9131.

Step 3: Solve for the area of the region using the value/s obtained from the z-table.

The area of the entire region under the standard normal curve is one. Thus, the area of the region to the right of Z=1.36 is
equal to 1−P(Z<1.36).

Since the area of the region is to the right of the z-score, then subtract 0.9131 from 1. This gives us :

1 - 0.9131 = 0.0869.

Try it!
Find the area of the region between Z=-0.56 and Z=2.1 under the standard normal curve.

Try it! Solution

Step 1: Look for the value of the z-score on the z-table. If there are two z-scores, look for both values on the z-table.

The corresponding values for the z-scores -0.56 and 2.1 are 0.2877 and 0.9821, respectively.

Step 2: Solve for the area of the region using the value/s obtained from the z-table.
Since the region is between two z-scores, subtract the z-table value of the leftmost z-score which is 0.2877 from the z-table
value of the rightmost z-score which is 0.9821. This gives us:

0.9821-0.2877=0.6944

Thus, P(−0.56<Z<2.1)=0.6944.

What do you think?

The area bounded by two z-scores is 0.8413. What are these two z-scores?

Key Points
 The area of a region under the standard normal curve cannot be negative.
 The total area of the entire region under the standard normal curve is one.
 The standard normal curve is symmetric. Thus, the area of the region to the left of Z=z is equal to the area of the
region to the right of Z=-z.

Normal Distribution, Statistics and Probability

Converting a Normal Random Variable to a Standard Normal Variable and Vice Versa

 Lesson6 chapters
 Questions

Objective
At the end of this lesson, you should be able to convert a normal random variable to a standard normal variable and vice
versa.

A continuous random variable that is normally distributed is called a normal random variable. The graph of a normal
distribution is called a normal curve.

Normal distribution is the most commonly used distribution. The graph of the distribution is shaped like a bell. Since it
looks like a bell, the distribution is symmetric. Thus, the mean, median, and mode are equal and are located at the center.

What are the mean and standard deviation of a standard normal distribution?

The standard normal distribution has a mean equal to zero and standard deviation equal to one as shown in the illustration
above.

A standard normal variable is a normally distributed random variable, and is denoted by z.

Last Updated: 08.17.16

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Learn about it!
Suppose that Math final exam scores are normally distributed with a mean of 80 and a standard deviation of 5. If
Allan got 85 in the Math final exam, what is its equivalent z-score?

Converting a Normal Random Variable to a Standard Normal Variable

If each normal random variable x in a normal distribution is converted to a standard deviation unit called standard normal
variable z, the result will be the standard normal distribution.

A normal random variable x in normal distribution has a corresponding z value (z-score) in standard normal distribution. It
shows how many standard deviations the normal random variable x is from the mean.

The following formula is used to convert any normal variable to its corresponding z value on a standard normal
distribution.

z=x−μσ

where

z is the standard normal distribution value,

x is the normal random variable,
μ is the mean of the normal distribution, and
σ is the standard deviation of the normal distribution.

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How to Do
Step 1: Find the known and unknown facts of the problem.

Allan’s exam score = 85

mean of the Math final exam score = 80
standard deviation = 5

unknown: z

Step 2: Substitute the values to the formula and solve for the unknown.

z=x−μσ

z=85−805

z=55=1

If Allan got 85 in Math final exam, the equivalent z-score is 1.

The problem can be illustrated using the figure below.

What does it mean if Allan got a z-score of one?

The z-score shows how many standard deviations from the mean Allan's score is. In this example, Allan’s score is one
standard deviation above the mean.

Try it!
Suppose you have a set of test scores that are normally distributed with mean equal to 80 and standard deviation equal to 5.
If Alexa got 75, what is her z-score?

Try it! Solution

Step 1: Find the known and unknown facts of the problem.

Alexa’s score = 75
mean of test scores = 80
standard deviation = 5

unknown: z

Step 2: Substitute the values to the formula and solve for the unkown.

z=x−μσ

z=75−805

z=−55=−1

What does it mean to have a negative z-score?

It means that Alexa is one standard deviation below the mean.

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Try it!
Math exam scores are normally distributed with a mean of 80 and a standard deviation of 5. If Ana got a z-score of -2, what
is her exam score?
Try it! Solution
Step 1: Find the known and unknown facts of the problem.

Ana’s z-score = –2
mean of the Math exam scores = 80
standard deviation = 5

unknown: x (Ana’s math score)

Step 2: Substitute the values to the formula and solve for the unknown.

What do you think?

Which would you prefer: a math score of 80 with equivalent z-score of 2 or a math score of 83 with equivalent z-score of –
2?

Key Points
 Any value from the normal distribution can be converted into its corresponding value on a standard normal
distribution.
 A positive z-score indicates the number of standard deviations above the mean, while a negative z-score indicates
the number of standard deviations below the mean.
 To find the z-score, use the formula z=x−μ
 σ.
 To find the normal value x , use the formula x=zσ+μ.