MATH03

Statistics and Probability

Normal Probability
Distributions
COURSE OUTCOME 3
Objectives
At the end of the lesson, the student should be able to :
• List properties of a continuous probability distribution.
• Define normal probability distribution.
• Solve for Areas under the standard normal curve.

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Continuous Probability
Recall: A continuous random variable as a random variable whose
values are not countable. A continuous random variable can assume
any value over an interval or intervals. Because the number of values
contained in any interval is infinite, the possible number of values that
a continuous random variable can assume is also infinite.

The probability distribution curve of a continuous random variable is

also called its probability density function.

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Exampl
The figure shows the probability
distribution curve for heights
(measured in inches) of
randomly selected female
students enrolled at a university.

The smoothed polygon is an

approximation of the probability
distribution curve of the Prem Mann, Introductory Statistics, 9/E
continuous random variable x (2015) John Wiley & Sons

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Continuous Probability
The probability distribution of a continuous random variable possesses
the following two characteristics:

1. The probability that x assumes a value in any interval lies

in the range 0 to 1.

2. The total probability of all the (mutually exclusive)

intervals within which x can assume a value of 1.0

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Continuous Probability

(1) (2015) John Wiley & Sons

Prem Mann, Introductory Statistics,
9/E

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Continuous Probability
(2)

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Continuous Probability
The probability that a continuous
random variable x assumes a
value within a certain interval is
given by the area under the curve
between the two limits of the
interval.
The shaded area under the curve
from a to b in this figure gives the
probability that x falls in the Prem Mann, Introductory Statistics, 9/E

interval a to b. (2015) John Wiley & Sons

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Continuous Probability
For a continuous probability distribution, the probability is always
calculated for an interval.

Remarks:
1. The probability that a continuous random variable x assumes
a single value is always zero.
2. The probability that x assumes a value in the interval a to b is
the same whether or not the values a and b are included in the
interval.

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Examples on

(1) (2015) John Wiley & Sons

Prem Mann, Introductory Statistics,
9/E

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Examples on
(2)

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 Normal Probability
A normal probability distribution or a normal
curve is a bell-shaped (symmetric) curve. Its
mean is denoted by μ and its standard
deviation by σ.
A continuous random variable x that has a
normal distribution is called a normal random
variable.
Note: Not all bell-shaped curves represent a
normal distribution curve. Only a specific kind
of bell-shaped curve represents a normal
curve.
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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The Galton Board
https://www.youtube.com/watch?v=UCmPmkHqHXk

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Normal Probability

A normal probability distribution, when plotted, gives a bell-shaped

curve such that:
(1) The total area under the curve is 1.0.
(2) The curve is symmetric about the mean.
(3) The two tails of the curve extend indefinitely.

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 Normal Probability

(1) (2)

(3)

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons

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 Empirical
For a bell-shaped distribution,
approximately
1. 68% of the observations lie within
one standard deviation of the mean.
2. 95% of the observations lie within
two standard deviations of the mean.
3. 99.7% of the observations lie within
three standard deviations of the mean.
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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Three Normal Distribution Curves with the
Same Mean but Different Standard

Deviations
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Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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Three Normal Distribution Curves with Different
Means but the Same Standard Deviation

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons

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Standard Normal
Probability Distribution
The standard normal distribution is a special
case of the normal distribution. For the
standard normal distribution, the value of the
mean is equal to zero and the value of the
standard deviation is equal to 1.

The random variable that possesses the

standard normal distribution is denoted by z.
The units for the standard normal distribution
curve are denoted by z and are called the z Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
values or z scores. They are also
called standard units or standard scores.
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Z-scores
The horizontal axis is labeled z. The z values on
the right side of the mean are positive and
those on the left side are negative. The z value
for a point on the horizontal axis gives the
distance between the mean and that point in
terms of the standard deviation.

For example, a point with a value of z=2 is two

standard deviations to the right of the mean.
Similarly, a point with a value of z=−2 is two
standard deviations to the left of the mean. Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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 Area under the Standard Normal
Curve
The standard normal distribution
table, or simply Z-table, lists the areas
under the standard normal curve to
the left of z values from −3.49 to 3.49.
To read the standard normal
distribution table, we look for the
given z value in the table and record
the area corresponding to that z value.
As shown in Figure, Z-table gives what
is called the cumulative probability to Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
the left of any z value.

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Example 1
Find the area under the standard normal curve to the left of z =

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 Example 1
Find the area under the standard normal curve to the left of z =
Solution: To find the required area
under the standard normal curve,
we locate 1.9 in the column
for z on the left side of Z-table and
.05 in the row for z at the top of Z-
table. The entry where the row for
1.9 and the column for .05
intersect gives the area under the Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
standard normal curve to the left
of z=1.95.

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 Example 1

Find the area under the standard normal curve to the left of z = 1.95.
The area under the standard normal curve to the left of z=1.95 is 0.9744
That is, A(z<1.95) = 0.9744

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons

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Example 2
Find the area under the standard normal curve from z = -2.17 to z =

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 Example 2
Find the area under the standard normal curve from z = -2.17 to z =
Solution: To find the area
from z =-2.17 to z =0, first
we find the areas to the
left of z =0 and to the left
of z =-2.17 in Z-table.
As shown in Z-table, these
two areas are 0.5000 and
0.0150, respectively. Next,
we subtract 0.0150 from
0.5000 to find the required
area.
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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Example 2
Find the area under the standard normal curve from z = -2.17 to z =
A(-2.17≤ z ≤ 0) = 0.5000 – 0.0150 = 0.4850
Thus, A(-2.17≤ z ≤ 0) = 0.4850

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons

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Example 3
Find the following areas under the standard normal
curve.
(a) Area to the right of z = 2.32

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 Example 3
Find the following areas under the standard normal
curve.
(a) Area to the right of z = 2.32

Solution: (a) To find the area to the right of

z =2.32, first we find the area to the left of
z =2.32. Then we subtract this area from
1.0, which is the total area under the
curve.
The required area is 1.0 – 0.9898 = 0.0102
Prem Mann, Introductory Statistics, 9/E
That is, A (z > 2.32) = 0.0102 (2015) John Wiley & Sons

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 Example 3

Find the following areas under the standard normal curve.

(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54

Solution: (b) To find the area under the

standard normal curve to the left of z =-1.54,
we find the area in the Z-table that corresponds
to -1.5 in the z column and .04 in the top row.
This area is 0.0618.

Prem Mann, Introductory Statistics, 9/E

Area to the left of -1.54 = A (z < -1.54) = 0.0618 (2015) John Wiley &

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Example
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

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 Example
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (a) P (1.19 < z < 2.12)

= Area between 1.19 and 2.12
= 0.9830 – 0.8830
= 0.1000
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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 Example 4
Find the following probabilities for the standard normal
curve.
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (b) P (-1.56 < z < 2.31)

= Area between -1.56 and 2.31
= 0.9896 – 0.0594
= 0.9302
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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 Example 4
Find the following probabilities for the standard normal
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (c) P (z > -0.75)

= Area to the right of -0.75
= 1.0 – 0.2266
= 0.7734
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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Example 5
Find the following probabilities for the standard normal
(a) P (0 < <
(b) P (z < -

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 Example 5
Find the following probabilities for the standard normal
(a) P (0 < <
(b) P (z < -
Solution: (a) Because z=5.67 is greater than 3.49, the area
under the standard normal curve to the left of z=5.67 can be
approximated by 0.9999
Also, the area to the left of z=0 is 0.5000.
Hence, P (0 < z < 5.67)
= Area between 0 and 5.67
= 0.9999 – 0.5000
= 0.4999 approximately

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Example 5
Find the following probabilities for the standard normal
(a) P (0 < <
Prem Mann, Introductory Statistics, 9/E
(b)(2015)
P (zJohn< Wiley
- & Sons

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 Example 5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)

Solution: (b) Since z=−5.35 is not in the Z-

table, we can assume that this area is
approximately 0.0001
Hence, P (z < -5.35)
= Area to the left of -5.35
= 0.0001 approximately
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

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Resources
• Mann, P. (2015). Introductory Statistics, 9th Edition. John Wiley
and Sons, Inc.

• Bluman, A. (2017). Elementary Statistics: A Step By Step

Approach, 10th Edition. McGraw-Hill Education

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End of Presentation