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Grade 12 Maths · Unit 5: Probability distributions

The normal distribution

Find probabilities for normally distributed variables.

Many measurements, like heights, follow a normal distribution: a symmetric bell-shaped curve centred on the mean μ, with spread given by the standard deviation σ. We write X ~ N(μ, σ²).

About 68% of values lie within one σ of the mean and 95% within two. To find P(X > 23) for X ~ N(30, 5²), standardise: z = (23 − 30)/5 = −1.4, then P(Z > −1.4) = 0.919. A calculator's normal function can do this directly.

Worked example

X ~ N(30, 2²). Find P(X > 29) to 3 s.f.

  1. z = (29 − 30)/2 = −0.5.
  2. P(Z > −0.5) = 0.6915.

Answer:0.691

Key words

normal distribution
a symmetric bell-shaped distribution
z-score
(x − μ)/σ
standardise
convert to the standard normal Z ~ N(0, 1)
Practise this

New questions every time.

Common Core-referenced: HSS-ID.A.4