Statistics and

Probability
(Week 3, Day 2)
Areas Under a Standard
Normal Distribution
 Learning Competencies

At the end of this session, the students are able to:

1. identify regions under the normal curve corresponding to
different standard normal values.
 Exercise 1
Sketch the normal curve based on the given mean () and standard
deviation (): Suppose the random variable is normally
distributed. Its mean is 0 and its standard deviation is 1.
 Exercise 1
Sketch the normal curve based on the given mean () and standard
deviation (): Suppose the random variable is normally
distributed. Its mean is 0 and its standard deviation is 1.
• Note the given parameters: mean () and standard deviation ().

𝜇=¿ , 𝜎=¿ 1
 Exercise 1
• Draw the normal curve with respect to the mean () and the standard
deviation ().
𝜇=¿ , 𝜎=¿ 1
𝜇−3 𝜎=¿0−3(1) ¿ 0 −3 ¿−3
𝜇−2 𝜎=¿0−2(1) ¿ 0 −2 ¿−2
𝜇− 𝜎=¿0−1¿−1
𝜇+𝜎=¿0+1 ¿ 1
𝜇+2𝜎 =¿0+2(1) ¿ 0 +2 ¿ 2
𝜇+3 𝜎=¿0+3(1) ¿ 0 +3 ¿ 3 −3 −2 −1 0 1 2 3
 Exercise 1
• Draw the normal curve with respect to the mean () and the standard
deviation ().
𝜇=¿ , 𝜎=¿ 1

−3 −2 −1 0 1 2 3
Since each normally distributed variable has its own
mean and standard deviation, the shape and location of
these curves will vary. In practical applications, you need
to have a table of areas under the curve for each variable.
To simplify this situation, statisticians use what is called
the standard normal distribution which is the normal
distribution in the previous exercise.
 The Standard Normal Distribution
The standard normal distribution is a normal
distribution with a mean of 0 and a standard deviation
of 1. The horizontal axis of the graph of the standard
normal distribution corresponds to values, which is a
measure of position that indicates the number of
standard deviations a value lies from the mean
(Walpole, Myers, Myers, and Ye, 2012; Larson &
Farber, 2012; Anderson, Sweeney, & Williams, 2007).
The Standard Normal Distribution

The Empirical Rule for the Standard Normal Distribution

 The Standard Normal Distribution

All normally distributed variables can be transformed into the

standard normally distributed variable by using the formula for
the standard value:

where is a possible value of the normal random variable , is

the mean of , and is the standard deviation of (Bluman, 2009).
 The Standard Normal Distribution

Shown in the next figure is a normal distribution of where and

have corresponding values as and in the standard normal
distribution. The area under the curve of between and is equal
to the area under the curve of the standard normal distribution
between and . The said equal areas represent the probability
between and (Walpole, Myers, Myers, and Ye, 2012).
The Standard Normal Distribution
 Area Under the Standard Normal Curve
To find the area under the standard normal curve,
1. Sketch the standard normal curve and shade the appropriate area
under the curve.
2. There are three cases of solving the area under the standard normal
curve:
a. To the left of any value ( or );
b. To the right of any value ( or ); and
c. Between any two values ( or )).
NOTE: In continuous probability distributions, , , and .
 Area Under the Standard Normal Curve

a. To the left of any value ( or )

Look up the value in the table, and use the area given.
 Area Under the Standard Normal Curve

b. To the right of any value ( or )

Look up the value in the table and subtract the area
from 1.
 Area Under the Standard Normal Curve

c. Between any two values ( or )

Look up both values in the table and subtract the
corresponding areas.
 Example 1
Given a standard normal distribution, find the area to the left of .
 Example 1
Given a standard normal distribution, find the area to the left of .

• Sketch the standard normal curve and shade the appropriate area
under the curve.

−3 −2 −1 0 1 2 3
−0.99
 Example 1
Given a standard normal distribution, find the area to the left of .

• Find the area to the left of .

First, write as and .
Then, look up on the first column of
the table.

−3 −2 −1 0 1 2 3
−0.99
 Example 1
Given a standard normal distribution, find the area to the left of .

• Find the area to the left of .

First, write as and .
Then, look up on the first column of
the table.
Next, look up on the first row of the
table.

−3 −2 −1 0 1 2 3
−0.99
 Example 1
Given a standard normal distribution, find the area to the left of .

• Find the area to the left of .

Lastly, get the intersection of and . It
will be the area to the left of .

−3 −2 −1 0 1 2 3
−0.99
 Example 1
Given a standard normal distribution, find the area to the left of .

• Find the area to the left of .

Lastly, get the intersection of and . It
will be the area to the left of .

𝑃 ( 𝑍 <− 0.99 )= 0.1611

−3 −2 −1 0 1 2 3
−0.99
 Example 1
Given a standard normal distribution, find the area to the left of .

Hence, the area to the left of is 16.11%.

 Example 2
Given a standard normal distribution, find the area to the right
of .
 Example 2
Given a standard normal distribution, find the area to the right
of .
• Sketch the standard normal curve and shade the appropriate area
under the curve.

−3 −2 −1 0 1 2 3
1.06
 Example 2
Given a standard normal distribution, find the area to the right
of .
• Find the area to the right of .
First, write as and .
Then, look up on the first column of
the table.

−3 −2 −1 0 1 2 3
1.06
 Example 2
Given a standard normal distribution, find the area to the right
of .
• Find the area to the right of .
First, write as and .
Then, look up on the first column of
the table.
Next, look up on the first row of the
table.

−3 −2 −1 0 1 2 3
1.06
 Example 2
Given a standard normal distribution, find the area to the right
of .
• Find the area to the right of .
After that, get the intersection of and .
It will be the area to the left of .

−3 −2 −1 0 1 2 3
1.06
 Example 2
Given a standard normal distribution, find the area to the right
of .
• Find the area to the right of .
After that, get the intersection of and .
It will be the area to the left of .

Lastly, subtract the area from 1.

𝑃 ( 𝑍 >1.06 )=¿ 1− 𝑃 (𝑍 <1.06)

𝑃 ( 𝑍 >1.06 )=¿ 1−0.8554 −3 −2 −1 0 1 2 3
𝑃 ( 𝑍 >1.06 )=¿ 0.1446 1.06
 Example 2
Given a standard normal distribution, find the area to the right
of .

Hence, the area to the right of is 14.46%.

 Example 3
Given a standard normal distribution, find the area between and .
 Example 3
Given a standard normal distribution, find the area between and .

• Sketch the standard normal curve and shade the appropriate area
under the curve.

−3 −2 −1 0 1 2 3
−1.5 1.25
 Example 3
Given a standard normal distribution, find the area between and .

• Find the area between and .

For , first, write it as and .
Then, look up on the first column, and
on the first row of the table. Next, get
their intersection. That will be the area
to the left of .

−3 −2 −1 0 1 2 3
−1.5 1.25
 Example 3
Given a standard normal distribution, find the area between and .

• Find the area between and .

For , first, write it as and .
Then, look up on the first column, and
on the first row of the table. Next, get
their intersection. That will be the area
to the left of .

−3 −2 −1 0 1 2 3
−1.5 1.25
 Example 3
Given a standard normal distribution, find the area between and .

• Find the area between and .

For , first, write it as and .
Then, look up on the first column, and
on the first row of the table. Next, get
their intersection. That will be the area
to the left of .

−3 −2 −1 0 1 2 3
−1.5 1.25
 Example 3
Given a standard normal distribution, find the area between and .

• Find the area between and .

For , first, write it as and .
Then, look up on the first column, and
on the first row of the table. Next, get
their intersection. That will be the area
to the left of .

−3 −2 −1 0 1 2 3
−1.5 1.25
 Example 3
Given a standard normal distribution, find the area between and .

• Find the area between and .

Subtract the area to the left of from the area to the left of .

𝑃 ( − 1.5<𝑍 <1.25 ) =¿ 𝑃 (𝑍 <1.25)− 𝑃 (𝑍 <−1.5)

𝑃 ( − 1.5<𝑍 <1.25 ) =¿ 0.8944 −0.0668
𝑃 ( − 1.5<𝑍 <1.25 ) =¿ 0.8276
 Example 3
Given a standard normal distribution, find the area between and .

Hence, the area between and is 82.76%.

 Exercise 2
Given a standard normal distribution, find the area:
a. to the left of .
b. to the right of .
c. between and .