5.2: The Standard Normal Distribution (2024)

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    • 5.2: The Standard Normal Distribution (1)
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    Learning Objectives
    • To learn what a standard normal random variable is.
    • To learn how to compute probabilities related to a standard normal random variable.
    Definition: standard normal random variable

    A standard normal random variable is a normally distributed random variable with mean \(\mu =0\) and standard deviation \(\sigma =1\). It will always be denoted by the letter \(Z\).

    The density function for a standard normal random variable is shown in Figure \(\PageIndex{1}\).

    5.2: The Standard Normal Distribution (2)

    To compute probabilities for \(Z\) we will not work with its density function directly but instead read probabilities out of Figure \(\PageIndex{2}\). The tables are tables of cumulative probabilities; their entries are probabilities of the form \(P(Z< z)\). The use of the tables will be explained by the following series of examples.

    Example \(\PageIndex{1}\)

    Find the probabilities indicated, where as always \(Z\) denotes a standard normal random variable.

    1. \(P(Z< 1.48)\).
    2. \(P(Z< -0.25)\).
    Solution
    1. Figure \(\PageIndex{3}\) shows how this probability is read directly from the table without any computation required. The digits in the ones and tenths places of \(1.48\), namely \(1.4\), are used to select the appropriate row of the table; the hundredths part of \(1.48\), namely \(0.08\), is used to select the appropriate column of the table. The four decimal place number in the interior of the table that lies in the intersection of the row and column selected, \(0.9306\), is the probability sought:

    \[P(Z< 1.48)=0.9306 \nonumber \]

    5.2: The Standard Normal Distribution (3)
    1. The minus sign in \(-0.25\) makes no difference in the procedure; the table is used in exactly the same way as in part (a): the probability sought is the number that is in the intersection of the row with heading \(-0.2\) and the column with heading \(0.05\), the number \(0.4013\). Thus \(P(Z< -0.25)=0.4013\).
    Example \(\PageIndex{2}\)

    Find the probabilities indicated.

    1. \(P(Z> 1.60)\).
    2. \(P(Z> -1.02)\).
    Solution
    1. Because the events \(Z> 1.60\) and \(Z\leq 1.60\) are complements, the Probability Rule for Complements implies that \[P(Z> 1.60)=1-P(Z\leq 1.60) \nonumber \] Since inclusion of the endpoint makes no difference for the continuous random variable \(Z\), \(P(Z\leq 1.60)=P(Z< 1.60)\), which we know how to find from the table in Figure \(\PageIndex{2}\). The number in the row with heading \(1.6\) and in the column with heading \(0.00\) is \(0.9452\). Thus \(P(Z< 1.60)=0.9452\) so \[P(Z> 1.60)=1-P(Z\leq 1.60)=1-0.9452=0.0548 \nonumber \] Figure \(\PageIndex{4}\) illustrates the ideas geometrically. Since the total area under the curve is \(1\) and the area of the region to the left of \(1.60\) is (from the table) \(0.9452\), the area of the region to the right of \(1.60\) must be \(1-0.9452=0.0548\).
    5.2: The Standard Normal Distribution (4)
    1. The minus sign in \(-1.02\) makes no difference in the procedure; the table is used in exactly the same way as in part (a). The number in the intersection of the row with heading \(-1.0\) and the column with heading \(0.02\) is \(0.1539\). This means that \(P(Z<-1.02)=P(Z\leq -1.02)=0.1539\). Hence \[P(Z>-1.02)=P(Z\leq -1.02)=1-0.1539=0.8461 \nonumber \]
    Example \(\PageIndex{3}\)

    Find the probabilities indicated.

    1. \(P(0.5<Z<1.57)\).
    2. \(P(-2.55<Z<0.09)\).
    Solution
    1. Figure \(\PageIndex{5}\) illustrates the ideas involved for intervals of this type. First look up the areas in the table that correspond to the numbers \(0.5\) (which we think of as \(0.50\) to use the table) and \(1.57\). We obtain \(0.6915\) and \(0.9418\), respectively. From the figure it is apparent that we must take the difference of these two numbers to obtain the probability desired. In symbols, \[P(0.5<Z<1.57)=P(Z<1.57)-P(Z<0.50)=0.9418-0.6915=0.2503 \nonumber \]
    5.2: The Standard Normal Distribution (5)
    1. The procedure for finding the probability that \(Z\) takes a value in a finite interval whose endpoints have opposite signs is exactly the same procedure used in part (a), and is illustrated in Figure \(\PageIndex{6}\) "Computing a Probability for an Interval of Finite Length". In symbols the computation is \[P(-2.55<Z<0.09)=P(Z<0.09)-P(Z<-2.55)=0.5359-0.0054=0.5305 \nonumber \]
    5.2: The Standard Normal Distribution (6)

    The next example shows what to do if the value of \(Z\) that we want to look up in the table is not present there.

    Example \(\PageIndex{4}\)

    Find the probabilities indicated.

    1. \(P(1.13<Z<4.16)\).
    2. \(P(-5.22<Z<2.15)\).
    Solution
    1. We attempt to compute the probability exactly as in Example \(\PageIndex{3}\) by looking up the numbers \(1.13\) and \(4.16\) in the table. We obtain the value \(0.8708\) for the area of the region under the density curve to left of \(1.13\) without any problem, but when we go to look up the number \(4.16\) in the table, it is not there. We can see from the last row of numbers in the table that the area to the left of \(4.16\) must be so close to 1 that to four decimal places it rounds to \(1.0000\). Therefore \[P(1.13<Z<4.16)=1.0000-0.8708=0.1292 \nonumber \]
    2. Similarly, here we can read directly from the table that the area under the density curve and to the left of \(2.15\) is \(0.9842\), but \(-5.22\) is too far to the left on the number line to be in the table. We can see from the first line of the table that the area to the left of \(-5.22\) must be so close to \(0\) that to four decimal places it rounds to \(0.0000\). Therefore \[P(-5.22<Z<2.15)=0.9842-0.0000=0.9842 \nonumber \]

    The final example of this section explains the origin of the proportions given in the Empirical Rule.

    Example \(\PageIndex{5}\)

    Find the probabilities indicated.

    1. \(P(-1<Z<1)\).
    2. \(P(-2<Z<2)\).
    3. \(P(-3<Z<3)\).
    Solution
    1. Using the table as was done in Example \(\PageIndex{3}\) we obtain \[P(-1<Z<1)=0.8413-0.1587=0.6826 \nonumber \] Since \(Z\) has mean \(0\) and standard deviation \(1\), for \(Z\) to take a value between \(-1\) and \(1\) means that \(Z\) takes a value that is within one standard deviation of the mean. Our computation shows that the probability that this happens is about \(0.68\), the proportion given by the Empirical Rule for histograms that are mound shaped and symmetrical, like the bell curve.
    2. Using the table in the same way, \[P(-2<Z<2)=0.9772-0.0228=0.9544 \nonumber \] This corresponds to the proportion 0.95 for data within two standard deviations of the mean.
    3. Similarly, \[P(-3<Z<3)=0.9987-0.0013=0.9974 \nonumber \] which corresponds to the proportion 0.997 for data within three standard deviations of the mean.

    Key takeaway

    • A standard normal random variable \(Z\) is a normally distributed random variable with mean \(\mu =0\) and standard deviation \(\sigma =1\).
    • Probabilities for a standard normal random variable are computed using Figure \(\PageIndex{2}\).
    5.2: The Standard Normal Distribution (2024)

    FAQs

    5.2: The Standard Normal Distribution? ›

    A standard normal random variable is a normally distributed random variable with mean μ=0 and standard deviation σ=1. It will always be denoted by the letter Z. The density function for a standard normal random variable is shown in Figure 5.2. 1.

    What is the 5th percentile of the standard normal distribution? ›

    After you've located 0.0505 inside the table, find its corresponding row (–1.6) and column (0.04). Put these numbers together and you get the z-score of –1.64. This is the 5th percentile for Z. In other words, 5% of the z-values lie below –1.64.

    What is the standard normal distribution? ›

    The standard normal distribution, also called the z-distribution, is a special normal distribution where the mean is 0 and the standard deviation is 1. Any normal distribution can be standardized by converting its values into z scores.

    What does 2.5 percent of the standard normal distribution lie above? ›

    The corresponding area is . 0250 which indicates that 2.5 percent of the distribution lies 1.96 standard deviations above the mean.

    What is normal distribution top 5 percent? ›

    1 Expert Answer

    **1.645 is the z-score associated with the top 5% or 95th percentile of the normal distribution. ** z-score = z-value at 15% of the total area of the normal distribution = -1.04 to two decimals.

    Is 5th percentile good or bad? ›

    Healthy children come in all shapes and sizes, and a baby who is in the 5th percentile can be just as healthy as a baby who is in the 95th percentile.

    What does a normal distribution of 5 significance level mean? ›

    Normal Distribution

    For example, the critical values for a 5 % significance test are: For a one-tailed test, the critical value is 1.645 . So the critical region is Z<−1.645 for a left-tailed test and Z>1.645 for a right-tailed test. For a two-tailed test, the critical value is 1.96 .

    What is a good normal distribution? ›

    The empirical rule, or the 68-95-99.7 rule, tells you where most of your values lie in a normal distribution: Around 68% of values are within 1 standard deviation from the mean. Around 95% of values are within 2 standard deviations from the mean. Around 99.7% of values are within 3 standard deviations from the mean.

    How do I calculate normal distribution? ›

    z = (X – μ) / σ

    where X is a normal random variable, μ is the mean of X, and σ is the standard deviation of X. You can also find the normal distribution formula here. In probability theory, the normal or Gaussian distribution is a very common continuous probability distribution.

    What is an acceptable normal distribution? ›

    A skewness value between -1 and +1 is generally acceptable for normal distribution. Values between -1 and -0.5 or between +0.5 and +1 might be moderately skewed. Values less than -1 or greater than +1 are typically regarded as highly skewed.

    How long do the longest 20% of pregnancies last? ›

    (c) How long do the longest 20% of pregnancies last? The longest 20% of pregnancies last at least 280 days.

    What is the 95th percentile of a normal distribution? ›

    Computing Percentiles
    PercentileZ
    75th0.675
    90th1.282
    95th1.645
    97.5th1.960
    7 more rows
    Jul 24, 2016

    What percentile is a pregnancy that lasts 240 days? ›

    Using technology: The command normalcdf(lower: –1000, upper: 240, µ: 266, σ: 16) gives an area of 0.0521. Step 3: Answer the question. About 5% of pregnancies last less than 240 days, so 240 days is at the 5th percentile of pregnancy lengths.

    How to find z-score of 5%? ›

    To find the z score for 0.05, we have to refer the Area Under Normal Distribution Table. z scores are given along the 1st column and 1st row. The table is populated with probability values or area under normal curve. The z score for 0.45 is the same as the z score for 0.05.

    What is average normal distribution? ›

    In a normal distribution, mean (average), median (midpoint), and mode (most frequent observation) are equal. These values represent the peak or highest point. The distribution then falls symmetrically around the mean, the width of which is defined by the standard deviation.

    What is 95% in a normal distribution? ›

    The 95% Rule states that approximately 95% of observations fall within two standard deviations of the mean on a normal distribution.

    What is the 5th quantile of the standard normal distribution? ›

    Let μ be the mean and σ be the standard deviation of a normal distribution. The 5% and 95% quantiles are μ−1.645σ and μ+1.645σ, respectively. So, σ=(μ−q.

    What does the 5th percentile value mean? ›

    Thus the 5th percentile is that value which marks off the lowest 5 per cent of the observations from the rest, the 50th percentile is the same as the median, and the 95th percentile exceeds all but 5 per cent of the values.

    What is the 5th percentile of the F distribution? ›

    The upper fifth percentile is the F-value x such that the probability to the right of x is 0.05, and therefore the probability to the left of x is 0.95. To find x using the F-table, we: Find the column headed by r 1 = 4 . Find the three rows that correspond to r 2 = 5 .

    How to find z-score for 5%? ›

    To find the z score for 0.05, we have to refer the Area Under Normal Distribution Table. z scores are given along the 1st column and 1st row. The table is populated with probability values or area under normal curve. The z score for 0.45 is the same as the z score for 0.05.

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