Chapter 5

Normal Probability Distributions

Section 5.1
Introduction To Normal Distribution
and the Standard Normal Distribution
 Probability distributions for continuous random
variables...

❑Are specified by a curve called a density curve.

❑The function that describes this curve is denoted by f(x) and is
called the density function.
❑The probability of observing a value in a particular interval is
the area under the curve.
Properties of continuous probability
distributions:
1. The curve cannot dip below the x-axis: 𝑓 𝑥 > 0.
2. The total area under the density curve equals one.

+∞
න 𝑓 𝑥 𝑑𝑥 = 1
−∞

3. The probability of a single point equals 0; therefore, the 𝑃 𝑥 ≤ # = 𝑃(𝑥 <

#).
…a normal distribution is characterized
by:
1 (𝑥−𝜇)2
−
Center: 𝜇 = 75 𝑓 𝑥 = 𝑒 2𝜎2
Spread: 𝜎 = 10 𝜎 2𝜋

…the standard normal distribution

1 −(1/2)𝑧 2
f(z) = 𝑒
Center: 𝜇 = 0 2𝜋
Spread: 𝜎 = 1

The table gives you the area (probability) under the standard normal curve to the left of a z-score.
The Standard Normal Distribution
Standard normal distribution
• A normal distribution with a mean of 0 and a
standard deviation of 1.

Area = 1

z
−3 −2 −1 0 1 2 3

• Any x-value can be transformed into a z-score by

using the formula
Value - Mean x-
z= =
Standard deviation 
.
Question: What is the Chapter 5 Goal?
Answer: To find probability pertaining to
normally distributed random variables.

Question: How can we do this?

Answer: Use the standard normal distribution
table.

Question: What does the standard normal table

tell us?
Answer: The table gives the area to the left of a
z-score.
Question: What does the standard normal table
tell us?
Answer: The table gives the area to the left of a
z-score.

Question: What does area have to do with it?

Answer: With continuous probability models,
area under the curve = probability.

Question: How can we figure out the area?

Answer: Use the standard normal distribution.
Lets take a look
at our tables
How will I know that the
data is normally
distributed?
• By looking at the
histogram of the data or
the density curve
• The problem will explicitly
say that the data is bell-
shaped or normally
distributed.
 How much area is to the left of z=1.00?
P(z<1)
How much do we expect using
the empirical rule? 84%

What is the precise value?

1
How much area is to the left of z=0.92?
P(z<0.92)

0.92
Question: What probabilities can we find using the table?
Answer:
• P(x<a) = P(x ≤ a) = Area to the left (cumulative probabilities)
• P(x> a) = P(x ≥ a) = Area to the right
• P(a < x < b) = P(a ≤ x ≤ b) = Area between

By definition, the area at a single value = 0

 Table Practice:
• Using your tables, find the probability that the z-score is less than 0.19
• P(Z<0.19) = P(Z≤0.19)

• What is the probability of z being less than -3.49 or P(z<-3.49) ?

• What is the probability that the z-score is greater than 0.19?

• P(Z>0.19)
Area between two points
Find the probability that a z-score falls between -0.75 and 1.23?

To find the area between two z-scores, find the area corresponding
to each z-score in the Standard Normal Table. Then subtract the
smaller area from the larger area.

2. The area to the 4. Subtract to find the area of

left of z = 1.23 the region between the two
is 0.8907. z-scores:
0.8907 − 0.2266 = 0.6641 .
3. The area to the
left of z = −0.75
is 0.2266.

1. Use the table to find the

area for the z-scores.
Area Between two points
• Using our tables, how can we find the probability that a z-score falls between
0.09 and 3.28?
• Draw the area.
• Find P(z<0.09), P(z<3.28)
Practice on your own now:
• Using our tables, find P( -3.27 < z < 2.14)

• Find P(z > 2.14)

 Section 5.2
Normal Distributions: Finding
Probabilities
Probability and Normal Distributions

If a random variable x is normally distributed, you can find the

probability that x will fall in a given interval by calculating the
area under the normal curve for that interval.

P ( x  600 ) = Area  = 500

 = 100
Probability and Normal Distributions
If each data value of a normally distributed random variable x is
transformed into a z-score, the result will be the standard normal
distribution.

Standard Normal
Normal Distribution
Distribution
 x-
z=
 =1

 x =0 z

• Use the Standard Normal Table to find the

cumulative area under the standard normal curve.
.
 Now let’s apply this to real problems
The chess “skill ratings” on chess.com are modeled as
(approximate) normal distribution with a mean of 1100 and a
standard deviation of 325. The higher the skill rating, the better the
chess player.

What percentage of chess players have skill ratings of at least 1500?

𝑋 −𝑋ത
Remember z=
𝑆

P(Z ≥ 1.23) = 0.1093

Example
It is known that the number of cups of
coffee consumed per week by college
students is normally distributed with a
mean of 8 cups and a standard
deviation of 2.

• What is the probability that a

randomly selected college student
drinks more than 18 cups of coffee
per week?
 Example:
The mean newborn birthweight is 3250 grams with a standard
deviation of 375 grams.What is the probability that a baby is
born lighter than 2600 grams or heavier than 4100 grams?

1.Write in probability notation

2.Draw a picture – shade the are under the curve

3.Find the probability

Example: A survey indicates that for each trip to a supermarket, a
shopper spends an average of 43 minutes with a standard deviation of
12 minutes in the store. The lengths of time spent in the store are
normally distributed and are represented by the variable x. A shopper
enters the store.

a) Find the probability that the shopper will be in the store for
each interval of time listed below.
b) When 200 shoppers enter the store, how many shoppers
would you expect to be in the store for each interval of time
listed below? (Adapted from Time Use Institute)
1. Between 22 and 52 minutes
2. More than 37 minutes
Solution: Finding Probabilities for
Normal Distributions
1. x− 22 − 43
a) z1 = = = −1.75
 12
x −  52 − 43
z2 = = = 0.75
 12

P ( 22  x  52 ) = P ( −1.75  z  0.75 )
= 0.7734 − 0.0401 = 0.7333
b) When 200 shoppers enter the store, you would
expect about 200 ( 0.7333) = 146.66  147 shoppers
to be in the store between 22 and 52 minutes.
Solution: Finding Probabilities for
Normal Distributions
2. x− 37 − 43
a) z = = = −0.5
 12

P ( x  37 ) = P ( z  −0.5 ) = 1 − 0.3085 = 0.6915

b) When 200 shoppers enter the store, you would

expect about 200 ( 0.6915 ) = 138.3  138 shoppers
to be in the store more than 37 minutes.
Example: The monthly utility bills in a city are normally
distributed, with a mean of $100 and a standard deviation of
$12. Find the probability that a randomly selected utility bill
is:
a. Less than $70

b. Between $90 and $120

c. More than $140

d. For a neighborhood with 300 utility bills, how many utility

bills would you expect to be less than $140
 Section 5.3
Normal Distributions: Finding
Values
Finding values Given a Probability
• In previous sections we were given a normally distributed random
variable x and we were asked to find a probability.
• In this section, we will be given a probability and we will be asked
to find the value of the random variable x.

Section 5.1: z probabilities

Section 5.2: x z probabilities
Section 5.3: x z probabilities
Example: Finding a z-Score Given an Area (1 of 2)
Find the z-score that
corresponds to a cumulative
area of 0.3632.
•Solution:

• Locate 0.3632 in the body of the Standard

Normal Table.
• The values at the beginning of the
corresponding row and at the top of the
column give the z-score.
The z-score is: – 0.35
Example: Finding a z-Score Given an Area
Find the z-score that has 10.75% of the distribution’s
area to its right.

Solution:
0.1075

z
0 z
Because the area to the right is 0.1075, the
cumulative area is 0.8925.
 Percentiles
• Definition: In common use, the
percentile usually indicates that a 0.05
certain percent falls below that
percentile. z
z 0

• Example: 5th percentile of the standard

normal distribution is the z-score that
divides the bottom 5% to the top 95%

• In this case, the z-score is -1.645. How?

Finding a z-Score Given a Percentile
Find the z-score that corresponds to P5.
Solution:
The z-score that corresponds to P5 is the same z-score that
corresponds to an area of 0.05.
0.05
z
z 0
The areas closest to 0.05 in the table are 0.0495 (z = −1.65)
and 0.0505 (z = − 1.64). Because 0.05 is halfway between
the two areas in the table, use the z-score that is halfway
between −1.64 and −1.65. The z-score is -1.645.
Finding Z-score from Percentiles
• What z-score corresponds with the 75th

• What z-score corresponds to the 50th percentile?

You Practice
• What z-score corresponds with the 7th percentile?

• What z-score is the cutoff for the top 16%?

• What z-score is the cutoff for the bottom 16%?

• How many standard deviations from the mean are the top 3%?
 Now we will learn to work backwards
𝑥 − 𝑥ҧ
Sample: 𝑧 = 𝑥 = 𝑠 × 𝑧 + 𝑥ҧ
𝑠

𝑥−𝜇
Population: 𝑧 = 𝜎 𝑥 =𝜎×𝑧+𝜇
 Example: Finding an x-Value
A veterinarian records the weights of cats treated at a clinic. The weights are
normally distributed, with a mean of 9 pounds and a standard deviation of 2
pounds. Find the weights x corresponding to z-scores of 1.96, 0.44, and 0.

Note: 12.92 pounds is above the mean, 8.12 pounds is below the
mean, and 9 pounds is equal to the mean.
Find Z and then find X
• Normally Distributed Data with μ= 50 and σ=5

• What x value corresponds with the 50th percentile?

• What x value corresponds to the cumulative area .65?

• What x value that has 0.91% of the distribution’s area to its right?
We have the tools, lets try an example!
Suppose X – biology test scores and X is normally distributed with a mean of 60 and standard
deviation of 10.

• You took the biology test and want to know if you are in the bottom
30%. What test score do you have to be below, to be in the bottom
30% ?
• Your friend took the biology test and got a score in the top 15% of the
class. What is the minimum score needed to be in the top 15
percent?
• Find Z then convert to X using: X = µ + zσ
Try on your own!

It is known that the amount of sleep a UCF student gets per night is
normally distributed with a mean of 7 hours a night and a standard
deviation of 1 hour.
1. In order for a student to fall in the 85th percentile for hours slept
per night they must sleep how many hours?
2. How many hours of sleep must a student get per night cuts to
fall into the top 15%?
3. Between what two values does the middle 95% of students
sleep per night?
4. What is the probability a student gets more than 10 hours of
sleep?
More Practice
The distribution of annual profit at a chain of stores was approximately normal with
µ = $66,000 and standard deviation σ = $21,000

• The stores with profits in the top 5% percent each had a reward party for the
employees to celebrate. What is the minimum annual profit for a store that had a
reward party?

• Stores with profits in the bottom 10% were given a warning that their sales need
to increase next year. How low does a store’s profit have to be to get a warning?
 Section 5.4
Sampling Distributions and the
Central Limit Theorem
 5.4 Central Limit Theorem

• Before: X follows a normal distribution, find the probability

using
𝑋−𝜇
𝑧=
𝜎

• Now: Xഥ follows a normal distribution, find the probability

using
𝑋ത − 𝜇
𝑧= 𝜎
𝑛

• Big idea: The distribution of a statistic follows a normal

distribution if the sample size (n) is large enough.
Sampling Distributions

Sampling distribution
• The probability distribution of a sample statistic that is
formed when random samples of size n are repeatedly
taken from a population.

• If the sample statistic is the sample mean, then the

distribution is the Sampling distribution of sample means
Sampling Distribution of Sample Means

Population with mean  , and standard deviation 

Random
Random Sample 5
Sample 3 x5
Random
Random Random x3 Sample 4
Sample 1 Sample 2
x4
x1 x2

The sampling distribution consists of the values of the

sample means, x1 , x2 , x3 , x4 , x5 ,
 Properties of Sampling Distributions of Sample
Means (Moral of the Story )
1. The mean of the sample means,  x , is equal to the population mean μ.

x = 
2. The standard deviation of the sample means,  x , is equal to the
population standard deviation, σ divided by the square root of the
sample size, n.

x =
n
• Called the standard error of the mean.
Example: The body weight of rabbits follows a normal distribution with
a mean of 3 lbs and a standard deviation of 0.5 lbs. Random samples of
4 rabbits are drawn from this population, and the mean of each sample
is determined.

1. Find the mean and standard deviation of the sampling distribution

of sampling means.

2. Then sketch a graph of the sampling distribution

https://www.youtube.com/watch?v=jvoxEYmQ
HNM
THE CENTRAL LIMIT THEOREM
1) If samples of size n, where n ≥ 30, are drawn from any population
with a mean μ and a standard deviation 𝜎 then the sampling
distribution of sample means approximates a normal distribution
𝜎
with mean 𝜇𝑥ҧ = 𝜇 and standard deviation 𝜎𝑥ҧ = . The larger the
𝑛
sample size n, the better will be the normal approximation to the
sampling distribution of 𝑥ҧ

2) If the population itself is normally distributed, then the sampling

distribution of sample means is normally distributed for any sample
size n.
 The Central Limit Theorem
1. Any Population Distribution
n ≥ 30
Distribution of Sample Means

2. Normal Population Distribution

(any n)
Distribution of Sample Means,
 Past Problem
The body weight of rabbits follows a
normal distribution with a mean of 3
lbs and a standard deviation of 0.5 lbs.
Given X=weight of rabbis

Problem: What is the probability that

a randomly chosen rabbit weighs less
than 2.5 lbs.
P(x < 2.5)?
2.5 −3
Z= = -1
0.5
P(Z<-1) = 0.1587
CLT Problem
The body weight of rabbits follows a
normal distribution with a mean of 3 lbs
and a standard deviation of 0.5 lbs. Given
X=weight of rabbis.
If we randomly choose 4 rabbits, what is
the probability that the mean weight is
less than 2.5
PROBLEM: n=4 determine P(𝑿 ഥ <2.5)

2.5 −3 −0.5
Z= 0.5 = = -2
0.25
4

P(Z<-2) = 0.0228
 Example
The weight of car tire is normally distributed with a mean of 18 pounds and a
standard deviation of 2 pounds.

1.Suppose I buy one on Amazon. What is the probability it weighs at least 20 lbs.?

2.Suppose I buy 4 on Amazon. What is the probability the mean weight is at least 20
lbs.?

3.Suppose I buy 25 on Amazon. What is the probability the mean weight is at least
20 lbs.?
Solutions
 Example
Assessment records indicate that the value of homes in a small city is
skewed right, with a mean of $140,000 and standard deviation of
$60,000.
To check the accuracy of the assessment data, officials plan to conduct a
detailed appraisal of 25 100 homes selected at random.

a. What is the probability that the mean value of these 100 homes is at
least $138,000?
b. What is the probability that the mean value of these 100 homes is
between $135,000 and $150,000.