LESSON 5: NORMAL DISTRIBUTION

Welcome to the Statistics and Probability. This lesson will give you the practical
application of the expected values and variances of discrete probability distribution.
In this lesson cover about the random variable. At the end of this lesson, you will learn
how to explain the concepts of expected value and variance of a discrete random variable

At the end of the lesson, the student will be able to:

 explain the concepts of normal distribution and its properties.
 differentiate between a normal distribution and a special case of normal distribution,
standardized normal distribution; and
 illustrate a curve of a normal distribution and a standard normal distribution.

Random variable: a quantity having a numerical value for each member of a group,
especially one whose values occur according to a frequency distribution.
Sample space: is a collection or a set of possible outcomes of a random experiment.
Discrete random variable: has a countable number of possible values.

Assume that the set of scores in your

Mathematics exam is normally distributed
and is presented using the frequency
distribution table. The frequency distribution
of this data can be graphically presented
using a normal curve and is also called as the
bell curve considering that its shape looks
like a bell. The curve is drawn through the average and the standard deviation of the given data.
Using the normal curve, you can describe the scores in Mathematics as a whole and the area of
probability that a student/students falls on below or above average. These are not only applicable
on scores but even in variables that show a continuous distribution such as height, weight, time,
etc.
In our previous lesson about the types of random variable, we said that for any
continuous random variable, its possible values can be assumed in an infinite number that ranges
in one or more intervals. Since it has an infinite number of possible values, we cannot assign all
the probabilities to each specific possible value. You have learned that a discrete random
variable can be presented using a probability distribution or probability mass function and graph
it through a probability histogram. In this lesson, you will be able to know that a continuous
random variable can also be presented through a probability distribution which we call a
probability density function (pdf) and its probability by areas under continuous curve just like
the figure shown at the below.

Statistics and Probability 11 1

 In addition, this lesson will also let you understand the most important continuous
probability distribution in Statistics — the normal distribution.
The Normal Distribution
The Normal Distribution is a probability distribution for a continuous random variable
X where its graph is a normal curve (Ocampo, 2. 016). The Normal Distribution is known as the
bell curve or the Gaussian distribution in honor of the German mathematician Carl Friedrich
Gauss who derived the equation of its probability density function.
Properties of a Normal Distribution
l. The distribution has a graph of a normal curve which is bell shaped and is symmetric about the
mean (Walpole, 2012).
2. The mean, median and mode are equal and located at the center of the distribution.
3. The tails of the normal curve are asymptotic to the horizontal axis. As the normal curve extend
farther away from the mean, the curve approaches but never touches the x - axis.
4. Two parameters determine the shape of the distribution:
μ (mean), which is the center of the distribution, and
σ (standard deviation), which is the measure of variation around the mean
Positive standard deviations are located at the right side of the curve while Negative
standard deviations are located at the left side of the curve
5. The spread of the curve depends in the standard deviation of the distribution.
6. Thea are to the left of the mean is equal to the area to the right of the mean.
P(X>μ+a) = P(X<μ-a)
7. The area under the normal curve is 1 (100%) which means that each half side has a measure of
0.5 or 50%.

Empirical Rule for all Bell — shaped Distributions

 Approximately 68 % will lie between the mean and 1 standard deviation above and below
the mean or within the interval (μ + σ , μ - σ ).
 Approximately 47.5 % will lie between the mean and 2 standard deviations above and
below the mean or within the interval (μ + 2 σ, μ - 2σ ).
 Approximately 99.75 % will lie between the mean and 3 standard deviations above and
below the mean or within the interval (μ + 3 σ, μ - 3σ ).
A continuous random variable X has a normal distribution if its probability density
function is given by

Statistics and Probability 11 2

 2
−1 x−μ
1 2( ) for all real number x
σ
f ( x )=Y = ∙e
σ √2 π
x e 2.7188 c is the standard deviation 3.1416 X = is any score in the distribution g = mean
of the random variable A continuous random variable X having the bell — shaped
distribution is called a normal random variable. If x is normally distributed with mean g and
standard deviation o, we write X-N(g, o) and read as "X follows the normal distribution with
mean and standard deviation c" or "X is normally distributed to g and standard deviation o"

Direction: Find the mean, variance and standard deviation of the

following problems.
ATTACH YOUR COMPLETE SOLUTION IN THE MODULE
1. Four coins are tossed at the same time. Determine the value of the random variable H
where H represents the number of heads that will occur.

Statistics and Probability 11 3

 2. Let G be the number girls in a family of 4 children given the distribution below.

Value of G 0 1 2 3 4
P(G=g) 0.0625 0.2500 0.3750 0.2500 0.0625

Reference:
Victo Paul J. Dela Cruz, “Statistics and Probability”. Chancery Compound, Rizal St.,
Tagum City Davao Del Norte.

Statistics and Probability 11 4