What is a normal distribution?

Next section: Standard normal

Normal distributions are a family of distributions that have

the same general shape. They are symmetric with scores
more concentrated in the middle than in the tails. Normal
distributions are sometimes described as bell shaped.
Examples of normal distributions are shown to the right.
Notice that they differ in how spread out they are. The
area under each curve is the same. The height of a normal
distribution can be specified mathematically in terms of
two parameters: the mean (μ) and the standard deviation
(σ).

View mathematical formula

Next section: Standard normal

Mathematical formula for height of a normal curve

The height (ordinate) of a normal curve is defined as: where μ is the

mean and σ is the standard deviation, π is the constant 3.14159, and e is the base of natural
logarithms and is equal to 2.718282.
x can take on any value from -infinity to +infinity.

f(x) is very close to 0 if x is more than three standard deviations from the mean (less than -3
or greater than +3).

Normal Distribution

Normal distributions are a family of distributions that have the shape shown below.
Normal distributions are symmetric with scores more concentrated in the middle than in the
tails. They are defined by two parameters: the mean (μ) and the standard deviation (σ). Many
kinds of behavioral data are approximated well by the normal distribution. Many statistical
tests assume a normal distribution. Most of these tests work well even if the distribution is
only approximately normal and in many cases as long as it does not deviate greatly from
normality.

The formula for the height (y) of a normal curve for a given value of x is:

Standard normal distribution

The standard normal distribution is a normal distribution with a mean of 0 and a standard
deviation of 1. Normal distributions can be transformed to standard normal distributions by
the formula:

where X is a score from the original normal distribution, μ is the mean of the original normal
distribution, and σ is the standard deviation of original normal distribution. The standard
normal distribution is sometimes called the z distribution. A z score always reflects the
number of standard deviations above or below the mean a particular score is. For instance, if a
person scored a 70 on a test with a mean of 50 and a standard deviation of 10, then they
scored 2 standard deviations above the mean. Converting the test scores to z scores, an X of
70 would be:

So, a z score of 2 means the original score was 2 standard deviations above the mean. Note
that the z distribution will only be a normal distribution if the original distribution (X) is
normal.

Applying the formula will always produce a transformed distribution with a mean
of zero and a standard deviation of one. However, the shape of the distribution will not be
affected by the transformation. If X is not normal then the transformed distribution will not be
normal either. One important use of the standard normal distribution is for converting
between scores from a normal distribution and percentile ranks.

Areas under portions of the standard normal distribution

are shown to the right. About .68 (.34 + .34) of the
distribution is between -1 and 1 while about .96 of the
distribution is between -2 and 2.

Next section: Why is it important?

 What's so important about the normal distribution?

Next section: Converting to percentiles and back

One reason the normal distribution is important is that many psychological and
educational variables are distributed approximately normally. Measures of reading
ability, introversion, job satisfaction, and memory are among the many psychological
variables approximately normally distributed. Although the distributions are only
approximately normal, they are usually quite close. A second reason the normal
distribution is so important is that it is easy for mathematical statisticians to work with.
This means that many kinds of statistical tests can be derived for normal distributions.
Almost all statistical tests discussed in this text assume normal distributions.
Fortunately, these tests work very well even if the distribution is only approximately
normally distributed. Some tests work well even with very wide deviations from
normality. Finally, if the mean and standard deviation of a normal distribution are
known, it is easy to convert back and forth from raw scores to percentiles.

Converting to percentiles and back

If the mean and standard deviation of a normal distribution are known, it is relatively easy to
figure out the percentile rank of a person obtaining a specific score. To be more concrete,
assume a test in Introductory Psychology is normally distributed with a mean of 80 and a
standard deviation of 5. What is the percentile rank of a person who received a score of 70 on
the test? Mathematical statisticians have developed ways of determining the proportion of a
distribution that is below a given number of standard deviations from the mean. They have
shown that only 2.3% of the population will be less than or equal to a score two standard
deviations below the mean. (click here to see why 70 is two standard deviations below the
mean.) In terms of the Introductory Psychology test example, this means that a person scoring
70 would be in the 2.3rd percentile.

This graph shows the distribution of scores on the test. The shaded area is 2.3% of the total
area. The proportion of the area below 70 is equal to the proportion of the
scores below 70.

What about a person scoring 75 on the test? The proportion of the area
below 75 is the same as the proportion of scores below 75.

A score of 75 is one standard deviation below the mean because the mean is
80 and the standard deviation is 5. Mathematical statisticians have
determined that 15.9% of the scores in a normal distribution are lower than
a score one standard deviation below the mean. Therefore, the proportion of the scores below
75 is 0.159 and a person scoring 75 would have a percentile rank score of 15.9.
The table on this page gives the proportion of the scores below various values of z. z is

computed with the formula: where z is the number of standard deviations (σ)
above the mean (μ) X is.

When z is negative it means that X is below the mean. Thus, a z of -2

means that X is -2 standard deviations above the mean which is the same
thing as being +2 standard deviations below the mean. To take another
example, what is the percentile rank of a person receiving a score of 90 on
the test?

The graph shows that most people scored below 90. Since 90 is 2 standard
deviations above the mean [z = (90 - 80)/5 = 2] it can be determined from
the table that a z score of 2 is equivalent to the 97.7th percentile: The
proportion of people scoring below 90 is thus .977.

What score on the Introductory Psychology test would it have taken to be in the 75th
percentile?
(Remember the test has a mean of 80 and a standard deviation of 5.)
The answer is computed by reversing the steps in the previous
problems. First, determine how many standard deviations above the
mean one would have to be to be in the 75th percentile. This can be
found by using a z table and finding the z associated with .75. The value of z is .674. Thus,
one must be .674 standard deviations above the mean to be in the 75th percentile. Since the
standard deviation is 5, one must be (5)(.674) = 3.37 points above the mean. Since the mean is
80, a score of 80 + 3.37 = 83.37 is necessary. Rounding off, a score of 83 is needed to be in
the 75th percentile. Since , a little algebra demonstrates that X = μ+ z σ. For the
present example, X = 80 + (.674)(5) = 83.37 as just shown.

Next section: Area under portions of the curve

Area under a portion of the normal curve

If a test is normally distributed with a mean of 60 and a standard deviation of 10, what
proportion of the scores are above 85? This problem is very similar to figuring out the
percentile rank of a person scoring 85. The first step is to figure out the proportion of scores
less than or equal to 85. This is done by figuring out how many standard deviations above the
mean 85 is. Since 85 is 85-60 = 25 points above the mean and since the standard deviation is
10, a score of 85 is 25/10 = 2.5 standard deviations above the mean. Or, in terms of the
formula,

A z table can be used to calculate that .9938 of the scores are less
than or equal to a score 2.5 standard deviations above the mean. It
follows that only 1-.9938 = .0062 of the scores are above a score
2.5 standard deviations above the mean. Therefore, only .0062 of
the scores are above 85.

Suppose you wanted to know the proportion of students receiving scores between 70 and 80.
The approach is to figure out the proportion of students scoring below 80 and the proportion
below 70. The difference between the two proportions is the proportion scoring between 70
and 80. First, the calculation of the proportion below 80. Since 80 is 20 points above the mean
and the standard deviation is 10, 80 is 2 standard deviations above the mean.

A z table can be used to determine that .9772 of the scores are below a score 2 standard
deviations above the mean.

To calculate the proportion below 70,

A z table can be used to determine that the proportion of scores less than 1 standard deviation
above the mean is .8413. So, if .1587 of the scores are above 70 and .0228 are above 80, then
.1587 -.0228 = .1359 are between 70 and 80.

Assume a test is normally distributed with a mean of 100 and a standard deviation of 15.
What proportion of the scores would be between 85 and 105? The solution to this problem is
similar to the solution to the last one. The first step is to calculate the proportion of scores
below 85. Next, calculate the proportion of scores below 105. Finally, subtract the first result
from the second to find the proportion scoring between 85 and 105.

Begin by calculating the proportion below 85. 85 is one standard deviation below the mean:

Using a z table with the value of -1 for z, the area below -1 (or 85 in terms of the raw scores)
is .1587.

Doing the same thing for 105,

A z table shows that the proportion scoring below .333 (105 in raw
scores) is .6304. The difference is .6304 - .1587 = .4714. So .4714 of the scores are between
85 and 105.

Next chapter: Sampling distributions

Chapter 5

1. If scores are normally distributed with a mean of 30 and a standard deviation of 5,

what percent of the scores is: (a) greater than 30? (b) greater than 37? (c) between 28
and 34?

2. (a) What are the mean and standard deviation of the standard normal distribution? (b)
What would be the mean and standard deviation of a distribution created by
multiplying the standard normal distribution by 10 and then adding 50?

3. The normal distribution is defined by two parameters. What are they?

4. (a) What proportion of a normal distribution is within one standard deviation of the
mean? (b) What proportion is more than 1.8 standard deviations from the mean? (c)
What proportion is between 1 and 1.5 standard deviations above the mean?

5. A test is normally distributed with a mean of 40 and a standard deviation of 7. (a)

What score would be needed to be in the 85th percentile? (b) What score would be
needed to be in the 22nd percentile?

6. Assume a normal distribution with a mean of 90 and a standard deviation of 7. What

limits would include the middle 65% of the cases.

7. For this problem, use the scores in the identical blocks test (second in the dataset
"High_School_Sample"). Compute the mean and standard deviation. Then, compute
what the 25th and 75th percentile would be if the distribution were normal. Compare
the estimates to the actual 25th and 75th percentiles.