Statistics Notes The Standard Normal Distribution

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Statistics The Standard Normal Distribution


The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1.

Recall that all normally distributed variables can be transformed into the standard normally distributed variable by using the formula for the standard score: x z 


If each data value of a normally distributed random variable x is transformed into a z-score, the result will be the standard normal distribution.


In theory, we can convert any normal distribution into a standard normal distribution giving us a universal scale to find the probability of any interval within our normal distribution.


Using left-tail style standard normal distribution table 1. For areas to the left of a specified z value, use the table entry directly.


Example 1. Blah, blah, blah, word problem, blah, blah, blah. z score is 1.58 determined by using our z formula. Yay. Find the probability of z < 1.58. For areas to the left of a specified z value, use the table entry directly. Or we can use that wonderful graphing utility.


2. For areas to the right of a specified z value, look up the table entry for z and subtract the area from 1. Another way to find the same area is to use the symmetry of the normal curve and look up the table entry for –z.


Example 2. Blah, blah, blah, another word problem. z score is –1.23. Find the probability of z > –1.23. For areas to the right of a specified z value, look up the table entry for z and subtract the area from 1.


3. For areas between two z values, z1 and z2 (where z2 > z1), subtract the table area for z1 from the table area for z2.


Example 3. That’s right, another word problem. z scores –2.00 and 1.50. Find the probability of –2.00 < z < 1.50. For areas between two z values, z1 and z2 (where z2 > z1), subtract the table area for z1 from the table area for z2.



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