Lesson 1

The Normal
Random Variable
 Objectives

At the end of this lesson, the learner should be able to

● accurately illustrate a normal random variable;
● accurately locate a given score that lies in a normally
distributed set of scores in terms of its standard deviation ;
● correctly determine the probability density function of a
normal distribution given the mean and standard
deviation; and
● correctly solve real-life problems involving normal random
variable.
 Essential Questions

● How can we say that a set of data is normally distributed?

● How can the standard deviation help in interpreting the

distance of a score from the mean?
 Essential Questions

Review Questions:
Variance of a Discrete Random Variable (Unit 2 Lesson 3)

1. What is the 1st and 2nd column before getting the Mean of
a Discrete Random variable?
2. What is the formula for the Mean of a Discrete Random
Variable (3rd column) ?
 Essential Questions
Review Questions:
Variance of a Discrete Random Variable (Unit 2 Lesson 3)

1. What is the 1st and 2nd column before getting the Mean of a Discrete Random variable?
2. What is the formula for the Mean of a Discrete Random Variable (3rd column) ?
 Essential Questions

Direction: Calculate the average of the final grades of each subject in the table.
Calculator is allowed to use.
 Essential Questions

Direction: Calculate the average of the final grades of each subject in the table.
Calculator is allowed to use.
 Essential Questions

Direction: Calculate the average of the final grades of each subject in the table.
Calculator is allowed to use.
 Essential Questions

Guide Questions:
1. Is the grade in Math above or below the average? What does this say about his
performance in Math?
2. Do you think it is important to compare his grade to the average grade?
 Warm Up!

This lesson will tackle about normal distribution. Before we

start with the discussion, let us use an online calculator to
give us an introduction about the graph of a normal
distribution.

Open the Desmos Calculator.

Please go to https://www.desmos.com/calculator
 Warm Up!

1 𝑥−𝜇 2
1 −
a. Using the function 𝑓 𝑥 = 𝑒 2 𝜎 ,
𝜎 2𝜋

𝜇 (pronounced as “mu”) represents the mean of the distribution &

the Greek symbol for population Mean;
𝜎 (pronounced as “sigma”) represents the standard deviation of the
distribution;
𝜋 represents a constant which is approximately equal to 3.14159 …; and
𝑒 (Euler’s number) is the natural number which is approximately equal to
2.71828 …
 Warm Up!

1 𝑥−𝜇 2
1 −
a. Using the function 𝑓 𝑥 = 𝑒 2 𝜎,
𝜎 2𝜋
1. Substitute 𝜇 = 2 and 𝜎 = 1.
2. Using the same function and 𝜇 = 2, use 𝜎 = 2.
3. Using the same function and 𝜇 = 2, use 𝜎 = 0.5.

b. Now, input the function: 𝑛𝑜𝑟𝑚𝑎𝑙𝑑𝑖𝑠𝑡(2,0.5).

𝝁 is Greek symbol for population Mean.

Warm Up!
Warm Up!
Warm Up!
Warm Up!
Warm Up!
 Guide Questions

● At what point in the 𝑥-axis does the center of the graph of

𝑓(𝑥) in (1), (2), and (3) occur?

● Compare the graph of 𝑓(𝑥) in (1), (2), and (3). Which graph
has the steepest curve?

● What do you notice about the graph in (b) as compared to

the graph of 𝑓(𝑥) in (3)?
 Learn about It!

Normal Distribution
1 a continuous probability distribution where most of the scores tend to be closer
to the mean

Note:
The term normal refers to the fact that this kind of
distribution occurs in many different kinds of common
measurements.
 Learn about It!

Normal Distribution
1 a continuous probability distribution where most of the scores tend to be closer
to the mean

Example:
The height of people in a population follows a normal
distribution.
Learn about It!

Normal Random Variable

1
2 a continuous random variable of a normal distribution
Learn about It!

Normal Curve
3
1 represents a normal distribution which is defined by the following probability
density function
1 1 𝑥−𝜇 2
−2 𝜎
𝑓 𝑥 = 𝑒
𝜎 2𝜋

where
𝝁 (pronounced as “mu”) represents the mean of the distribution;
𝝈 (pronounced as “sigma”) represents the standard deviation of the
distribution;
𝝅 represents a constant which is approximately equal to 𝟑. 𝟏𝟒𝟏𝟓𝟗 …;
and
𝒆 (Euler’s number) is the natural number which is approximately
equal to 𝟐. 𝟕𝟏𝟖𝟐𝟖 … .
Learn about It!

Standard Normal Distribution

4 the most common example of a normal distribution with a mean of 0 and
standard deviation of 1
 Learn about It!

Interpretation of Scores Using the Mean 𝝁 and

5
Standard Deviation 𝝈

Scores above the mean:

𝝁 + 𝝈 is the score one standard deviation above the mean
𝝁 + 𝟐𝝈 is the score two standard deviations above the mean
𝝁 + 𝟑𝝈 is the score three standard deviation above the mean
 Learn about It!

Interpretation of Scores Using the Mean 𝝁 and

5
Standard Deviation 𝝈

Scores below the mean:

𝝁 − 𝝈 is the score one standard deviation below the mean
𝝁 − 𝟐𝝈 is the score two standard deviations below the mean
𝝁 − 𝟑𝝈 is the score three standard deviation below the mean
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝒙 = 𝟕𝟓 that lies in a
normally distributed set of scores with a mean of 𝝁 = 𝟗𝟓 and
a standard deviation of 𝝈 = 𝟕. 𝟔.
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
1. Determine whether the score is above or below the mean.

The mean of the set of scores is 𝝁 = 𝟗𝟓 and the score that

we are looking for is 𝒙 = 𝟕𝟓. Thus, it must lie below the
mean.
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
2. Determine the scores, one, two, and three standard
deviations below the mean.
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
2. Determine the scores, one, two, and three standard
deviations below the mean.
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
One standard deviation below the mean:

𝜇 − 𝜎 = 95 − 7.6
= 87.4
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
Two standard deviations below the mean:

𝜇 − 2𝜎 = 95 − 2(7.6)
= 79.8
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
Three standard deviations below the mean:

𝜇 − 3𝜎 = 95 − 3(7.6)
= 72.2
 Try It!

Example 1: Determine the approximate location in terms of

the standard deviation of the score 𝑥 = 75 that lies in a
normally distributed set of scores with a mean of 𝜇 = 95 and
a standard deviation of 𝜎 = 7.6.

Solution:
3. Locate the score by comparing it to the scores one, two,
and three standard deviations below the mean.

Since 𝑥 = 75, we can observe that this score is less than

𝜇 − 2𝜎 = 79.8 but greater than 𝜇 − 3𝜎 = 72.2.
 Try It!

Example 1: Determine the approximate location in terms of the standard

deviation of the score 𝑥 = 75 that lies in a normally distributed set of scores
with a mean of 𝜇 = 95 and a standard deviation of 𝜎 = 7.6.

Solution:
Thus, we can say that the score lies between the score two standard
deviations below the mean and the score three standard deviations below
the mean. As an inequality,

𝝁 − 𝟑𝝈 < 𝟕𝟓 < 𝝁 − 𝟐𝝈
Try It!

𝝁 − 𝟑𝝈 < 𝟕𝟓 < 𝝁 − 𝟐𝝈
72.2 < 75 < 79.8
 Try It!

Example 2: Determine the probability density function of a

normal distribution whose mean is 𝝁 = 𝟏𝟐 and standard
deviation is 𝝈 = 𝟑.
 Try It!

Example 2: Determine the probability density function of a

normal distribution whose mean is 𝝁 = 𝟏𝟐 and standard
deviation is 𝝈 = 𝟑.

Solution:
1. Determine the function to be used.

Since we are looking for the probability density function of a

normal distribution, we will use the following function:
1 𝑥−𝜇 2
1 −
𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋
 Try It!

Example 2: Determine the probability density function of a

normal distribution whose mean is 𝜇 = 12 and standard
deviation is 𝜎 = 3.

Solution:
2. Substitute the given values of the variables.

Since 𝝁 = 𝟏𝟐 and 𝝈 = 𝟑, we can substitute these to the

probability density function.
 Try It!

Example 2: Determine the probability density function of a

normal distribution whose mean is 𝜇 = 12 and standard
deviation is 𝜎 = 3.

Solution:
Thus, we have
1 1 𝑥−12 2
−
𝑓 𝑥 = 𝑒 2 3
3 2𝜋
 Try It!

Example 2: Determine the probability density function of a

normal distribution whose mean is 𝜇 = 12 and standard
deviation is 𝜎 = 3.

Solution:
Thus, we have
1 1 𝑥−12 2
−
𝑓 𝑥 = 𝑒 2 3
3 2𝜋
𝟏 −
𝟏
𝒙−𝟏𝟐 𝟐
𝒇 𝒙 = 𝒆 𝟏𝟖
𝟑 𝟐𝝅
 Try It!

Practice 1:
In a set of scores, 𝜇 = 25 and 𝜎 = 2.3.
Find the scores
one, two, and three standard deviations above the mean
and the scores
one, two, and three standard deviations below the mean.
 Try It!

Practice 1:
Since 𝜇 = 25 and 𝜎 = 2.3 are
given, we can determine the
scores several standard
deviations above or below the
mean by adding or
subtracting multiples of the
standard deviation from the
mean
 Try It!

Practice 1:
Since 𝜇 = 25 and 𝜎 = 2.3 are
given, we can determine the
scores several standard
deviations above or below the
mean by adding or
subtracting multiples of the
standard deviation from the
mean
 Try It!

Practice 1:
Since 𝜇 = 25 and 𝜎 = 2.3 are
given, we can determine the
scores several standard
deviations above or below the
mean by adding or
subtracting multiples of the
standard deviation from the
mean
 Try It!

Practice 1:
Since 𝜇 = 25 and 𝜎 = 2.3 are
given, we can determine the
scores several standard
deviations above or below the
mean by adding or
subtracting multiples of the
standard deviation from the
mean
 Try It!

Practice 2:
In a particular normally distributed set of scores, the mean is 43.25 and the
standard deviation is 12.47. Determine the approximate location of the score
𝑥 = 62.34 in terms of the standard deviation.
 Try It!

Practice 2:
In a particular normally distributed set of scores, the mean is 43.25 and the
standard deviation is 12.47. Determine the approximate location of the score
𝑥 = 62.34 in terms of the standard deviation.

1. Determine whether the score is above or below the mean. The mean of the set
of scores is 𝜇 = 43.25 and the score that we are looking for is 𝑥 = 62.34. Thus, it
must lie above the mean.
 Try It!

Practice 2:
In a particular normally distributed
set of scores, the mean is 43.25
and the standard deviation is
12.47. Determine the approximate
location of the score
𝑥 = 62.34 in terms of the standard
deviation.

2. Determine the scores, one,

two, and three standard
deviations above the mean.
 Try It!

Practice 2:
In a particular normally distributed
set of scores, the mean is 43.25
and the standard deviation is
12.47. Determine the approximate
location of the score
𝑥 = 62.34 in terms of the standard
deviation.

2. Determine the scores, one,

two, and three standard
deviations above the mean.
 Try It!

Practice 2:
In a particular normally distributed set of scores, the mean is 43.25 and the standard
deviation is 12.47. Determine the approximate location of the score
𝑥 = 62.34 in terms of the standard deviation.

3. Locate the score by comparing it to the scores one, two, and three standard
deviations below the mean. Since 𝑥 = 62.34, we can observe that this score is
greater than 𝜇 + 𝜎 = 55.72 but less than 𝜇 + 2𝜎 = 68.19. Thus, we can say that the
score lies between the score one standard deviation above the mean and the score
two standard deviations above the mean. As an inequality, it can be written as
 Try It!

55.72 < 62.34 < 68.19

 Let’s Practice!

Individual Practice:

1. In a particular normally distributed set of scores, the mean

is 43.25 and the standard deviation is 12.47. Determine the
approximate location of the score 𝑥 = 62.34 in terms of
the standard deviation.

2. Determine the probability density function of a normal

distribution whose mean is 25 and standard deviation is 1.
 Let’s Practice!

Group Practice: To be done by 2-5 groups

Mr. Lim kept a record of the number of customers who

visited his canteen every Wednesday last year. He observed
that the average number of customers every Wednesday is
𝜇 = 235 with a standard deviation of 𝜎 = 13. Last
Wednesday, he had 214 customers. Assuming that the
number of customers every Wednesday is normally
distributed, how far in terms of the standard deviation is
the number of customers he had last Wednesday from the
mean?
Key Points

Normal Distribution
1 a continuous probability distribution where most of the scores tend to be closer
to the mean

Normal Random Variable

1
2 a continuous random variable of a normal distribution
Key Points

Normal Curve
3
1 represents a normal distribution which is defined by the following probability
density function
1 1 𝑥−𝜇 2
−
𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋

where
𝜇 (pronounced as “mu”) represents the mean of the distribution;
𝜎 (pronounced as “sigma”) represents the standard deviation of the distribution;
𝜋 represents a constant which is approximately equal to 3.14159 …; and
𝑒 is the natural number which is approximately equal to 2.71828 … .
Key Points

Standard Normal Distribution

4 the most common example of a normal distribution with a mean of 0 and
standard deviation of 1

Interpretation of Scores Using the Mean 𝝁 and

5
Standard Deviation 𝝈
𝜇 + 𝜎 is the score one standard deviation above the mean
𝜇 + 2𝜎 is the score two standard deviations above the mean
𝜇 + 3𝜎 is the score three standard deviation above the mean
𝜇 − 𝜎 is the score one standard deviation below the mean
𝜇 − 2𝜎 is the score two standard deviations below the mean
𝜇 − 3𝜎 is the score three standard deviation below the mean
 Synthesis

● How do you approximate the location of a score in terms

of standard deviation?

● How can you apply the concept of normal random variable

in evaluating your performance in an exam?

● How would you describe data that is normally distributed?