Lecture -09

Normal Distribution
Objectives

• Learning Objective
- To understand the topic on Normal Distribution and its importance in
different disciplines.

• Performance Objectives
At the end of this lecture the student will be able to:
• Draw normal distribution curves and calculate the standard score (z
score)
• Apply the basic knowledge of normal distribution to solve problems.
• Interpret the results of the problems.
What is Normal (Gaussian) Distribution?
• The normal distribution is a descriptive model that describes
real world situations.

• It is defined as a continuous frequency distribution of infinite

range (can take any values not just integers as in the case of
binomial and Poisson distribution).

• This is the most important probability distribution in statistics

and important tool in analysis of epidemiological data and
management science.
Application/Uses of Normal Distribution

• It’s application goes beyond describing distributions.

• It is used by researchers and modelers.
• The major use of normal distribution is the role it plays in
statistical inference.
• The z score along with the t –score, chi-square and F-statistics
is important in hypothesis testing.
• It helps managers/management make decisions.
Characteristics of Normal Distribution

• It links frequency distribution to probability distribution

• Has a Bell Shape Curve and is Symmetric
• It is Symmetric around the mean:
Two halves of the curve are the same (mirror images)
Hence Mean = Median
• The total area under the curve is 1 (or 100%)
• Normal Distribution has the same shape as Standard Normal
Distribution.
Characteristics of Normal Distribution Conti……
• Any probability distribution with a bell-shaped curve is called a
normal distribution.
• The detailed shape of a normal distribution curve is determined by
its mean and standard deviation values.
 Z Score (Standard Score)3

• Z = X-μ
σ
• Z indicates how many standard deviations
away from the mean the point x lies.

• Z score is calculated to 2 decimal places.

Diagram of Normal Distribution Curve
(z distribution)
33.35%
13.6%

2.2%

0.15%

-3 -2 -1 μ 1 2 3
Distinguishing Features
• The mean ± 1 standard deviation covers 66.7% of the
area under the curve

• The mean ± 2 standard deviation covers 95% of the

area under the curve

• The mean ± 3 standard deviation covers 99.7% of the

area under the curve
Definition:
A continuous random variable X is said to have a Normal Distribution with parameter 
and  lR ,  > 0 ,If the density function of X is given by,
1  x 
2
  
2  
e
1 x  lR and we denote X  N ( , 2 )
fX(x) = 2 

X~N(𝜇, 𝜎 2 )
Note:
•The graph of the normal distribution is bell shaped and it is symmetric about 
 • Properties
mean E[X] = 
Variance Var[X] = 2
Standard Deviation S.D(X) = 

Standard Normal Distribution

• A Normal dist n with mean =0 and standard deviation =1 is called a standard
normal distribution.
• Its probability density function given by
1
 z2
fZ(z) = 1 e 2
2

Z N (0, 1)
• The standard normal distribution mostly used in statistical analysis because of its
symmetrical property.
• This dist n is symmetric about the point zero. Because of its symmetric property we have

i. F(0) = P(z  0 ) = 0.5

ii. P[X  xi] = 1 – P[X > xi ]

iii. P [ x1  X  x 2 ] = 1 – [P[X  x1 ]  P[ X  x2 ]]
Areas under a Normal Curve

(1)P [ - < X < + ] = 0.6827

 P [ -1 < X < 1] = 0.6827
(1)P [  -2 < X < +2] = 0.9543
 P [ -2 < X < 2] = 0.9543
(1)P [ -3< X < +3 ] = 0.9973
 P [ -3 < X < 3] = 0.9973
• The symmetry of the curve about 0 permit us to obtain the area between any two
values of X.

• Any Normal variable X distributed as X  N ( ,2) can be converted to standard normal

variable Z  N ( 0,1) using the transformation Z = X  
Example: 
On a final examination in probability & statistics , the mean was 72 and the S.D was
15. Determine the standard scores of students receiving the grades
(a) 60 (b) 93 and (c) 72
Sol : -
Z1 = X   = 60  72 = -0.8
 15
X 93  72
Z2 = = = 1.4
 15
X 72  72
Z3 = = =0
 15
Example 2:
• 𝜙 1.57 = 0.941792
• Probability=1- 𝜙 1.57 = 1 − 0.941792 =0.058208 =0.058
= 1 − 𝜙 0.86 = 1 − 0.805106 = 0.20
• 𝑃 180 < 𝑋 < 185 = 𝑃 0.86 < 𝑍 < 1.57
= 𝜙 1.57 − 𝜙 0.86 =0.14
• 𝜙 −0.57 = 0.284339 = 0.28
Summary
• Discrete Uniform distribution

𝑁+1
E[X]= 2
𝑁2 −1
Var[X]= 2

• Exponential distribution
Exponential models time between successive events over a continuous
time interval
e  x
for x  0
f X (x)  
0 o/ w
•E[X] =1/
•Var [X] = 1/2
• Normal distribution
Normal distribution is bell shaped and it is symmetric about 

Properties
mean E[X] = 
Variance Var[X] = 2
Standard Deviation S.D(X) = 
Standard Normal Distribution

• Any Normal variable X distributed as X  N ( ,2) can be converted to standard

normal variable Z  N ( 0,1) using the transformation Z = X  
