Standard Normal Distribution

What we know about Normal Distribution:

• A normal distribution has a symmetric bell-shaped curve with one
peak

• This curve is characterized by its mean, 𝜇, and its standard deviation,

𝜎.

• If a random variable X, has a normal distribution with mean 𝜇 and

variance 𝜎 2 , we denote this as 𝑋~𝑁(𝜇, 𝜎 2 ).
What we know about Normal Distribution:
• The total area under the normal curve is equal to 1 and the
probability that a normal random variable X equals any particular
value a, 𝑃 𝑋 = 𝑎 is zero.

• The normal curve follows the empirical rule:

• About 68% of the area under the curve is within 1𝜎 of the mean
• About 95% of the area under the curve is within 2𝜎 of the mean
• About 99.7% of the area under the curve is within 3𝜎 of the mean
Standard Normal Distribution
• The normal distribution with mean of 0 and standard deviation of 1.
• The notation 𝑍~𝑁(0,1) means that the random variable Z has a
standard normal distribution
Standard Normal Table
• This table reports the cumulative probability associated with a
particular z-score

• Cumulative probability: the area to the left of some particular value z

of a standard normal curve
Standard Normal Table
• Φ 𝑧 = 𝑃 𝑍 ≤ 𝑧 = area under the standard normal curve to the left
of some particular value z
Standard Normal Table
• The table’s rows show the whole number and
tenths place of the z-score, while the table’s
columns show the hundredths place, and finally,
the cumulative probability Φ 𝑧 appears in the
cell of the table.
Example:
• To find the cumulative probability of 𝑧 = −1.31
• Cross-reference the row containing −1.3 with the column containing
0.01
• The table shows that the probability that a standard normal random
variable will be less than −1.31 is 0.0951
• That is, Φ −1.31 = 𝑃 𝑍 ≤ −1.31 = 0.0951
Example:
• Φ 0 = 𝑃 𝑍 ≤ 0 = 0.5

• Φ −1.54 = 𝑃 𝑍 ≤ −1.54 = 0.0618

Example:
• 𝑃 −1.54 ≤ 𝑍 ≤ 1.54 = 0.8764
= 𝑃 𝑍 ≤ 1.54 − 𝑃 𝑍 ≤ −1.54
= 0.9382 − 0.0618
= 0.8764
Example:
𝑃 𝑍 ≥ 1.54 = 0.0618
= 1 − 𝑃 𝑍 ≤ 1.54
= 1 − 0.9382
= 0.0618

Alternatively,
𝑃 𝑍 ≥ 1.54 = 𝑃 𝑍 ≤ −1.54
= 0.0618
Find the following probabilities
• 𝑃 𝑍 ≤ −1.77 =
• 𝑃 𝑍 ≤ −1.32 =
• 𝑃 𝑍 ≤ 2.11 =
• 𝑃 𝑍 ≥ −1.92 =
• 𝑃 𝑍 ≥ 2.83 =
• 𝑃 𝑍 ≥ 0.82 =
• 𝑃 −0.20 < 𝑍 < 1.56 =
• 𝑃 −2.46 < 𝑍 < 1.74 =
• 𝑃 1.46 < 𝑍 < 2.97 =
Answers
• 𝑃 𝑍 ≤ −1.77 = 0.0384
• 𝑃 𝑍 ≤ −1.32 = 0.0934
• 𝑃 𝑍 ≤ 2.11 = 0.9826
• 𝑃 𝑍 ≥ −1.92 = 0.9726
• 𝑃 𝑍 ≥ 2.83 = 0.0023
• 𝑃 𝑍 ≥ 0.82 = 0.2061
• 𝑃 −0.20 < 𝑍 < 1.56 = 0.5199
• 𝑃 −2.46 < 𝑍 < 1.74 = 0.9522
• 𝑃 1.46 < 𝑍 < 2.97 = 0.0706
Practice
•𝑃 −1.50 < 𝑍 < 0.81 =
•𝑃 𝑍 < 1.15 =
•𝑃 𝑍 < −1.43 =
•𝑃 0 < 𝑍 < 2.16 =
•𝑃 𝑍 < −2.37 =
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 =
•𝑃 𝑍 < −1.43 =
•𝑃 0 < 𝑍 < 2.16 =
•𝑃 𝑍 < −2.37 =
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 =
•𝑃 0 < 𝑍 < 2.16 =
•𝑃 𝑍 < −2.37 =
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 =
•𝑃 𝑍 < −2.37 =
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 = 0.4846
•𝑃 𝑍 < −2.37 =
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 = 0.4846
•𝑃 𝑍 < −2.37 = 0.0089
•𝑃 𝑍 > −1.73 =
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 = 0.4846
•𝑃 𝑍 < −2.37 = 0.0089
•𝑃 𝑍 > −1.73 = 0.9582
•𝑃 −1.63 < 𝑍 < 2.17 =
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 = 0.4846
•𝑃 𝑍 < −2.37 = 0.0089
•𝑃 𝑍 > −1.73 = 0.9582
•𝑃 −1.63 < 𝑍 < 2.17 = 0.9334
•𝑃 𝑍 > 1.89 =
Practice
•𝑃 −1.50 < 𝑍 < 0.81 = 0.7242
•𝑃 𝑍 < 1.15 = 0.8749
•𝑃 𝑍 < −1.43 = 0.0764
•𝑃 0 < 𝑍 < 2.16 = 0.4846
•𝑃 𝑍 < −2.37 = 0.0089
•𝑃 𝑍 > −1.73 = 0.9582
•𝑃 −1.63 < 𝑍 < 2.17 = 0.9334
•𝑃 𝑍 > 1.89 = 0.9706
• 𝑃 0 < 𝑍 < 1.50 =
• 𝑃 −1.25 < 𝑍 < 0 =
• 𝑃 1.56 < 𝑍 < 1.96 =
• 𝑃 −2.25 < 𝑍 < −1.20 =
• 𝑃 −0.06 < 𝑍 < 0.73 =
• 𝑃 −1.80 < 𝑍 < 1.10 =
• 𝑃 𝑍 > 1.75 =
• 𝑃 𝑍 > −1.28 =
• 𝑃 𝑍 < −2.12 =
• 𝑃 𝑍 < 1.36 =
• 𝑃 0 < 𝑍 < 1.50 = 0.4332
• 𝑃 −1.25 < 𝑍 < 0 = 0.3944
• 𝑃 1.56 < 𝑍 < 1.96 = 0.0344
• 𝑃 −2.25 < 𝑍 < −1.20 = 0.1029
• 𝑃 −0.06 < 𝑍 < 0.73 = 0.2912
• 𝑃 −1.80 < 𝑍 < 1.10 = 0.8284
• 𝑃 𝑍 > 1.75 = 0.0401
• 𝑃 𝑍 > −1.28 = 0.8997
• 𝑃 𝑍 < −2.12 = 0.017
• 𝑃 𝑍 < 1.36 = 0.9131
KEYPOINTS
• The standard normal distribution is a normal distribution with a mean
of 0 and a standard deviation of 1.

• Tables of the Cumulative Distribution Function of a Standard Normal

Distribution can be used to generate various areas of a standard
normal curve as well as percentiles of the distribution.