Normal Distribution:

• Probability
• Characteristics and application of normal
probability curve
• Sampling error.

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 Probability
Probability theory developed from the study of games of
chance like dice and cards.  A process like flipping a coin,
rolling a die or drawing a card from a deck is called a
probability experiment.  An outcome is a specific result of
a single trial of a probability experiment.

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 Probability distributions
Probability theory is the foundation for statistical inference.  A probability
distribution is a device for indicating the values that a random variable may
have. 
There are two categories of random variables.  These are:
discrete random variables, and
continuous random variables.
Discrete Random Variables:
The probability distribution of a discrete random variable specifies
all possible values of a discrete random variable along with their
respective probabilities
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Examples can be
Frequency distribution
Probability distribution (relative frequency distribution)
Cumulative frequency
Examples of discrete probability distributions are the binomial
distribution and the Poisson distribution.

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 Binomial Distribution

A Binomial distribution results from a procedure that meets all the

following requirements
The procedure has a fixed number of trials ( the same trial is
repeated)
The trials must be independent
Each trial must have outcomes classified into 2 relevant categories
only (success & failure)
The probability of success remains the same in all trials
Example: toss a coin, Baby is born, True/false question, product, etc
…
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 Poisson distribution
The Poisson distribution is a discrete probability distribution that applies to
occurrences of some event over a specified interval ( time, volume, area etc..)
The random variable X is the number of occurrences of an event over some
interval
The occurrences must be random
The occurrences must be independent of each other
The occurrences must be uniformly distributed over the interval being used
Example of Poisson distribution
1. The number of emergency call received by an ambulance control in an hour.
2. The number of vehicle approaching a bus stop in a 5 minutes interval.
3. The number of flaws in a meter length of material

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The Poisson distribution is based on the Poisson process.  
1.  The occurrences of the events are independent in an interval.
2.  An infinite number of occurrences of the event are possible in
the interval.
3.  The probability of a single event in the interval is proportional to
the length of the interval.
4. In an infinitely small portion of the interval, the probability of
more than one occurrence of the event is negligible.

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 Continuous variable
A continuous variable can assume any value within a specified
interval of values assumed by the variable.  In a general case, with
a large number of class intervals, the frequency polygon begins to
resemble a smooth curve.
A continuous probability distribution is a probability density
function. 
The area under the smooth curve is equal to 1 and the frequency
of occurrence of values between any two points equals the total
area under the curve between the two points and the x-axis.
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A continuous probability distribution is a probability density
function. 
The area under the smooth curve is equal to 1 and the frequency of
occurrence of values between any two points equals the total area
under the curve between the two points and the x-axis.
The normal distribution is the most important distribution in
biostatistics.  It is frequently called the Gaussian distribution.  
The two parameters of the normal distribution are the mean (m) and
the standard deviation (s). 
The graph has a familiar bell-shaped curve.

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The Normal distribution is also known as the Gaussian Distribution
and the curve is also known as the Gaussian Curve, named after
German Mathematician-Astronomer Carl Frederich Gauss.
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. 10
 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.
In a Standard Normal Distribution:
The mean (μ ) = 0 and Standard deviation (σ) =1 11
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.
The relationship between the normal variable X and Z score is

given by the Z score or standard score. Mu (μ) is the mean and

sigma (σ) is the standard deviation of the population.
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Simply put, a z-score is the number of standard deviations from
the mean a data point is. But more technically it’s a measure of
how many standard deviations below or above the population mean
 a raw score is. A z-score is also known as a standard score and it
can be placed on a normal distribution curve. Z-scores range from -3
standard deviations (which would fall to the far left of the normal
distribution curve) up to +3 standard deviations (which would fall to
the far right of the normal distribution curve). In order to use a z-
score, you need to know the mean μ and also the population
standard deviation σ.
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 The bell curve which represents a normal distribution of data shows what standard
deviation represents.

34.1 34.1

13.6 13.6

0.1 2.1 2.1 0.1

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• The mean-mode-median is in the center.
• It is the mean because it is the ARITHMETIC average of
all the scores.
• It is the mode because of all the scores the mean score
happens MOST often.
• It is the median because when the scores are displayed
from lowest to highest, the mean is the MIDDLE score,
the median.
• The EXPECTED value is the mean.
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 The Data Is Centered About the Mean-Mode-Median

• The frequency curve is bell shaped. The bell shape has perfect 
bilateral symmetry - the left balances exactly with the right.
• The score at -2 is balanced by a score at +2 and the frequencies from 0
to +2 and from 0 to -2 are equal.
• The area under the curve from 0 to +2 is exactly the same as the area
under the curve from 0 to -2.
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The bell curve which represents a normal distribution of data
shows what standard deviation represents.

**The beauty of the normal curve:

No matter what  and  are, the area between - and + is
about 68%; the area between -2 and +2 is about 95%; and
the area between -3 and +3 is about 99.7%. Almost all values
fall within 3 standard deviations.

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

2.2%

0.15

Modified from Dawson-Saunders, B & Trapp, RG. Basic and Clinical Biostatistics,
2nd edition, 1994.
-3 -2 -1 μ 1 2 3
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 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

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Positive Skewness (Tail to Right)

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Negative Skewness (Tail to Left)

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