NORMAL DISTRIBUTION

The normal distribution or Gaussian distribution is a

continuous probability distribution that describes data that
clusters around a mean.

The graph of the associated probability density function is

bell-shaped, with a peak at the mean, and is known as the
Gaussian Function or bell curve.
Properties of Normal Distribution

1. The distribution is bell-shaped.

2. The mean, median, and mode are equal and are located at the center of
the distribution.

3. The normal distribution is unimodal.

4. The normal distribution curve is symmetric about the mean (the shape
are same on both sides).

5. The normal distribution is continuous.

6. The normal curve is asymptotic (it never touches the x axis).

7. The total area under the normal distribution curve is 1.00 or 100%.
8. The area under the part of a normal curve that lies within 1 standard
deviation of the mean 68%; within 2 standard deviation, about 95%; and
with 3 standard deviation, about 99.7%. (empirical rule)

–3σ μ–2σ μ–1σ μ μ+1σ μ+2σ μ+3σ X

–3 –2 –1 0 +1 +2 +3 z value

About 68%
About 95%
About
99.7%
Standard Normal Distribution

A normal distribution can be converted into a standard normal

distribution by obtaining the z value.

A z value is the signed distance between a selected value, designated 𝑥,

and the mean, 𝑥 , divided by the standard deviation.

It is also called as z scores, the z statistics, the standard normal deviates,

or the standard normal values. In terms of formula:

where: z = z value
𝒙−𝒙 x = the value of any particular observation
𝒛= or measurement.
𝝈 𝑥 = the mean of the distribution.
σ = standard deviation of the distribution
Example 1: Standard Normal Distribution Table

Find the area under the

standard normal distribution
curve between z = 0 and z = 1.85.
Solution:

0 1.85
Example 1:

Find the area under the standard normal distribution curve

between z = 0 and z = 1.85.

Solution:

P(0  z  1.85) = 0.4678

Example 2: Standard Normal Distribution Table
Find the area under the
standard normal distribution
curve between z = 0 and z = –1.15.
Solution:

–1.15 0
Example 2:
Find the area under the standard normal distribution curve between
z = 0 and z = –1.15.

The area between z = 0 and z = –1.15 or

P(–1.15  z  0) is 0.3749.
Therefore, the area is 0.3749 or 37.49%.
Example 3:
Find the area under the standard normal distribution curve to the
right of z = 1.15.
Solution:
P(0  z  1.15) = 0.3749.

P(z  1.15) = 0.5000 – P(0  z  1.15)

0.5000
= 0.5000 – 0.3749
= 0.1251
0.3749
 0.5000
– 0.3749
0.1251
0.3749 0.1251

The area to the right of z = 1.15 is 0.1251 or 12.51%.

Example 4:

Find the area under the standard normal distribution curve

between z = 0.75 and z = 1.85 0.1944

Solution:

P(0  z  1.85) = 0.4678 0.2734

0.1944
0.4678

P(0  z  0.75) = 0.2734

P(0.75  z  1.85) = P(0  z  1.85) – P(0  z  0.75)

= 0.4678 – 0.2734
= 0.1944
The area is 0.1944 or 19.44%.
Example 5:
Find the area under the standard normal distribution curve
between z = 1.15 and z = –1.85.
0.8427
Solution:
P(–1.85  z  0) = 0.4678

P(0  z  1.15) = 0.3749

0.4678 0.3749
P(– 1.85  z  1.15)

= P(–1.85  z  0) + P(0  z  1.15)

= 0.4678 + 0.3749
= 0.8427 The total area is
0.8427 or 84.27%.
Example 6:
Find the z value such that the area under the standard normal
distribution curve between 0 and z value is 0.3962.
Solution:

0.3962

The z value is 1.26.

 where: z = z value
𝒙−𝒙 x = the value of any particular observation
𝒛= or measurement.
𝝈 𝑥 = the mean of the distribution.
σ = standard deviation of the distribution

Example:
A sample has a mean of 82 and a standard deviation of 3.5. Find the z-score
for each value of x.

(a) x = 87 (b) x = 72

87 − 82 72 − 82
𝑧= = 1.4286 𝑧= = −2.8571
3.5 3.5
Example:
A sample has a mean of 75 and a standard deviation of 6. Find the value of x
that corresponds to each of these scores:

(a) 𝑧 = −2.4 (b) 𝑧 = 0.75

𝑥 − 75 𝑥 − 75
−2.4 = 0.75 =
6 6
𝑥 = −2.4 6 + 75 𝑥 = 0.75 6 + 75

𝑥 = 60.6 𝑥 = 79.5
Example:

Which x value has the higher value relative to the set of data
from which it comes?

64−84
Set A: 𝑧 = = −2.8671
7
70−83
Set B: 𝑧 = = −3.25
4
 APPLICATION OF NORMAL DISTRIBUTION
Example 1:
The average Pag-ibig salary loan for RFS Pharmacy Inc.
employees is ₱23,000. If the debt is normally distributed with a
standard deviation of ₱2,500, find the probability that the
employee owes less than ₱18,500.

Solution:
𝑃 𝑥 < 18,500
Solution:

-1.8 0

𝑥 − 𝑥 18,500 − 23,000 −4,500

𝑧= = = = −1.80
𝜎 2,500 2,500
Solution:
P(–1.80  z  0) = 0.4641

P(x  18,500) = P(z  – 1.80)

0.5000 = 0.5000 – P(–1.80  z  0)

= 0.5000 – 0.4641
0.4641

0.0359
= 0.0359

The probability that the employee owes less than ₧18,500 in Pag-IBIG salary
loan is 0.0359 or 3.59%.
Example 2:
The average age of bank managers is 40 years. Assume the
variable is normally distributed. If the standard deviation is
5 years, find the probability that the age of a randomly
selected bank manager will be in the range between 35 and
46 years old.

Solution:
𝑥 − 𝑥 35 − 40 −5
𝑧= = = = −1.00
𝜎 5 5
𝑥 − 𝑥 46 − 40 6
𝑧= = = = 1.20
𝜎 5 5

P(–1.00  z  0) = 0.3413 P(0  z  1.20) = 0.3849

 72.62%

0.3413 0.3849

P(35  x  46) = P(–1.00  z  1.20)

= P(–1.00  z  0) and P(0  z  1.20)
= 0.3413 + 0.3849
= 0.7262

The probability that a randomly selected bank manager is between

35 and 46 years old is 0.7262 or 72.62%.
Example 3:

A company produces different types of energy drinks. The filling machines

are adjusted to pour 500 milliliters (ml) of energy drinks into each plastic
bottle. Nonetheless, the actual amount of energy drink poured into each
bottle is not exactly 500 ml., it varies from bottle to bottle. It has been
observed that the amount of energy drink in a bottle is normally distributed
with a mean of 500 ml and a standard deviation of 4.75 ml. What percentage
of the energy drink bottles contains 505 to 513 milliliters?
 0.4969

0.3531

0 1.05 2.74

𝑥 − 𝜇 505 − 500 5 𝑥 − 𝜇 513 − 500 13

𝑧= = = = 1.05 𝑧= = = = 2.74
𝜎 4.75 4.75 𝜎 4.75 4.75

For z = 1.05 and z = 2.74

P(0  z  1.05) = 0.3531 P(0  z  2.74) = 0.4969

P(505  x  513) = P(1.05  z  2.74)
= P(0  z  274) – P(0  z  1.05)
0.1438

= 0.4969 – 0.3531
= 0.1438

Approximately 14.38% of all energy drink bottles are expected

to contain 505 to 513 milliliters.
Example 4:
To qualify for a Master’s degree program in a certain
University, candidates must score in the top 20% on a
mental ability test. The test has a mean of 180 and a
standard deviation of 25. Find the lowest possible score to
qualify. Assume the test scores are normally distributed.

Solution:
The test value x that cut off the upper 20% of the area under a normal
distribution curve.

20% or
0.2000
Solution:

Determine the area under the normal distribution between 180 & x :
0.5000 – 0.2000 = 0.3000
𝑥−𝜇
Standardized Normal Distribution 𝑧=
𝜎
𝑥 − 180
0.84 =
25
0.84(25) + 180 = x
21 + 180 = x
201 = x

A score of 201 should be used as a cut off. Anybody scoring 201 or

higher qualifies for Master in Business Administration
Example 5:
Suppose the Production Operation Manager at the canning plant for
evaporated milk is faced with a problem. Because of the designed machine, it
generated a standard deviation of 7 ml in the filling of evaporated milk, but the
average ml per fill can be adjusted. Under fear of revocation of license to
operate and penalty charges by the Department of Trade and Industry (DTI),
the management of the company has ordered the manager to set the filling
machine so that there is a maximum 10% chance of a 370 ml can content less
than 356 ml. What should the average be?
Solution:
The area between 356 ml
10%
and μ = 370 is 0.4000.

The z value that corresponds

to a probability of 0.4000 is
approximately –1.28.

𝑥−𝜇
𝑧=
𝜎
356 − 𝜇 To have a probability of 10%
−1.28 = or less of filling a can with less
7 than 356 ml, the average fill
𝜇 = 364.96 should be 364.96 ml.
Example 6:

The Emotional Quotient (EQ) score on the latest

version of Brainworks EQ Test is transformed so as to
follow a normal distribution with a mean of 110 and
standard deviation of 15. Find the 96th percentile of
the distribution of Emotional Quotient.
Solution:

96%
The value of z to the 96th
percentile is 0.9600 = P(z  1.75)

Substitute the values of z = 1.75, σ = 15, and μ = 110.

𝑥 − 110
1.75 =
15
x = 1.75(15) + 110 It can be claimed that 96% of all the
people have EQ’s below 136.25.
= 26.25 + 110
= 136.25
Example 7:
Given a normal distribution with 80% of the values
above 160 and 90% of the values above 140, what are
the mean and standard deviation?
Solution:
Find the critical z values of 80% and 90%.

z = –0.84 and z = –1.28

𝑥−𝜇 160 − 𝜇
𝑧=  −0.84 =
𝜎 𝜎
140 − 𝜇
−1.28 =
𝜎
Solve for μ and σ.

160 − 𝜇 140 − 𝜇
−0.84 = −1.28 =
𝜎 𝜎
–0.84 𝜎 = 160 – μ –1.28 𝜎 = 140 – μ
μ = 160 + 0.84σ ❶ μ = 140 + 1.28σ ❷

μ=μ
μ = 160 + 0.84σ
160 + 0.84σ = 140 + 1.28σ
= 160 + 0.84(45.45)
1.28σ – 0.84σ = 160 – 140
= 160 + 38.178
σ = 45.45
= 198.178

Thus, μ = 198.178 and σ = 45.45

MEASURES OF SHAPE
The measures of shape convey all the information
ordinarily needed to understand and interpret
any distribution.

The measures of shape:

 Skewness
Data Set with negative skewness
 Kurtosis

 SKEWNESS

When a distribution is not symmetrical,

it is said to be asymmetric or skewed.

The skewness is the degree of its departure

from symmetry.
Data Set with positive skewness
 Negatively Skewed Positively Skewed

When is the
skewness too
much?

•If the skewness is between -0.5 and 0.5, the data are fairly symmetrical.

•If the skewness is between -1 and -0.5(negatively skewed) or between 0.5 and
1(positively skewed), the data are moderately skewed.

•If the skewness is less than -1(negatively skewed) or greater than 1(positively skewed),
the data are highly skewed.
 The measure of skewness indicates the magnitude and direction of skewness.
𝟑(𝒙 − 𝒙)  Kurtosis
𝑺𝑲 =
𝝈 “Kurtosis is the degree of peakedness of a
distribution”
where SK = skewness •– Wolfram MathWorld
𝑥 = mean
𝑥 = median “We use kurtosis as a measure of
𝜎 = standard deviation peakedness (or flatness)”
– Real Statistics Using Excel
Note: A normal curve has SK = 0

Dr. Wheeler defines kurtosis as:

“The kurtosis parameter is a measure of the combined weight of the tails

relative to the rest of the distribution.”
 Leptokurtic (Kurtosis < 0.263):
Distribution is longer, tails are fatter. Peak is higher and sharper
than Mesokurtic, which means that data are heavy-tailed or
profusion of outliers.

Mesokurtic (kurtosis =0.263)

𝑸𝑫 This distribution has kurtosis statistic similar to that of the normal

𝑲𝑼 = distribution. This definition is used so that the standard normal
𝑷𝟗𝟎 − 𝑷𝟏𝟎 distribution has a .
Platykurtic: (Kurtosis > 0.263):
Where
KU = kurtosis Distribution is shorter, tails are thinner than the normal
𝑄𝐷 = semi-interquartile distribution. The peak is lower and broader than Mesokurtic,
range which means that data are light-tailed or lack of outliers.
𝑃90 = 90 percentile
th

𝑃10 = 10th percentile

Example: (a) Find the coefficient of skewness
3(𝑥 − 𝑥 )
𝑆𝐾 =
𝜎
Σ𝑓𝑥
𝑥= = 88.6
𝑛
𝑛
−≺𝑓
2
𝑥 = 𝐿𝐿𝑅 + 𝐶= 89.2
𝑓

(𝒙−𝒙)𝟐
𝝈= = 14.3584
𝒏−𝟏

3(88.6 − 89.2)
𝑆𝐾 = = −𝟎. 𝟏𝟐𝟓𝟒
14.3584

Since the skewness, -0.1254 is between -0.5 and 0.5, the data are fairly symmetrical.
Example:
(b) Find the coefficient of kurtosis
𝑄𝐷
𝐾𝑈 =
𝑃90 − 𝑃10
𝑄3 − 𝑄1
𝑄𝐷 = = 10.5486
2
90𝑛
−≺𝑓
100
𝑃90 = 𝐿𝐿𝑅 + 𝐶 = 108.4
𝑓

10𝑛
−≺𝑓
100
𝑃10 = 𝐿𝐿𝑅 + 𝐶 = 70.6
𝑓

10.5486
𝐾𝑈 = = 𝟎. 𝟐𝟕𝟗𝟏
108.4 − 70.6

Since 0.279 > 0.263, therefore the graph of the data is a platykurtic curve.