NORMAL

PROBABILITY
DISTRIBUTIONS
COURSE OUTCOME 3
OBJECTI
VES
At the end of the lesson, the student should be able to :
• List properties of a continuous probability distribution.
• Define normal probability distribution.
• Solve for Areas under the standard normal curve.
CONTINUOUS PROBABILITY
DISTRIBUTION
Recall: A continuous random variable as a random variable whose
values are not countable. A continuous random variable can assume
any value over an interval or intervals. Because the number of values
contained in any interval is infinite, the possible number of values that
a continuous random variable can assume is also infinite.

The probability distribution curve of a continuous random variable is

also called its probability density function.
EXAMP
LE
The figure shows the probability
distribution curve for heights
(measured in inches) of
randomly selected
students enrolled at a university.
female

The smoothed polygon is

an approximation of the
probability
distribution curve of the Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
continuous random variable x
CONTINUOUS PROBABILITY
DISTRIBUTION
The probability distribution of a continuous random variable possesses
the following two characteristics:

1. The probability that x assumes a value in any interval lies

in the range 0 to 1.

2. The total probability of all the (mutually exclusive)

intervals within which x can assume a value of 1.0
CONTINUOUS PROBABILITY
DISTRIBUTION

(1) (2)
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

SHS.MAPUA.EDU.PH
CONTINUOUS PROBABILITY
DISTRIBUTION
The probability that a continuous
random variable x assumes a
value within a certain interval is
given by the area under the curve
between the two limits of the
interval.
The shaded area under the curve
from a to b in this figure gives the
probability that x falls in the Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
interval a to b.
CONTINUOUS PROBABILITY
DISTRIBUTION
For a continuous probability distribution, the probability is always
calculated for an interval.

Remarks:
1. The probability that a continuous random variable x assumes a
single value is always zero.
2. The probability that x assumes a value in the interval a to b is the
same whether or not the values a and b are included in the
interval.
EXAMPLES ON
REMARKS

(1) (2)
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
 NORMAL PROBABILITY
DISTRIBUTION
A normal probability distribution or a normal
curve is a bell-shaped (symmetric) curve. Its
mean is denoted by μ and its standard
deviation by σ.
A continuous random variable x that has a
normal distribution is called a normal random
variable.
Note: Not all bell-shaped curves represent a
normal distribution curve. Only a specific kind
of bell-shaped curve represents a
normal curve.
P
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e
m

M
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n
NORMAL PROBABILITY
DISTRIBUTION
A normal probability distribution, when plotted, gives a bell-shaped
curve such that:
(1) The total area under the curve is 1.0.
(2) The curve is symmetric about the mean.
(3) The two tails of the curve extend indefinitely.
 NORMAL PROBABILITY
DISTRIBUTION
(1) (2)

(3)

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons
 EMPIRICAL
RULE
For a bell-shaped distribution,
approximately
1. 68% of the observations lie
within one standard deviation of the
mean.
2.95% of the observations lie
within two standard deviations of the
mean.
3.99.7% of the observations lie within
three standard deviations of the mean.
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
THREE NORMAL DISTRIBUTION
CURVES WITH THE SAME MEAN
BUT DIFFERENT STANDARD
DEVIATIONS

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons
THREE NORMAL DISTRIBUTION CURVES
WITH DIFFERENT MEANS BUT THE
SAME STANDARD DEVIATION

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons
STANDARD NORMAL
PROBABILITY
DISTRIBUTION
The standard normal distribution is a special
case of the normal distribution. For the
standard normal distribution, the value of the
mean is equal to zero and the value of the
standard deviation is equal to 1.

The random variable that possesses the

standard normal distribution is denoted by z.
The units for the standard normal distribution
Prem Mann, Introductory Statistics, 9/E
curve are denoted by z and are called the z (2015) John Wiley & Sons
values or z scores. They are
also called standard units or standard scores.
Z-
SCORE
S
The horizontal axis is labeled z. The z values on
the right side of the mean are positive and
those on the left side are negative. The z value
for a point on the horizontal axis gives the
distance between the mean and that point in
terms of the standard deviation.

For example, a point with a value of z=2 is two

standard deviations to the right of the mean.
Similarly, a point with a value of z=−2 is two
standard deviations to the left of the Prem Mann, Introductory Statistics, 9/E
mean. (2015) John Wiley & Sons
 AREA UNDER THE
STANDARD NORMAL
CURVE
The standard normal distribution table,
or simply Z-table, lists the areas under the
standard normal curve to the left
of z values usually from −3.70 to 3.69. To
read the standard normal distribution
table, we look for the given z value in the
table and record the area corresponding
to that z value.
As shown in Figure, Z-table gives what is Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
called the cumulative probability to the
left of any z value.
EXAMPLE 1
FIND THE AREA UNDER THE STANDARD NORMAL CURVE TO THE LEFT
OF Z = 1.95.
EXAMPLE 1
Find the area under the standard normal curve to the left of z = 1.95.
Solution: To find the required area
under the standard normal curve,
we locate 1.9 in the column
for z on the left side of Z-table and
.05 in the row for z at the top of Z-
table. The entry where the row for
1.9 and the column for .05
intersect gives the area under the
standard normal curve to the left
of z=1.95.
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
EXAMPLE 1
Find the area under the standard normal curve to the left of z = 1.95.
The area under the standard normal curve to the left of z=1.95 is 0.9744
That is, A(z<1.95) = 0.9744

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons
EXAMPLE 2
FIND THE AREA UNDER THE STANDARD NORMAL CURVE FROM Z = -
2.17 TO Z = 0.
 EXAMPLE 2
Find the area under the standard normal curve from z = -2.17 to z = 0.
Solution: To find the area
from z =-2.17 to z =0, first
we find the areas to the
left of z =0 and to the left
of z =-2.17 in Z-table list.
As shown in Z-table list,
these two areas are 0.5000
and 0.0150, respectively.
Next, we subtract 0.0150
from 0.5000 to find the Z-table List by ALEKS
required area.
EXAMPLE 2
Find the area under the standard normal curve from z = -2.17 to z = 0.
A(-2.17≤ z ≤ 0) = 0.5000 – 0.0150 = 0.4850
Thus, A(-2.17≤ z ≤ 0) = 0.4850

Prem Mann, Introductory Statistics, 9/E

(2015) John Wiley & Sons
EXAMPLE 3
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
 EXAMPLE 3
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54

Solution: (a) To find the area to the right of

z =2.32, first we find the area to the left of
z =2.32. Then we subtract this area from
1.0, which is the total area under the
curve.
The required area is 1.0 – 0.9898 = 0.0102 Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
That is, A (z > 2.32) = 0.0102
 EXAMPLE 3
Find the following areas under the standard normal curve.
(a) Area to the right of z = 2.32
(b) Area to the left of z = -1.54
Solution: (b) To find the area under the
standard normal curve to the left of z =-1.54,
we find the area in the Z-table list that
corresponds to -1.54. This area is 0.0618.

Area to the left of -1.54

= A (z < -1.54)
= 0.0618 Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
EXAMPLE 4
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

SHS.MAPUA.EDU.PH
EXAMPLE 4
Find the following probabilities for the standard normal curve. (a) P (1.19 < z <
2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (a) P (1.19 < z < 2.12)

= Area between 1.19 and 2.12 Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons

= 0.9830 – 0.8830
= 0.1000
EXAMPLE 4
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (b) P (-1.56 < z < 2.31)

= Area between -1.56 and 2.31 Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
= 0.9896 – 0.0594
= 0.9302
EXAMPLE 4
Find the following probabilities for the standard normal curve.
(a) P (1.19 < z < 2.12)
(b) P (-1.56 < z < 2.31)
(c) P (z > -0.75)

Solution: (c) P (z > -0.75)

= Area to the right of -0.75 Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
= 1.0 – 0.2266
= 0.7734
EXAMPLE 5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)
 EXAMPLE 5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)
Solution: (a) Because z=5.67 is greater than 3.69, the area
under the standard normal curve to the left of z=5.67 can be
approximated by 0.9999
Also, the area to the left of z=0 is 0.5000.
Hence, P (0 < z < 5.67)
= Area between 0 and 5.67
= 0.9999 – 0.5000
Prem Mann, Introductory Statistics, 9/E
= 0.4999 approximately (2015) John Wiley & Sons
 EXAMPLE 5
Find the following probabilities for the standard normal curve.
(a) P (0 < z < 5.67)
(b) P (z < -5.35)

Solution: (b) Since z=−5.35 is less than -3.70,

we use area approximately equal to 0.0001
Hence, P (z < -5.35)
= Area to the left of -5.35
= 0.0001 approximately
Prem Mann, Introductory Statistics, 9/E
(2015) John Wiley & Sons
RESOUR
CES
• Mann, P. (2015). Introductory Statistics, 9th Edition. John Wiley and
Sons, Inc.

• Bluman, A. (2017). Elementary Statistics: A Step By Step Approach,

10th Edition. McGraw-Hill Education
END OF
PRESENTATION