The normal distribution

Maths: Applications and Interpretation · Statistics and probability. The idea in plain words, the rules to remember, the mistake to avoid and a worked example, written and checked by Mega Lecture.

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The idea

Many measurements, such as heights, masses and times, follow a normal distribution. Its graph is a bell-shaped curve that is symmetrical about the mean μ, so the mean, median and mode are equal. The standard deviation σ controls how wide the bell is.

The area under the curve between two values is the probability that X lies between them. The total area is 1, with 0.5 on each side of the mean. Symmetry often gives an answer with no calculator.

For most questions use the calculator: normal cdf finds a probability from values, and inverse normal finds the value from a probability (an area to the left).

Rules to remember

Common mistake

Students enter the area on the wrong side in inverse normal. The calculator expects the area to the left, so for "the highest 5%" enter 0.95, not 0.05. Also enter the standard deviation σ, not the variance σ2.

Worked example

Test scores are normally distributed with mean 60 and standard deviation 10. Use the 68%, 95%, 99.7% guide to find P(40 < X < 70).

  1. 40 = 60 − 2 × 10 is 2 standard deviations below the mean; 70 = 60 + 10 is 1 standard deviation above
  2. P(40 < X < 60) = 0.95 ÷ 2 = 0.475
  3. P(60 < X < 70) = 0.68 ÷ 2 = 0.34
  4. Add: 0.475 + 0.34 = 0.815

Answer: P(40 < X < 70) ≈ 0.815

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