CLARENDON COLLEGE, INC.

Roxas, Oriental Mindoro

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HIGH SCHOOL DEPARTMENT

Subject Statistics and Probability
Grade Level-
Grade 11 – Fe Del Mundo / Gregorio Y Zara
Section/Class/Strand
Teacher Jose Paolo Festin
Unit No. & Title Unit 1: THE NORMAL DISTRIBUTION CURVE
Duration Week 19: January 10-14, 2022
Reference Materials Gabuyo & Cardenas, Statistics and Probability, The Inteligente
Publishing, Inc. 2016; pages 72-96

MODULE 1: CONCEPTS AND PROPERTIES OF A NORMAL DISTRIBUTION

Objectives:
At the end of this lesson, the students will be able to:
 Illustrate the concepts of continuous random variables;
 Describe the concept of normal distribution;
 Discuss the different properties of normal distribution; and
 Describe the concept of empirical rule.

TRIVIA!  
Abraham de Moivre, an 18th century statistician and consultant to gamblers, was often requested to make lengthy 
computation. de Moivre noted that when the number of events (coin flips) increased, the shape of the binomial 
distribution  approached  a  very  smooth  curve.  The  statistician  reasoned  that  if  he  could  find  a  mathematical 
expression for this curve, he would be able to solve problems much more easily such as finding the probability of 
60 or more heads out of 100 coin flips. This exactly is what he did, and the curve he discovered is now called the 
“normal curve”. 

LESSON 1.1: NORMAL DISTRIBUTION

When the variables are continuous. We usually use a curve rather than a histogram for its distribution. A
normal distribution is an example of a continuous distribution. It is also pertains to a family of bell-shaped curves
that model a number of continuous variables. The normal distribution is often referred to as the Gaussian
distribution in honor of Karl Friedrich Gauss, a mathematician who derived the equation form a study or errors in
a repeated measurement of the same quantity. Gaussian distribution is characterized by two parameters: the mean
(𝝁) and the standard deviation (𝝈).
A normal probability distribution has two main functions:
1. to determine the ordinates (𝑦 values) of the graph that represents the distribution; and
2. to determine the probabilities.
In this Module, we will discuss the second function of normal probability distribution only.

LESSON 1.2: THE NORMAL CURVE

A continuous random variable X of a bell-shaped

distribution as shown in the figure above is called a normal
random variable. The mathematical equation for the
probability distribution of a normal variable will depend on two
parameters – the mean (𝜇) and the standard deviation (𝜎). The
values of the density of X is denoted by 𝑛 𝑥: 𝜇, 𝜎 . The density of
a normal random variable X with the mean 𝜇 and the standard
deviation 𝜎 is denoted by the formula:
𝜇𝑥
𝑒
𝑛 𝑥: 𝜇, 𝜎 𝑦 𝑓 𝑥 𝜎 .
𝜎√2𝜋
This is also known as Normal Probability Distribution Function.
When 𝜇 and 𝜎 are already given, then the normal curve is completely determined. For example, if 𝜇 25 and
𝜎 3, then the ordinates 𝑛 𝑥: 25,3 can be solved for different values of x and the curve can be drawn.
 The figure below illustrates two normal curves that have the same standard deviation with different mean
values.

𝜇 0 and 𝜎 1; 𝜇 1 and 𝜎 1
The two curves are identical in form but are centered in different positions along the x‐axis or horizontal axis.
The next figure illustrated two normal curves having the same mean values but with different standard
deviations.

𝜇 0 and 𝜎 1; 𝜇 0 and 𝜎 2
This time, the two curves have the same center. However, the curve with the smaller standard deviation is
narrower than the curve with the larger standard deviation. This is because standard deviation represents how the
scores are spread out from the mean.
LESSON 1.3: STANDARD NORMAL DISTRIBUTION
If a random variable will be transformed into a standard normal distribution, the mean value will become
zero and the standard deviation will become one. As shown on the next figure, about 68% of the scored are within
one standard deviation from the mean. About 95% of the scores are within three standard deviations from the
mean. This rule is called empirical rule.

𝜇 0 and 𝜎 1
All standard normal distributions have the following properties:
1. The curve has a single peak. Therefore, the distribution is unimodal.
 2. It is symmetrical about the mean value, it is extended indefinitely in both directions and asymptotic
to the horizontal axis.
3. The mean, median, and mode are equal.
4. The shape of the curve will defend on the mean and the standard deviation.
5. The total area under the standard normal curve is 1. Since the curve is symmetrical about the mean,
the mean divides the area into two equal parts. Each part has an area of 0.5.
6. Nearly all the area is between 𝜇 3𝜎 and 𝜇 3𝜎.
7. The distribution has a mean of 0 and a standard deviation of 1.
SUMMARY!
Normal Probability Distribution is the probability of a continuous random variable.

MODULE 2: AREAS UNDER THE NORMAL CURVE
Objectives:
At the end of this lesson, the students will be able to:
 find the areas under the normal curve to the left of z-value;
 find the areas under the normal curve to the right of z-value; and
 find the areas under the normal curve between two z-values.

TRIVIA!  
  Laplace used the normal curve in 1783 to describe the distribution of errors, Subsequently, Gauss used the 
normal curve to analyze astronomical data in 1809. The normal curve is often call the Gaussian distribution. The 
term bell‐shaped curve is often used today. 

Let’s Develop!
The curve of any continuous probability distribution is constructed so that the area under the curve bounded
by two intervals, from 𝑥 𝑎 to 𝑥 𝑏, is equal to the probability that a random variable X assumes a value between
𝑥 𝑎 and 𝑥 𝑏. The probability bounded by two interval values can be solved using the formula,
𝑃 𝑎 𝑋 𝑏 𝑓 𝑥 𝑑𝑥 .
This integration formula of normal probability distribution is used in a higher mathematics. The probability
of a continuous random variable X bounded by two interval values 𝑎 and 𝑏, 𝑎 𝑋 𝑏 , is equal to the area under
the normal curve bounded by two values as shown in the figure below.

𝑃 𝑎 𝑋 𝑏
The probability between two given values in a normal distribution is equal to the area under the curve
between these values. To compute manually the probability of any problem relative to normal distribution, us the z-
table after transforming the value of the random variable x to z-score or standard score.
In this module, we will find the area under the normal curve given the z-scores. Transforming random
variable x to z-score will be discussed in the next lesson.
We will solve the probability using the areas under the normal curve in the following cases:
1. Area to the left of a negative z value
2. Area to the left of a positive z value
3. Area to the right of a positive z value
4. Area to the right of a negative z value
5. Area between any two z values
Case 1: Finding the Area to the Left of a Negative z Value
Example: Find the area to the left of 𝑧 2.25.
Solution: We are looking for 𝑃 𝑧 2.25). Draw a normal curve and shade the area to the left of 2.25.
Let us consider a portion of the z-table below. Since the curve is symmetrical about the mean, we can consider using
the value of 2.25 in getting the area to the left of 2.25. Locate the row labelled 2.2 and the column labelled 0.05 and
use the value in their intersection.
𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒 . 𝟎𝟓 . 𝟎𝟔
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636
.2 .0793 .0823 .0871 .0910 .0948 .0987 .1026
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454
.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909

The area from 0 to 2.25 is 0.4878. Hence, the area from 0 to 2.25 is also 0.4878 because they ate symmetrical to
the mean. The total area from 0 to the left is 0.05.

Now, we can find 𝑃 𝑧 2.25).

𝑃 𝑧 2.25 0.5 𝑃 𝑧 2.25
𝑃 𝑧 2.25 0.5 0.4878

𝑃 𝑧 2.25 0.0122 1.22%

Answer: The area to the left of 𝑧 2.25 is 0.0122 or 1.22%.

Case 2: Finding the Area to the Left of a Positive z Value

Example: Find the area to the left of 𝑧 1.47.
Solution: We are looking for 𝑃 𝑧 1.47 . Draw a curve and shade the area to the left of 1.47.
 Find the intersection of 1.4 and 0.07 in the z-table below.

𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒 . 𝟎𝟓 . 𝟎𝟔 .07 .08
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714
.2 .0793 .0823 .0871 .0910 .0948 .0987 .1026 .1064 .1103
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517
.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535
The value is 0.4292. This means that the area from 0 to 1.47 is 0.4292. We already know that the area to the
left of 0 is 0.5.

Now, we can find 𝑃 𝑧 1.47 .

𝑃 𝑧 1.47 0.5 𝑃 𝑧 1.47
𝑃 𝑧 1.47 0.5 0.4292
𝑃 𝑧 1.47 0.9292 92.92%
Answer: The area to the left of 𝑧 1.47 is 92.92%.


Case 3: Finding the Area to the Right of a Positive z Value
Example: Find the area to the right of 𝑧 2.39.
Solution: We are looking for 𝑃 𝑧 2.39 . Draw a curve and shade the area to the right of 2.39.
Find the intersection of 2.3 and 0.09 in the z-table on the next page.

𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒 . 𝟎𝟓 . 𝟎𝟔 .07 .08 .09

.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
.2 .0793 .0823 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
The value is 0.4916. This means that the area from 0 to 2.39 is 0.4916. The area to the right of 0 is also 0.5.

Now, we can find 𝑃 𝑧 2.39 .

𝑃 𝑧 2.39 0.5 𝑃 𝑧 2.39
𝑃 𝑧 2.39 0.5 0.4916
𝑃 𝑧 2.39 0.0084 00.84%
Answer: The area to the right of 𝑧 2.39 is 00.84%.
Case 4: Finding the Area to the Right of a Negative z Value

Example: Find the area to the right of 𝑧 2.08.

Solution: We are looking for P(𝑧 2.08 . Draw a curve and shade the area to the right of 2.08.
Find the intersection of 2.0 and 0.08 in the z-table below.
𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒 . 𝟎𝟓 . 𝟎𝟔 .07 .08
.0 .0000 .0040 .0080 .0120 .0160
.1 .0398 .0438 .0478 .0517 .0557
.2 .0793 .0823 .0871 .0910 .0948
.3 .1179 .1217 .1255 .1293 .1331
.4 .1554 .1591 .1628 .1664 .1700
.5 .1915 .1950 .1985 .2019 .2054
.6 .2257 .2291 .2324 .2357 .2389
.7 .2580 .2611 .2642 .2673 .2704
.8 .2881 .2910 .2939 .2967 .2995
.9 .3159 .3186 .3212 .3238 .3264
1.0 .3413 .3438 .3461 .3485 .3508
1.1 .3643 .3665 .3686 .3708 .3729
1.2 .3849 .3869 .3888 .3907 .3925
1.3 .4032 .4049 .4066 .4082 .4099
1.4 .4192 .4207 .4222 .4236 .4251
1.5 .4332 .4345 .4357 .4370 .4382
1.6 .4452 .4463 .4474 .4484 .4495
1.7 .4554 .4564 .4573 .4582 .4591
1.8 .4641 .4649 .4656 .4664 .4671
1.9 .4713 .4719 .4726 .4732 .4738
2.0 .4772 .4778 .4783 .4788 .4793
The value is 0.4812. This means that the area from 0 to
the right of 0 is 0.5.
Now, we can find 𝑃 𝑧 2.08 .
𝑃 𝑧 2.08 𝑃 𝑧 2.08 0.5
𝑃 𝑧 2.08 0.4812 0.5
𝑃 𝑧 2.39 0.9812 98.12%
Answer: The area to the right of 𝑧 2.08 is 98.12%.
Case 5: Finding the Area Between any Two z Values
.0199 .0239 .0279 .0319
.0596 .0636 .0675 .0714
.0987 .1026 .1064 .1103
.1368 .1406 .1443 .1480
.1736 .1772 .1808 .1844
.2088 .2123 .2157 .2190
.2422 .2454 .2486 .2517
.2734 .2764 .2794 .2823
.3023 .3051 .3078 .3106
.3289 .3315 .3340 .3365
.3531 .3554 .3577 .3599
.3749 .3770 .3790 .3810
.3944 .3962 .3980 .3997
.4115 .4131 .4147 .4162
.4265 .4279 .4292 .4306
.4394 .4406 .4418 .4429
.4505 .4515 .4525 .4535
.4599 .4608 .4616 .4625
.4678 .4686 .4693 .4699
.4744 .4750 .4756 .4761
.4798 .4803 .4808 .4812
2.08 is 0.4812. We already know that the area to
 Example: Find the area between 𝑧 1.93 and 𝑧 2.35.
Solution: We are looking for 𝑃 1.93 𝑧 2.35 . Draw the curve and shade the area between 1.93 and 2.35.

A. Find the intersection of 1.9 and 0.03 in the z-table below.

𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒
.0 .0000 .0040 .0080 .0120 .0160
.1 .0398 .0438 .0478 .0517 .0557
.2 .0793 .0823 .0871 .0910 .0948
.3 .1179 .1217 .1255 .1293 .1331 The value is 0.4732. This means that the area between 0
.4 .1554 .1591 .1628 .1664 .1700 and 1.94 is 0.4732.
.5 .1915 .1950 .1985 .2019 .2054
.6 .2257 .2291 .2324 .2357 .2389
.7 .2580 .2611 .2642 .2673 .2704
.8 .2881 .2910 .2939 .2967 .2995
.9 .3159 .3186 .3212 .3238 .3264
1.0 .3413 .3438 .3461 .3485 .3508
1.1 .3643 .3665 .3686 .3708 .3729
1.2 .3849 .3869 .3888 .3907 .3925
1.3 .4032 .4049 .4066 .4082 .4099
1.4 .4192 .4207 .4222 .4236 .4251
1.5 .4332 .4345 .4357 .4370 .4382
1.6 .4452 .4463 .4474 .4484 .4495
1.7 .4554 .4564 .4573 .4582 .4591
1.8 .4641 .4649 .4656 .4664 .4671
1.9 .4713 .4719 .4726 .4732 .4738
2.0 .4772 .4778 .4783 .4788 .4793

B. Find the intersection of 2.3 and 0.05 in the z-table below.

𝒛 . 𝟎𝟎 . 𝟎𝟏 . 𝟎𝟐 . 𝟎𝟑 . 𝟎𝟒 . 𝟎𝟓 . 𝟎𝟔
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636
.2 .0793 .0823 .0871 .0910 .0948 .0987 .1026 The value is 0.4906. This means that the area
.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406
between 0 and 2.35 is 0.4906.
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123
.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454
.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846
 2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931
Now, we can find 𝑃 1.93 𝑧 2.35
𝑃 1.93 𝑧 2.35 𝑃 𝑧 2.35 𝑃 𝑧 1.93
𝑃 1.93 𝑧 2.35 0.4906 0.4732
𝑃 1.93 𝑧 2.35 0.0174 1.74%
Answer: The area between 𝑧 1.93 and 𝑧 2.35 𝑖𝑠 1.74%.

Reminders:
Output/s to be submitted ACTIVITY WORKSHEET FOR STATISTICS AND PROBABILITY (Week 19)
Deadline of Submission of January 17, 2022
Activities/Assessment
Mode of Submission Submit your WORKSHEET at Clarendon College.