Normal distribution is a continuous probability distribution that is symmetric about the mean, forming a bell-shaped curve. It describes how values are distributed in many natural phenomena, such as heights, IQ scores, or measurement errors.
It is symmetric about the mean. Mean = Median = Mode The total area under the curve is 1. 68% of values lie within 1 standard deviation, 95% within 2, and 99.7% within 3. The curve is asymptotic to the x-axis.
It’s used in: Statistical inference Quality control Natural and social sciences Standardized testing (IQ, SAT, etc.) Financial modeling
Normal Distribution is continuous; Binomial is discrete. Binomial becomes approximately normal when n is large and p is not too close to 0 or 1. Normal has mean μ and standard deviation σ; binomial has n trials and probability p.
A standard normal distribution is a normal distribution with mean 0 and standard deviation 1. It is often denoted by the variable ZZ and used in Z-score calculations.
Use: Histogram or bell curve shape Normal Q-Q plot Shapiro-Wilk test / Anderson-Darling test Skewness and kurtosis analysis
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Normal Distribution
Normal Distribution is a continuous probability distribution that is symmetric about its mean, forming a bell-shaped curve. It represents how data values are distributed around the average, with most values clustering near the mean and fewer appearing as you move away. In a normal distribution, the mean, median, and mode are all equal. It is widely used in statistics, natural sciences, and social sciences to model real-world phenomena like height, test scores, and measurement errors.
1.0Define Normal Distribution
A Normal Distribution is a continuous probability distribution that is symmetric about its mean, indicating that data near the mean are more frequent in occurrence than data far from the mean. It is also known as the Gaussian distribution.
2.0Normal Distribution Definition
A Normal Distribution is a bell-shaped probability distribution curve where the mean, median, and mode of the data are equal, and the data is symmetrically distributed around the mean.
3.0What Do You Mean by Normal Distribution?
The Normal Distribution is a statistical model that describes how data values are distributed. In many natural processes—like height, weight, test scores, etc.—the data tend to cluster around a central value with no bias left or right, forming a symmetrical bell-shaped curve.
4.0Normal Distribution Formula
The probability density function (PDF) of a normal distribution is given by:
f(x)=σ2π1e−2σ2(x−μ)2
Where:
μ: Mean of the distribution
σ: Standard deviation
x: Variable
e: Euler's number (~2.718)
π: Pi (~3.1416)
5.0Normal Distribution Graph
The graph is a bell-shaped curve.
The highest point is at the mean μ.
The area under the curve represents probability and is always equal to 1.
The curve is symmetrical about the mean.
6.0What Are the Five Properties of a Normal Distribution?
Symmetry: The curve is symmetric about the mean.
Mean = Median = Mode: All are equal in a normal distribution.
Asymptotic: The tails approach the x-axis but never touch it.
Bell-shaped Curve: Peaks at the mean and tapers off toward both ends.
68-95-99.7 Rule:
68% of data falls within 1 standard deviation
95% within 2 standard deviations
99.7% within 3 standard deviations
7.0Normal Distribution Examples
Example 1: Heights of People
If adult male heights are normally distributed with a mean of 175 cm and a standard deviation of 10 cm, about 68% of men have heights between 165 cm and 185 cm.
Example 2: Test Scores
In a class, scores are normally distributed with mean μ = 70 and σ = 5. Then:
~68% of students scored between 65 and 75.
~95% scored between 60 and 80.
8.0Normal Distribution Uses
Normal distribution is used in:
Statistical inference and hypothesis testing
Quality control and manufacturing
Natural and social sciences
Finance and economics
Standardized testing (e.g., SAT, IQ scores)
9.0What Is Normal and Binomial Distribution?
Feature
Normal Distribution
Binomial Distribution
Type
Continuous
Discrete
Shape
Bell curve
Skewed or symmetrical depending on parameters
Parameters
Mean μ, Std. deviation σ
Number of trials n, Probability p
Application
Natural data (height, scores)
Counting success/failure outcomes
Approximation
Approximates binomial for large n
Can be approximated by normal if np(1-p) is large
10.0Solved Example on Normal Distribution
Example 1: The scores on a math test are normally distributed with a mean of 70 and a standard deviation of 5. What percentage of students scored between 65 and 75?
Solution:
Since 65 and 75 are within 1 standard deviation from the mean:
μ=70σ=5Range:μ±σ=70±5=[65,75]
By the 68–95–99.7 rule, 68% of data lies within 1 standard deviation.
Answer: 68%
Example 2: Heights of adult men are normally distributed with mean 175 cm and standard deviation 10 cm. What is the probability that a randomly selected man is taller than 190 cm?
Solution:
Step 1: Find the Z-score
Z=10190−175=1.5
Step 2: Find P(Z > 1.5) from standard normal table
P(Z > 1.5) = 1 - P(Z < 1.5) = 1 - 0.9332 = 0.0668
Answer: 6.68%
Example 3: In a normal distribution with mean 80 and standard deviation 8, what score corresponds to the 90th percentile?
Solution:
Step 1: Find Z for 90th percentile ⇒ Z=1.28Z = 1.28 (from Z-table)
Step 2: Convert Z to raw score using:
X=μ+Zσ=80+1.28×8=80+10.24=90.24
Answer: Approximately 90.24
Example 4: IQ scores are normally distributed with a mean of 100 and standard deviation of 15. What is the probability that a person has an IQ between 85 and 115?
Solution:
Step 1: Find Z-scores:
Z1=1585−100=−1,Z2=15115−100=1
Step 2: Find probabilities:
P(−1<Z<1)=P(Z<1)−P(Z<−1)=0.8413−0.1587=0.6826
Answer: 68.26%
Example 5: In a normal distribution with mean \mu = 60 and \sigma = 4, find the probability that a randomly chosen value is less than 54.
Solution:
Step 1: Z=454−60=−1.5
Step 2: P(Z<−1.5)=0.0668
Answer: 6.68%
11.0Practice Questions on Normal Distribution
A set of test scores is normally distributed with mean 80 and standard deviation 6. Find the percentage of scores between 74 and 86.
IQ scores are normally distributed with μ = 100, σ = 15. What proportion of people have an IQ over 130?
A factory produces rods with length normally distributed, mean 20 cm and σ = 0.5. What's the probability a rod is longer than 21 cm?
Table of Contents
1.0Define Normal Distribution
2.0Normal Distribution Definition
3.0What Do You Mean by Normal Distribution?
4.0Normal Distribution Formula
5.0Normal Distribution Graph
6.0What Are the Five Properties of a Normal Distribution?