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Chapter 6
NORMAL DISTRIBUTION

▪ The normal distribution is the most important probability distribution in the entire
field of statistics.

▪ The graph of a normal distribution, called the normal curve, is bell-shaped which
approximately describes many phenomena that occur in nature, industry, and
research.

▪ The normal distribution is often referred to as Gaussian distribution, in honor of Karl

Friedrich Gauss (1777 – 1855).

▪ A continuous random variable x having the bell-shaped distribution is called a normal

random variable.

▪ The density function of the normal random variable depends upon the two
parameters µ and Ó, its mean and standard deviation. Hence, we denote the values
of the density of X by n (x; µ,Ó).

▪ The density function of the normal random variable X, with mean µ and variance is,

1
n( x;  ,  ) = e − (1/ 2)[( x −  ) /  ] , −  x  
2

2

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NORMAL CURVE

AREAS UNDER THE NORMAL CURVE

The probability that a continuous random variable x assumes numerical value
between x = x1 and x = x2 is equal to the area under the normal curve bounded
by x = x1 and x = x2. Thus,

1  x− 
1 − 
2   
x2 x2
P( x1  x  x2 ) =  f ( x)dx =  e dx
x1
2 x1

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is represented by the shaded region of the normal curve area in the figure below.

STANDARD NORMAL CURVE

The problem of providing a table for normal curve areas with different
values of μ and σ has been solved by transforming all observations of any normal
random variable x into a new set of observations of a normal random variable z,
with μ = 0 and σ = 1.

The normal random variable x will be transformed into a standard normal variable
z by
x−
Z=

▪ If x falls between x = x1 and x = x2, the random variable z will fall between z = z1
and z = z . Hence,
2

1  x− 
2

1 − 
2   
x2
P ( x1  x  x2 ) =
2

x1
e dx

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1
1 Z2 − z2
=
2 Z1
e 2
dz

Z2
= f ( z )dz
Z1
P ( x1  x  x2 ) = P ( z1  z  z2 )

▪ The distribution of a normal random variable with mean zero and variance 1 is called a
standard normal distribution.

▪ The probability of the original and transformed distribution is shown in the figure
below. The shaded area under the x-curve equals the shaded area under the z-curve.

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Example 6.1
Given a normally distributed variable x with mean 18 and standard deviation 2.5, find
a. P(x < 15)
b. P(17 < x < 21)
c. the value of x such that P(x < x) = 0.2236
d. the value of x such that P(x > x) = 0.1814

Solution:

a. z = X-µ/ Ó = (15-18)/2.5 = - 1.2 P(x<15) = 0.1151

b. z1 = X-µ/ Ó = (17-18)/2.5 = - 0.4 P(x<17) = 0.3446

z2 = X-µ/ Ó = (21-18)/2.5 = 1.20 P(x<21) = 0.8849

P(17< x<21) = 0.8849 – 0.3446 = 0.5403

c. Since the symbol is less than, therefore the given area lies on the left of x.
Hence, z= -0.76

X = µ+z Ó = 18-(0.76)(2.5) = 16.1

d. Since the symbol is greater than, it means that the given area lies on the
right of x, hence, z = 0.91

X = µ+z Ó = 18 + (0.91)(2.5) = 20.275

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