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.

  1. 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?).
  2. 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:

  1. 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].
  2. [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:

  1. [latex]–0.32[/latex],[latex]0.32[/latex], left, [latex]170[/latex]
  2. [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.

  1. 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?).
  2. 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:

 

  1. [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.
  2. [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].


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“6.1 The Standard Normal Distribution” in Introductory Statistics by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.

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Introduction to Statistics Copyright © 2022 by Valerie Watts is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License, except where otherwise noted.