AQA Statistics 1 The normal distribution

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Section 1: Introduction to the Normal distribution

Notes and Examples

These notes contain subsections on
The Normal curve
The standardised Normal distribution
Non-standardised variables


The Normal curve

Normal distributions are a family of distributions that have the same general
shape. They have a distinctive bell-shaped curve, symmetrical, with scores
more concentrated in the middle than in the tails.
The Normal distribution is often illustrated by a diagram, which highlights the
difference in shape because of the mean and standard deviation.
Examples of Normal curves are shown below:
























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The standard Normal distribution

The standard normal distribution is a normal distribution with a mean of 0 and
a standard deviation of 1. Z is used if a variable has a standard normal
distribution.

Normal distributions can be transformed to standard normal distributions. You
can use the Geogebra resource The Normal distribution to investigate
Normal curves and their relationship with the standardised Normal curve.

If the variable X has mean and standard deviation, then x, a particular value
of X, is transformed into z by the formula:

x
z

Once you have standardised a normal variable the z score shows how many
standard deviations above or below the mean a particular score is.

For example, consider a student who scored 80 on a test with a mean of 60
and a standard deviation of 10. Converting the test scores to z scores, the
value x becomes:

80 60
2
10
z



So, a z score of 2 means that the original score was 2 standard deviations
above the mean. (Remember that in chapter 4 you defined outliers by looking
at values more than 2 standard deviations from the mean.)

There are two styles of notation commonly use in statistics text books,
P(Z < 2) or (2) . In the examples in this section both notations are used to
avoid in any confusion. You should keep to the notation you have been
introduced to.


Example 1
Find
(i) P(Z > 1)
(ii) P(Z < -2)
(iii) P(-2 < Z < 1)
(iv) P(-2 < Z < 2)

Solution
(i) EITHER:
P(Z > 1) = 1 P(Z < 1)
= 1 0.8413
= 0.1587
OR:
P(Z > 1) = 1 P(Z < 1)
= 1 (1)



0
1
reading off from
standardised
Normal tables
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= 1 0.8413
= 0.1587

(ii) EITHER:
P(Z < -2) = P(Z > 2) by symmetry
= 1 P(Z < 2)
= 1 0.9772
= 0.0228

OR:
P(Z < -2) = P(Z > 2) by symmetry
= 1 P(Z < 2)
= 1 (2)
= 1 0.9772
= 0.0228

(iii) EITHER:
P(-2 < Z < 1) = P(Z < 1) P(Z < -2)
= P(Z < 1) P(Z > 2)
= 0.8413 [1 P(Z < 2) ]
= 0.8413 (1 0.9772)
= 0.8185

OR:
P(-2 < Z < 1) = P(Z < 1) P(Z < -2)
= P(Z < 1) P(Z > 2)
= (1) [1 P(Z < 2) ]
= (1) [1 (2)]
= 0.8413 (1 0.9772)
= 0.8185

(iv) EITHER:
P(-2 < Z < 2) = P(Z < 2) P(Z < -2)
= P(Z < 2) P(Z > 2)
= 0.9772 [1 P(Z < 2) ]
= 0.9772 (1 0.9772)
= 0.9544

OR:
P(-2 < Z < 2) = P(Z < 2) P(Z < -2)
= P(Z < 2) P(Z > 2)
= (2) [1 P(Z < 2) ]
= (2) [1 (2) ]
= 0.9772 (1 0.9772)
= 0.9544


In this last example you discovered that just over 95% of the values lie within
2 standard deviations from the mean for a standardised normal variable.


1 -2
0

-2 0

-2
0
2
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It is important that you understand how probabilities involving the standard
normal distribution variable Z relate to an area under the standard normal
curve. Try the Probabilities and Normal curves activity to help with this.
Print out the whole file, and cut out all the rectangles. There are 12 rectangles
which give a probability expression involving the standard normal distribution
variable Z, 12 rectangles which give a numerical probability, and 12 copies of
the standard Normal curve. You need to match up the probability expressions
with the numerical probabilities, and also shade one of the Normal curves to
show the area corresponding to this probability.

There is also a more challenging version, in which you must match up
probability expressions with expressions involving the function, and again
shade a Normal graph to show the appropriate area.


Non-standardised variables

Once you are confident using standardised normal variables you can apply
the same techniques to other normal distributions by standardising the
variables using
x
z

.

Example 2
If a test is normally distributed with a mean of 65 and a standard deviation of 10, what
proportion of the scores are above 85?

Solution 1
Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X > 85)
Now
85 65
10
z

= 2
P(X > 85) = P(Z > 2)
= 1 P(Z < 2)
= 1 0.9772
= 0.0228

Solution 2
Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X > 85)
Now
85 65
10
z

= 2
P(X > 85) = P(Z > 2)
= 1 P(Z < 2)
= 1 (2)
= 1 0.9772
= 0.0228

x = 65
z = 0
x = 85
z = 2
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Example 3
If a test is normally distributed with a mean of 65 and a standard deviation of 10, what
proportion of the scores are between 70 and 85?

Solution 1
You can solve this problem by calculating the difference between the probability that
a student scores below 85 and below 70.

Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X < 85) P(X < 70)
When x = 85,
85 65
10
z

= 2
When x = 70,
70 65
10
z

= 0.5
P(X < 85) P(X < 70) = P(Z < 2) P(Z < 0.5)
= 0.9772 0.6915
= 0.2857

Solution 2
You can solve this problem by calculating the difference between the probability that
a student scores below 85 and below 70.

Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X < 85) P(X < 70)
When x = 85,
85 65
10
z

= 2
When x = 70,
70 65
10
z

= 0.5
P(X < 85) P(X < 70) = (2) (0.5)
= 0.9772 0.6915
= 0.2857



Example 4
Assume a test is normally distributed with a mean of 90 and a standard deviation of
15. What proportion of the scores would be between 75 and 95?

Solution 1
You can solve this problem by calculating the difference between the probability that
a student scores below 95 and below 75.

Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X < 95) P(X < 75)
When x = 95,
95 90
15
z

= 0.333

x = 70
z = 0.5
x = 85
z = 2
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When x = 75,
75 90
15
z

= -1
P(X < 95) P(X < 75) = P(Z < 0.333) P(Z < -1)
= 0.6304 P(Z > 1)
= 0.6304 [1 P(Z < 1) ]
= 0.6304 [1 0.8413 ]
= 0.4717

Solution 2
You can solve this problem by calculating the difference between the probability that
a student scores below 95 and below 75.

Let X be the distribution of test scores.
X ~ N (65, 10
2
)
You require P(X < 95) P(X < 75)
When x = 95,
95 90
15
z

= 0.333
When x = 75,
75 90
15
z

= -1
P(X < 95) P(X < 75) = P(Z < 0.333) P(Z < -1)
= (0.333) P(Z > 1)
= 0.6304 [1 (1) ]
= 0.6304 [1 0.8413 ]
= 0.4717



x = 85
z = 0.333
x = 75
z = -1