5.4 The Standard Normal Distribution
LEARNING OBJECTIVES
- Recognize the standard normal probability distribution and apply it appropriately
The standard normal distribution is the normal distribution with [latex]\mu=0[/latex] and [latex]\sigma=1[/latex]. The normal random variable associated with the standard normal distribution is denoted [latex]Z[/latex].
For any normal distribution with mean [latex]\mu[/latex] and standard deviation [latex]\sigma[/latex], a [latex]z[/latex]-score is the number of the standard deviations a value [latex]x[/latex] is from the mean. For example, if a normal distribution has [latex]\mu=5[/latex] and [latex]\sigma=2[/latex], then for [latex]x=11[/latex]
[latex]\displaystyle{11=x = \mu + z \times \sigma = 5 + 3 \times 2}[/latex]
In this case, [latex]z=3[/latex]. We would say that [latex]11[/latex] is three standard deviations above (or to the right of) the mean.
The standard normal distribution is a normal distribution of these standardized [latex]z[/latex]-scores. For any normal distribution with mean [latex]\mu[/latex] and standard deviation [latex]\sigma[/latex], we can transform the normal distribution to the standard normal distribution using the formula
[latex]\displaystyle{z=\frac{x - \mu}{\sigma}}[/latex]
where [latex]x[/latex] is a value from the normal distribution. The [latex]z[/latex]-score is the number of standard deviations the value [latex]x[/latex] is above (to the right of) or below (to the left of) the mean [latex]\mu[/latex]. Values of [latex]x[/latex] that are larger than the mean have positive [latex]z[/latex]-scores and values of [latex]x[/latex] that are smaller than the mean have negative [latex]z[/latex]-scores. If [latex]x[/latex] equals the mean, then [latex]x[/latex] has a [latex]z[/latex]-score of zero.
EXAMPLE
Suppose a normal distribution has mean [latex]\mu = 5[/latex] and standard deviation [latex]\sigma = 6[/latex].
For [latex]x = 17[/latex], the [latex]z[/latex]-score is
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{17-5}{6} \\ & = & 2 \end{eqnarray*}[/latex]
This tells us that [latex]x = 17[/latex] is two standard deviations ([latex]2 \times \sigma[/latex]) above or to the right of the mean [latex]\mu = 5[/latex]. Notice that [latex]x=5 + 2 \times 6 = 17[/latex]
For [latex]x = 1[/latex], the [latex]z[/latex]-score is
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{1-5}{6} \\ & = & -0.666... \end{eqnarray*}[/latex]
This tells us that [latex]x=1[/latex] is [latex]0.666...[/latex] standard deviations ([latex]-0.666... \times \sigma[/latex]) below or to the left of the mean [latex]\mu=5[/latex]. Notice that [latex]x=5+(-0.666...)\times 6 = 1[/latex]
NOTES
- When [latex]z[/latex] is positive, [latex]x[/latex] is above or to the right of the mean [latex]\mu[/latex]. In other words, [latex]x[/latex] is greater than [latex]\mu[/latex].
- When [latex]z[/latex] is negative, [latex]x[/latex] is below or to the left of the mean [latex]\mu[/latex]. In other words, [latex]x[/latex] is less than [latex]\mu[/latex].
TRY IT
What is the [latex]z[/latex]-score of [latex]x=1 [/latex] for a normal distribution with [latex]\mu=12[/latex] and [latex]\sigma=3[/latex]?
Click to see Solution
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{1-12}{3} \\ & = & -3.666...\end{eqnarray*}[/latex]
Watch this video: Normal Distribution Problems: z-score | Probability and Statistics | Khan Academy by Khan Academy [7:47]
EXAMPLE
Some doctors believe that a person can lose five pounds, on the average, in a month by reducing his or her fat intake and by exercising consistently. Suppose the amount of weight (in pounds) a person loses in a month has a normal distribution with [latex]\mu=5[/latex] and [latex]\sigma=2[/latex]. Fill in the blanks.
- Suppose a person lost ten pounds in a month. The [latex]z[/latex]-score when [latex]x = 10[/latex] pounds is [latex]z = 2.5[/latex] (verify). This [latex]z[/latex]-score tells you that [latex]x = 10[/latex] is ________ standard deviations to the ________ (right or left) of the mean _____ (What is the mean?).
- Suppose a person gained three pounds (a negative weight loss). Then [latex]z[/latex]= __________. This [latex]z[/latex]-score tells you that [latex]x = –3[/latex] is ________ standard deviations to the __________ (right or left) of the mean.
Solution:
- This [latex]z[/latex]-score tells you that [latex]x = 10[/latex] is [latex]2.5[/latex] standard deviations to the right of the mean [latex]5[/latex].
- [latex]z= –4[/latex]. This [latex]z[/latex]-score tells you that [latex]x = –3[/latex] is [latex]4[/latex] standard deviations to the left of the mean.
EXAMPLE
Suppose [latex]X[/latex] is a normal random variable with [latex]\mu=5[/latex] and [latex]\sigma=6[/latex] and [latex]Y[/latex] is a normal random variable with [latex]\mu=2[/latex] and [latex]\sigma=1[/latex].
Suppose [latex]x=17[/latex]:
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{17-5}{6} \\ & = & 2 \end{eqnarray*}[/latex]
The [latex]z[/latex]-score for [latex]x= 17[/latex] is [latex]z = 2[/latex], which means that [latex]17[/latex] is [latex]2[/latex] standard deviations to the right of the mean [latex]\mu=5[/latex].
Suppose [latex]y=4[/latex]:
[latex]\begin{eqnarray*} z & = & \frac{y-\mu}{\sigma} \\ & = & \frac{4-2}{1} \\ & = & 2 \end{eqnarray*}[/latex]
The [latex]z[/latex]-score for [latex]y = 4[/latex] is [latex]z = 2[/latex], which means that [latex]4[/latex] is [latex]2[/latex] standard deviations to the right of the mean [latex]\mu=2[/latex].
Therefore, [latex]x = 17[/latex] and [latex]y = 4[/latex] are both two (of their own) standard deviations to the right of their respective means. In other words, compared the the mean of their corresponding distributions, [latex]x=17[/latex] and [latex]y=4[/latex] have the same relative position.
NOTE
The [latex]z[/latex]-score allows us to compare data that are scaled differently by considering the data’s position relative to its mean. To understand the concept, suppose [latex]X[/latex] represents weight gains for one group of people who are trying to gain weight in a six week period and [latex]Y[/latex] measures the same weight gain for a second group of people. A negative weight gain would be a weight loss. Because [latex]x = 17[/latex] and [latex]y= 4[/latex] are each two standard deviations to the right of their means, they represent the same, standardized weight gain relative to their means.
TRY IT
Fill in the blanks.
Jerome averages [latex]16[/latex] points a game with a standard deviation of [latex]4[/latex] points. Suppose Jerome scores [latex]10[/latex] points in a game. The [latex]z[/latex]–score when [latex]x = 10[/latex] is [latex]–1.5[/latex]. This score tells you that [latex]x = 10[/latex] is _____ standard deviations to the ______(right or left) of the mean______(What is the mean?).
Click to see Solution
- 1.5, left, 16
EXAMPLE
The height of 15 to 18-year-old males from Chile from 2009 to 2010 follow a normal distribution with mean [latex]170[/latex]cm and standard deviation [latex]6.28[/latex]cm.
a. Suppose a 15 to 18-year-old male from Chile was [latex]168[/latex]cm tall from 2009 to 2010. The [latex]z[/latex]-score when [latex]x = 168[/latex]cm is [latex]z[/latex] = _______. This [latex]z[/latex]-score tells you that [latex]x = 168[/latex] is ________ standard deviations to the ________ (right or left) of the mean _____ (What is the mean?).
b. Suppose that the height of a 15 to 18-year-old male from Chile from 2009 to 2010 has a [latex]z[/latex]-score of [latex]z = 1.27[/latex]. What is the male’s height? The [latex]z[/latex]-score ([latex]z = 1.27[/latex]) tells you that the male’s height is ________ standard deviations to the __________ (right or left) of the mean.
Solution:
- [latex]–0.32[/latex],[latex]0.32[/latex], left, [latex]170[/latex]
- [latex]177.98[/latex], [latex]1.27[/latex], right
TRY IT
The height of 15 to 18-year-old males from Chile from 2009 to 2010 follow a normal distribution with mean [latex]170[/latex]cm and standard deviation [latex]6.28[/latex]cm.
- Suppose a 15 to 18-year-old male from Chile was [latex]176[/latex]cm tall from 2009 to 2010. The [latex]z[/latex]-score when [latex]x = 176[/latex]cm is [latex]z[/latex]= _______. This [latex]z[/latex]-score tells you that [latex]x = 176[/latex]cm is ________ standard deviations to the ________ (right or left) of the mean _____ (What is the mean?).
- Suppose that the height of a 15 to 18-year-old male from Chile from 2009 to 2010 has a [latex]z[/latex]-score of [latex]z = –2[/latex]. What is the male’s height? The [latex]z[/latex]-score ([latex]z = –2[/latex]) tells you that the male’s height is ________ standard deviations to the __________ (right or left) of the mean.
Click to see Solution:
- [latex]\displaystyle{z=\frac{x-\mu}{\sigma}=\frac{176-170}{6.28}=0.96}[/latex]. This [latex]z[/latex]-score tells you that [latex]x = 176[/latex]cm is [latex]0.96[/latex] standard deviations to the right of the mean [latex]170[/latex]cm.
- [latex]\displaystyle{x=\mu+z \times \sigma=170+(-2)\times 6.28 = 157.44}[/latex]cm, The [latex]z[/latex]-score ([latex]z = –2[/latex]) tells you that the male’s height is [latex]2[/latex] standard deviations to the left of the mean.
EXAMPLE
From 2009 to 2010, the height of 15 to 18-year-old males from Chile from 2009 to 2010 follows a normal distribution with mean [latex]170[/latex]cm and standard deviation [latex]6.28[/latex]cm. Let [latex]X[/latex] be the height of a 15 to 18-year-old male from Chile in 2009 to 2010.
From 1984 to 1985, the heights of 15 to 18-year-old males from Chile follows a normal distribution with mean [latex]172.36[/latex]cm and standard deviation [latex]6.34[/latex]cm. Let [latex]Y[/latex] be the height of a 15 to 18-year-old male from Chile in 1984 to 1985.
Find the [latex]z[/latex]-scores for [latex]x = 160.58[/latex] cm and [latex]y = 162.85[/latex] cm. Interpret each [latex]z[/latex]-score. What can you say about [latex]x = 160.58[/latex]cm and [latex]y = 162.85[/latex] cm?
Solution:
The [latex]z[/latex]-score for [latex]x = 160.58[/latex] is
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{160.58-170}{6.28} \\ & = & -1.5 \end{eqnarray*}[/latex]
The [latex]z[/latex]-score for [latex]y = 162.58[/latex] is
[latex]\begin{eqnarray*} z & = & \frac{y-\mu}{\sigma} \\ & = & \frac{162.85-172.36}{6.34} \\ & = & -1.5 \end{eqnarray*}[/latex]
Both [latex]x = 160.58[/latex] and [latex]y = 162.85[/latex] deviate the same number of standard deviations from their respective means and in the same direction.
TRY IT
In 2012, [latex]1,664,479[/latex] students took the SAT exam. The distribution of scores in the verbal section of the SAT followed a normal distribution with a mean of [latex]496[/latex] and a standard deviation of [latex]114[/latex].
Find the [latex]z[/latex]-scores for Student 1 with a score of [latex]325[/latex]and for Student 2 with a score of [latex]366.21[/latex]. Interpret each [latex]z[/latex]-score. What can you say about these two students’ scores?
Click to see Solution
For Student 1:
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{325-496}{114} \\ & = & -1.5 \end{eqnarray*}[/latex]
For Student 2:
[latex]\begin{eqnarray*} z & = & \frac{x-\mu}{\sigma} \\ & = & \frac{366.21-496}{114} \\ & = & -1.138... \end{eqnarray*}[/latex]
Student 2 scored closer to the mean than Student 1 and, because they both had negative [latex]z[/latex]-scores, Student 2 had the better score.
Concept Review
The standard normal distribution is the normal distribution with a mean of 0 and a standard deviation of 1. A [latex]z[/latex]-score is a standardized value that allows us to transform any normal distribution back to standard normal. The formula for a [latex]z[/latex]-score is [latex]\displaystyle{z=\frac{x-\mu}{\sigma}}[/latex]. The value of the [latex]z[/latex]-score for a value [latex]x[/latex] from a normal distribution with [latex]\mu[/latex] and standard deviation [latex]\sigma[/latex] tells us how many standard deviations [latex]x[/latex] is above (greater than) or below (less than) [latex]\mu[/latex].
Attribution
“6.1 The Standard Normal Distribution” in Introductory Statistics by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.