Normal Distribution Quick Reference Card

Module 4: The Normal Distribution

KEY PROPERTIES: Bell-shaped • Symmetric • Mean = Median = Mode • Total area = 1

Essential Formulas

z-score: z = (x − μ) / σ

Converts to standard normal

Inverse: x = μ + zσ

Converts z-score to x-value

Notation

  • X ~ N(μ, σ) – normal distribution
  • Z ~ N(0, 1) – standard normal
  • z > 0 → above mean
  • z < 0 → below mean

Empirical Rule (68-95-99.7)

Range% of Data
μ ± 1σ~68%
μ ± 2σ~95%
μ ± 3σ~99.7%
Use for QUICK estimates without z-table!

Common z-values

Percentilez-valueArea Left
50th0.000.5000
90th1.6450.9000
95th1.960.9500
97.5th1.960.9750
99th2.5760.9900

Memorize these for faster work!

Checking Normality

Visual Methods

  • Histogram: Bell-shaped? Symmetric?
  • Q-Q Plot: Points on straight line?

Range Check

If normal, expect:

  • ~68% in [x̄ − s, x̄ + s]
  • ~95% in [x̄ − 2s, x̄ + 2s]

Finding Probabilities

Type 1: P(X < a)

  1. Calculate z = (a − μ) / σ
  2. Look up z in table → answer

Type 2: P(X > a)

  1. Calculate z = (a − μ) / σ
  2. Look up z → get P(Z < z)
  3. Answer = 1 − P(Z < z)

Type 3: P(a < X < b)

  1. z₁ = (a − μ) / σ, z₂ = (b − μ) / σ
  2. Look up both z-values
  3. Answer = P(Z < z₂) − P(Z < z₁)

Type 4: Finding Percentiles

  1. Find probability inside table → z
  2. x = μ + zσ

z-table Usage Guide

Standard z-table gives:

  • Area to the LEFT of z
  • This equals P(Z < z)
  • For z = 1.5 → 0.9332 means 93.32% below

Reading the table:

  • Row = first two digits (e.g., 1.2)
  • Column = second decimal (e.g., 0.05)
  • Example: z = 1.25 → row 1.2, col 0.05

Decision Tree

Problem Type?

  • Given x, find P? → x to z, use table
  • Given P, find x? → table to z, z to x
  • "Less than"? → Direct table lookup
  • "Greater than"? → 1 − table value
  • "Between"? → Subtract two table values
  • Percentile? → Inverse lookup

Common Mistakes

  • Forgetting to convert x to z first
  • Wrong formula: (μ − x)/σ instead of (x − μ)/σ
  • Not subtracting from 1 for P(X > a)
  • Assuming all data is normal
  • Sign errors: negative z = below mean
  • Using σ² instead of σ in formula

Quick Tips for Success

Example Walkthrough

Problem: IQ ~ N(100, 15). Find P(IQ > 120).
Step 1: z = (120 − 100) / 15 = 20/15 = 1.33
Step 2: Table: P(Z < 1.33) = 0.9082
Step 3: P(Z > 1.33) = 1 − 0.9082 = 0.0918
Answer: 9.18% of people have IQ > 120
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