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What is a normal distribution?

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 (m) and the standard
deviation (s).

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.
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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.
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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.

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, m is the mean of the original normal
distribution, and s 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 variable 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.