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1 of 6 27/02/13 MEI

Section 1: Introduction to the Normal distribution

Notes and Examples

These notes contain subsections on

The Normal curve

The standardised Normal distribution

Non-standardised variables

The Normal curve

Normal distributions are a family of distributions that have the same general

shape. They have a distinctive bell-shaped curve, symmetrical, with scores

more concentrated in the middle than in the tails.

The Normal distribution is often illustrated by a diagram, which highlights the

difference in shape because of the mean and standard deviation.

Examples of Normal curves are shown below:

AQA S1 Normal distribution 1 Notes and Examples

2 of 6 27/02/13 MEI

The standard Normal distribution

The standard normal distribution is a normal distribution with a mean of 0 and

a standard deviation of 1. Z is used if a variable has a standard normal

distribution.

Normal distributions can be transformed to standard normal distributions. You

can use the Geogebra resource The Normal distribution to investigate

Normal curves and their relationship with the standardised Normal curve.

If the variable X has mean and standard deviation, then x, a particular value

of X, is transformed into z by the formula:

x

z

Once you have standardised a normal variable the z score shows how many

standard deviations above or below the mean a particular score is.

For example, consider a student who scored 80 on a test with a mean of 60

and a standard deviation of 10. Converting the test scores to z scores, the

value x becomes:

80 60

2

10

z

So, a z score of 2 means that the original score was 2 standard deviations

above the mean. (Remember that in chapter 4 you defined outliers by looking

at values more than 2 standard deviations from the mean.)

There are two styles of notation commonly use in statistics text books,

P(Z < 2) or (2) . In the examples in this section both notations are used to

avoid in any confusion. You should keep to the notation you have been

introduced to.

Example 1

Find

(i) P(Z > 1)

(ii) P(Z < -2)

(iii) P(-2 < Z < 1)

(iv) P(-2 < Z < 2)

Solution

(i) EITHER:

P(Z > 1) = 1 P(Z < 1)

= 1 0.8413

= 0.1587

OR:

P(Z > 1) = 1 P(Z < 1)

= 1 (1)

0

1

reading off from

standardised

Normal tables

AQA S1 Normal distribution 1 Notes and Examples

3 of 6 27/02/13 MEI

= 1 0.8413

= 0.1587

(ii) EITHER:

P(Z < -2) = P(Z > 2) by symmetry

= 1 P(Z < 2)

= 1 0.9772

= 0.0228

OR:

P(Z < -2) = P(Z > 2) by symmetry

= 1 P(Z < 2)

= 1 (2)

= 1 0.9772

= 0.0228

(iii) EITHER:

P(-2 < Z < 1) = P(Z < 1) P(Z < -2)

= P(Z < 1) P(Z > 2)

= 0.8413 [1 P(Z < 2) ]

= 0.8413 (1 0.9772)

= 0.8185

OR:

P(-2 < Z < 1) = P(Z < 1) P(Z < -2)

= P(Z < 1) P(Z > 2)

= (1) [1 P(Z < 2) ]

= (1) [1 (2)]

= 0.8413 (1 0.9772)

= 0.8185

(iv) EITHER:

P(-2 < Z < 2) = P(Z < 2) P(Z < -2)

= P(Z < 2) P(Z > 2)

= 0.9772 [1 P(Z < 2) ]

= 0.9772 (1 0.9772)

= 0.9544

OR:

P(-2 < Z < 2) = P(Z < 2) P(Z < -2)

= P(Z < 2) P(Z > 2)

= (2) [1 P(Z < 2) ]

= (2) [1 (2) ]

= 0.9772 (1 0.9772)

= 0.9544

In this last example you discovered that just over 95% of the values lie within

2 standard deviations from the mean for a standardised normal variable.

1 -2

0

-2 0

-2

0

2

AQA S1 Normal distribution 1 Notes and Examples

4 of 6 27/02/13 MEI

It is important that you understand how probabilities involving the standard

normal distribution variable Z relate to an area under the standard normal

curve. Try the Probabilities and Normal curves activity to help with this.

Print out the whole file, and cut out all the rectangles. There are 12 rectangles

which give a probability expression involving the standard normal distribution

variable Z, 12 rectangles which give a numerical probability, and 12 copies of

the standard Normal curve. You need to match up the probability expressions

with the numerical probabilities, and also shade one of the Normal curves to

show the area corresponding to this probability.

There is also a more challenging version, in which you must match up

probability expressions with expressions involving the function, and again

shade a Normal graph to show the appropriate area.

Non-standardised variables

Once you are confident using standardised normal variables you can apply

the same techniques to other normal distributions by standardising the

variables using

x

z

.

Example 2

If a test is normally distributed with a mean of 65 and a standard deviation of 10, what

proportion of the scores are above 85?

Solution 1

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X > 85)

Now

85 65

10

z

= 2

P(X > 85) = P(Z > 2)

= 1 P(Z < 2)

= 1 0.9772

= 0.0228

Solution 2

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X > 85)

Now

85 65

10

z

= 2

P(X > 85) = P(Z > 2)

= 1 P(Z < 2)

= 1 (2)

= 1 0.9772

= 0.0228

x = 65

z = 0

x = 85

z = 2

AQA S1 Normal distribution 1 Notes and Examples

5 of 6 27/02/13 MEI

Example 3

If a test is normally distributed with a mean of 65 and a standard deviation of 10, what

proportion of the scores are between 70 and 85?

Solution 1

You can solve this problem by calculating the difference between the probability that

a student scores below 85 and below 70.

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X < 85) P(X < 70)

When x = 85,

85 65

10

z

= 2

When x = 70,

70 65

10

z

= 0.5

P(X < 85) P(X < 70) = P(Z < 2) P(Z < 0.5)

= 0.9772 0.6915

= 0.2857

Solution 2

You can solve this problem by calculating the difference between the probability that

a student scores below 85 and below 70.

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X < 85) P(X < 70)

When x = 85,

85 65

10

z

= 2

When x = 70,

70 65

10

z

= 0.5

P(X < 85) P(X < 70) = (2) (0.5)

= 0.9772 0.6915

= 0.2857

Example 4

Assume a test is normally distributed with a mean of 90 and a standard deviation of

15. What proportion of the scores would be between 75 and 95?

Solution 1

You can solve this problem by calculating the difference between the probability that

a student scores below 95 and below 75.

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X < 95) P(X < 75)

When x = 95,

95 90

15

z

= 0.333

x = 70

z = 0.5

x = 85

z = 2

AQA S1 Normal distribution 1 Notes and Examples

6 of 6 27/02/13 MEI

When x = 75,

75 90

15

z

= -1

P(X < 95) P(X < 75) = P(Z < 0.333) P(Z < -1)

= 0.6304 P(Z > 1)

= 0.6304 [1 P(Z < 1) ]

= 0.6304 [1 0.8413 ]

= 0.4717

Solution 2

You can solve this problem by calculating the difference between the probability that

a student scores below 95 and below 75.

Let X be the distribution of test scores.

X ~ N (65, 10

2

)

You require P(X < 95) P(X < 75)

When x = 95,

95 90

15

z

= 0.333

When x = 75,

75 90

15

z

= -1

P(X < 95) P(X < 75) = P(Z < 0.333) P(Z < -1)

= (0.333) P(Z > 1)

= 0.6304 [1 (1) ]

= 0.6304 [1 0.8413 ]

= 0.4717

x = 85

z = 0.333

x = 75

z = -1

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