The Normal Distribution

The Normal Random

Variable
 A continuous random variable is considered normal when its values are
distributed normally, that is, when majority of the values are close to the expected
value with only very few values that are extremely smaller and extremely larger.

For example, in a grade 11 class, observe that the students normally have a
height of 170 cm or very close to that, with only a number of students who are
extremely tall and some who are extremely short. This illustrates a normal
random variable.

Other examples of normal variables include blood pressure, scores in a test and
weights of students belonging to the same age group.
Figure 6.1 shows the graph of a normal distribution. The graph of a normal distribution
is a bell-shaped curve, which is also called the normal curve, and the majority of the
values are cluster around the µ value of 5 with only few values which are too small and
too large.
In general, a
normal random
variable has a
probability density
function that
depends on two
parameters – the
expected value and
the standard
deviation.
Normal Random Variable

A continuous random variable X can be considered a normal variable when it

has a probability density function of the form,

1 (𝑥− 𝜇)2
−
𝑓 𝑥 = 𝑒 2𝜎 2
𝜎 2𝜋

where µ is the expected value (mean), 𝜎 is the standard deviation, π ≈ 3.14,

and e = 2.718.
Properties of the Normal Distribution
The following are properties that can be observed from the graph of a normal
distribution, which is also called the Gaussian distribution.

1. The graph is a continuous curve with the domain – ∞ < X < ∞.

2. The graph is asymptotic to the x-axis the value of the variable approaches
but will never be equal to 0.
3. The maximum point on the curve occurs at x = µ.
4. The graph is symmetrical about the line x = µ. It implies that the mean of
the distribution is located at the center and it indicates the line of
demarcation in which the region occupied by the curve is divided into
halves.
5. The median and mode of the distribution are also located at the center of the
graph. This implies that in a normal distribution, the mean, median and mode
are equal.
6. The area under the curve bounded by the x-axis is equal to 1. The factor 2𝜋
in the probability density function ensures this area. Also, since the mean
divides the curve into halves, then 50% of the area is to the left of the mean
and the other 50% is to its right.
7. The standard deviation affects both the width and the height of the curve.
Figure 6.3 shows three graph with the same mean of 0 but with different standard
deviations.

If you notice, the standard deviation and the width of the curve are directly
related. A larger standard deviation corresponds to a wider curve. On the
contrary, the larger the standard deviation, the smaller the value of the variable at
x = µ.
8. In general, the graph of a normal distribution is a bell-shaped curve with two
inflection points, one on the left and another on the right. Inflection points are the
points that mark the change in the curve’s concavity.
Note that each inflection point of the normal curve is 𝜎 away from the mean.
9. The standard deviation precisely describes the spread of the normal curve.
In fact, approximately 68.3% of the values in the distribution are within one
standard deviation of the mean (from each side), 95.4% is within two
standard deviations of the mean and 99.7% is within three standard
deviations of the mean.
These properties will be very important as you explore further
the study of the normal distribution and its application.
Moreover, knowing the properties of the distribution will also
facilitate the solutions to some problems involving the
identification of the mean and standard deviation, as well as
the construction of the normal curve.
Example 1: Find the standard deviation of the normal distribution where 99.7% of the
values fall between 52 and 82.
Solution: The mean is the point halfway between 52 and 82. Thus,
52 + 82
𝜇=
2

134
𝜇=
2

𝜇 = 67
Since 99.7% of the values fall between 52 and 82, then by property 9, there are three
deviations from the mean, i.e., 𝜇 + 3𝜎 = 82. Solving for 𝜎,
𝜇 + 3𝜎 = 82
67 + 3𝜎 = 82
3𝜎 = 15
𝜎=5
Example 2: Assume that 68.3% of grade 11 students have heights between 1.5 and 1.7 m
and the data are normally distributed.
a) Find the mean.
b) Compute the standard deviation.
c) Construct the normal curve of the normal distribution.

Solution:
a) To find the mean, compute the value that is halfway between 1.5 and 1.7.

1.5 + 1.7
𝜇=
2

𝜇 = 1.6
The mean height is 1.6 m.
b) By property 9 of the given normal distribution, 68.3% accounts for 1
standard deviation of the mean. Therefore, 𝜇 − 𝜎 = 1.5 and 𝜇 + 𝜎 = 1.7.
Use the second equation to solve for the standard deviation,
substituting 𝜇 = 1.6.

𝜇 + 𝜎 = 1.7

1.6 + 𝜎 = 1.7

𝜎 = 0.1
c) To construct the normal curve, solve the corresponding values up to three standard
deviations of the mean (on both sides) using the normal density function.
The equation of the normal random variable is

1 −(𝑥− 𝜇)2
𝑓 𝑥 = 𝑒 2𝜎2
𝜎 2𝜋

−(𝑥− 1.6)2
1 2(0.1)2
𝑓 𝑥 = 𝑒
0.1 2𝜋

10 −(𝑥− 1.6)2
𝑓 𝑥 = 𝑒 0.02
2𝜋
Substituting the values of x in the equation,
10 −(1.3 − 1.6)2
𝑓 1.3 = 𝑒 0.02 ≈ 0.0443
2𝜋

10 −(1.4 − 1.6)2
𝑓 1.4 = 𝑒 0.02 ≈ 0.5399
2𝜋

10 −(1.5 − 1.6)2
𝑓 1.5 = 𝑒 0.02 ≈ 2.4197
2𝜋

10 −(1.6 − 1.6)2
𝑓 1.6 = 𝑒 0.02 ≈ 3.9894
2𝜋
 Using symmetry (property 4)

𝑓 1.7 = 𝑓 1.5
𝑓 1.8 = 𝑓 1.4
𝑓 1.9 = 𝑓 1.3
Organizing these values in a table,

x 1.3 1.4 1.5 1.6 1.7 1.8 1.9

y 0.0443 0.5399 2.4197 3.9894 2.4197 0.5399 0.0443
Plotting the points and sketching the curve, you will have: