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The Normal
Distribution
In the study of statistics, the normal
distribution plays a central role. It is the
most significant continuous probability
distribution. It is sometimes called as the
Gaussian Distribution or the normal curve.
0.5 0.5
x
-3 -2 -1 0 1 2 3
The Standard Normal Distribution
• Figure:
0 1.63
Example
2. Find P(Z < 1.24)
• Using the table: Using the app:
• Answer: 0.8925 Answer: 0.8925
• Figure:
1.24
Example
3. Find P(Z > 0.5)
• Using the table: Using the app:
• Answer: 0.3085 Answer: 0.3085
• Figure:
0.5
Example
4. Find P(-1.65 < Z < 2.02)
• Using the table: Using the app:
• Answer: 0.9288 Answer: 0.9288
• Figure:
-1.65 2.02
Example
5. Let Z be the standard normal
variable. Find the value of z if z
satisfies:
a. P(Z < z) = 0.9474
b. P(Z > z) = 0.9115
c. P(-z < Z < z) = 0.7888
Example
a. P(Z < z) = 0.9474
Figure:
Answer:
z = 1.62
Example
b. P(Z > z) = 0.9115
Figure:
Answer:
z = -1.35
Example
c. P(-z < Z < z) = 0.7888
Figure:
Answer:
z = 1.25
Evaluation:
1. Let Z be the standard normal
variable. Find the following and
graph:
a. Between 0 and 0.98
b. To the right of -0.12
c. P(Z > z) = 0.1000
d. P(-z < Z < z) = 0.9880
Evaluation:
1. Answers:
a. 0.3365
b. 0.5478
c. z = 1.28
d. z = 2.51
Assignment: