Normal Probability Distribution and Z Table

Normal Probability Distribution Function
The normal distribution is also called Gaussian distribution because it was first started and proposed by Carl Friedrich Gauss
(1777-1855).
2
Definition: If X is a normal random variable with parameters μ and σ ,
then its probability distribution function (pdf) is defined by
1 x −μ 2
N ( x ;u , σ 2 )=
1 ( )
2 σ
e
√ 2 πσ 2 , −∞< x <∞
2
where μ=mean σ = variance
π= 3.14159 e = 2.71828
Normal Curve A graph of the normal distribution. It is a bell-shaped curve widely used in statistics. It has the useful
characteristics:
1. The mode which is the point on the horizontal line where the curve is a highest occurs at x = μ .
2. The mean, median and mode are equal.
3. The curve is bell-shaped and symmetric about the vertical line passing through the mean.
4. The total area under the curve is equal to 1.
5. The normal curve approaches but never touches the horizontal line as it extends farther away from
the mean.
The Standard Score/Z-Score- measures how many standard deviations an observation is above or below the mean. It is
computed as
X−μ
Z= σ
and the sample counterpart is
X−x
Z= s
Remarks:
a. A positive z-score measures the number of standard deviations an observation is above the mean while a negative z-score
measures the number of standard deviations an observation is below the mean.
b. Z-scores form a distribution identical to the distribution of raw scores where its mean is 0 and variance or standard
deviation is 1.
c. Standard scores are unitless, and so provide us with a means of comparing observations or values measured in different
units.
Example: Robert got a grade of 75% in Stat 101 and a grade of 90% in Econ11. The mean grade in Stat 70% and the standard
deviation is 10%, whereas in Econ 11, the mean grade is 80% and the standard deviation is 20%. Relative to the other students,
where did he perform better?
Standard Normal Distribution

The distribution of a normal random variable with parameters of mean equal to 0 and standard deviation equal to 1 is
x−μ
z=
called a standard normal distribution. Furthermore, this formula is used σ to transform a given normal
distribution into the standard normal distribution.
Illustrative Example
1. Given μ=300 and σ =50 . Find the area when X = 362.
x−μ
z=
Solution: First, compute the z value (standardized value) using the formula σ
362−300
z=
50
z=1 .24
2. An average light bulb manufactured by the L Company lasts 800 hours with a standard deviation of 40 hours.
Assuming that the bulb life is normally distributed, find the probability that a light bulb will last between 778
and 834 hours.
Solution: μ=800 σ =40
x1= 778 x2= 834
x−μ
z=
Using σ
778−800
z 1= =−0 .55
40
834−800
z 2= =0. 85
40
We use the findings to compute the final answer as follows:
P (778 < x < 834) = P (- 0.55 < z < 0.85)
= P (z< 0.85) – P (z> -0.55)
Referring to the Areas Under the Normal Curves the value of z1= 0.85 is 0.8023 and z2 = -0.55 is 0.2912.
= 0.8023- 0.2912
= 0.5111
Therefore, there is a 51.11% chance that a light bulb will last between 778 and 834 hours.
Solve the following problems.

1. Find the probability that x assumes the value between 45 and 62 with mean of 50 and standard deviation of 10.
2. The weekly incomes of businessmen in the field of IT are normally distributed with mean of Php 42,000.00 and standard
deviation of Php 5,000.00. Find the z value when x= Php 30,000.00.
3. The ages of male patients admitted in the hospital with mild heart attack are normally distributed with the mean of 55 years
and a standard deviation of 12 years. Find the computed z value (standardized value) for patient (a.) 78 and (b.) 43. Plot the
Normal Curve then shade the required area.
4. A random variable X is normally distributed with
= 450 and = 20. What is the probability that X 475?

Round your answer to 3 significant figures.
Area between 0 and z
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990

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Normal Probability Distribution Function

Standard Normal Distribution

Solve the following problems.

4. A random variable X is normally distributed with

= 450 and = 20. What is the probability that X 475?

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