STATISTICS AND PROBABILITY

SECOND SEMESTER │ FOURTH QUARTER

TOPIC: NORMAL DISTRIBUTION

Learning Outcomes:
At the end of this lesson, you should be able to
• Illustrate the normal distribution and its characteristics; and
• Describe and construct a normal curve

Tradition has it that initial studies of the normal distribution were made by the
French mathematician Abraham de Moivre (1667 – 1754), when he
determined with impressive accuracy, that the binomial distribution converged
to the normal distribution as a limit. Later on, in scientific studies, errors in
repeated measurements of objects were noticed to have occurred in regular
patterns that could be approximated closely by continuous curves. This curve
was referred to as the normal curve of error or the Gaussian distribution,
named after German mathematician Karl Friedrich Gauss (1777-1855). It was
Gauss who derived the equation of the normal probability distribution function.
To some extent, some credit for “discovering” the normal distribution is also
given to the French mathematician Pierre Simon de Laplace (1749-1827).
Karl Friedrich Gauss
Laplace worked on the normal distribution independently but around the same
(1777-1855)
time as Gauss.

A continuous random variable X has a normal distribution with a mean 𝜇 and standard deviation 𝜎 if its
probability distribution function is of the form

1 −(𝑥−𝜇)2
𝑓(𝑥) = 𝑒 2𝜎2
𝜎√2𝜋
where X, 𝜇 ∈ ℝ 𝑎𝑛𝑑 𝜎 > 0.
The mean and the standard deviation are called the parameters of the normal distribution which specify the form
of the normal distribution. The mean 𝜇 is a location parameter whereas the standard deviation 𝜎 is a scale parameter.
The Normal Distribution is a continuous, symmetric, bell-shaped distribution of a random variable. The graph of
this distribution is called a NORMAL CURVE, is shown below.

STATISTICS AND PROBABILITY │ NORMAL DISTRIBUTION

 STATISTICS AND PROBABILITY
SECOND SEMESTER │ FOURTH QUARTER
The normal curve is shaped like the cross section of a bell and is centered at the mean. It gives the location of the normal
curve. Shown in the next figure are three identical-looking normal curves with equal standard deviations ( 𝜎1 = 𝜎2 = 𝜎3)
but positioned on different points on the x-axis, Here, we have 𝜇1 < 𝜇2 < 𝜇3 .

In the figure below, two nonidentical normal curves are superimposed on each other. Here, 𝜇1 = 𝜇2 and 𝜎1 < 𝜎2 .

The standard deviation is a scale parameter that determines the dispersion in the normal distribution. The greater the
value of the standard deviation, the wider the curve of the distribution.

Properties of the Normal Distribution

1. The normal distribution curve is bell-shaped.
2. The curve is symmetric about its center, the mean.
3. The mean, the median, and mode coincide at the center.
4. The width of the curve is determined by the standard deviation of the distribution.
5. The tails of the curve flatten out indefinitely along the horizontal axis, always approaching the axis but never
touching it. That is, the curve is asymptotic to the base line.
6. The area under the curve is 1. Thus, it represents the probability or proportion or the percentage associated with
the specific sets of asymptotic to the x-axis

STATISTICS AND PROBABILITY │ NORMAL DISTRIBUTION

 STATISTICS AND PROBABILITY
SECOND SEMESTER │ FOURTH QUARTER

Example 1
Compare the following normal curves whose means are equal to 0 but with different standard deviations. The
standard deviations of curves A, B, and C are 1, 0.7, and 1.5 respectively.

Since the mean of each curve is 0, they are all centered at 0 as seen above. On the other hand, comparing their
standard deviations, we have 𝜎𝐵 < 𝜎𝐴 < 𝜎𝐶 . Thus, curve B is narrower than curve A and curve is wider than curve A.

Let’s Practice!
INSTRUCTIONS: Write True if the statement is always true, otherwise, write False.
1. The normal distribution is a discrete probability distribution.
2. The mean, median, and mode of a normal distribution are all equal.
3. In the normal curve, the highest point occurs at the standard deviation.
4. If the mean of the normal distribution is negative, then the standard deviation must also be negative.
5. If two normal curves have equal means but different standard deviations, then the curve wit a smaller standard
deviation is narrower and more peaked than the other curve.

Answer Key

Let’s Practice!

STATISTICS AND PROBABILITY │ NORMAL DISTRIBUTION

 STATISTICS AND PROBABILITY
SECOND SEMESTER │ FOURTH QUARTER
1. False
2. True
3. False
4. False
5. True

STATISTICS AND PROBABILITY │ NORMAL DISTRIBUTION