The Standard Normal

Distribution

A standard normal distribution is a normal distribution with

mean 0 and standard deviation 1. Areas under this curve

can be found using a standard normal table (Table A in the

Moore and Moore & McCabe textbooks). All introductory

statistics texts include this table. Some do format it

differently. From the 68-95-99.7 rule we know that for a

variable with the standard normal distribution, 68% of the

observations fall between -1 and 1 (within 1 standard

deviation of the mean of 0), 95% fall between -2 and 2

(within 2 standard deviations of the mean) and 99.7% fall

between -3 and 3 (within 3 standard deviations of the

mean).
No naturally measured variable has this distribution.

However, all other normal distributions are equivalent to

this distribution when the unit of measurement is changed

to measure standard deviations from the mean. (That's why

this distribution is important--it's used to handle problems

involving any normal distribution.)

Recall that a density curve models relative frequency as

area under the curve.

Assume throughout this document then that we are

working with a variable Z that has a standard normal

distribution. The letter Z is usually used for such a variable,

the small letter z is used to indicate the generic value that

the variable may take.

Question: What is the relative frequency of observations

below 1.18?

That is, find the relative frequency of the event Z < 1.18.

(Here small z is 1.18.)

Step 1

Sketch the curve. Identify--on the measurement

(horizontal/X) axis--the indicated range of values.

The event Z < 1.18 is shaded in green. Events and

possibilities are one in the same.

Step 2

The relative frequency of the event is equal to the area

under the curve over the description of the event.

interactive!) to find this area. In Table A values on the

measurement axis are listed along the margins and areas

within the table. Now, a complete copy of the table is not

here (too big; The blue area is the relative frequency of the
event Z < 1.18. This area appears to be approximately 85%-

90%. A good sketch will help you verify your answer.

Step 3

Use the standard normal table in your text (and, hopefully,

soon to be on this site and somebody--probably me--would

have to type all those numbers in). But, here's an abridged

version.

z .00 .01 ... .08 .09

0.0 .5000 .5040 ... .5319 .5359

0.1 .5398 .5438 ... .5714 .5753

... ... ... ... ... ...

1.0 .8413 .8438 ... .8599 .8621

1.1 .8643 .8665 ... .8810 8830

1.2 .8849 .8869 ... .8997 .9015

... ... ... ... ... ...

Corresponding to a measurement value of z = 1.18 is an

area of 0.8810. This is exactly the answer to the question!

Notice that it agrees with the picture as well as the original

"guess." For any value z the table supplies the area under

the curve over the region to the left of z. Again, area =

relative frequency.
For a standard normal variable the relative frequency of

observations falling below 1.18 is 0.8810. (Also,

for anynormal distribution, 0.8810 or 88.1% of the

observations fall below 1.18 times the standard deviation

above the mean.)

Answer: 0.8810 or 88.10%.

Question: What is the relative frequency of observations

below -0.63?
 1. Identify the range of values described by "below -

0.63" (shaded green).

2. Identify the area you need to find (shaded blue).

3. Look-up the appropriate area in your table. (Be

careful to choose the "negative" portion of your

table--look up -0.63.) That area is 0.2643. For a

standard normal variable the relative frequency of

observations falling below -0.63 is 0.2643. (Also,

for any normal distribution, 0.2643 or 26.43% of the

observations fall below 0.63 times the standard

deviation below the mean. Below because -0.63 is

negative.)

Answer: 0.2643 or 26.43%.

Question: What is the relative frequency of observations

above -1.48?
 1. Identify the range of values described by "above -

1.48" (shaded green).

2. Identify the area you need to find (shaded blue). It

appears to be about 95%

3. Use the value -1.48 to look up an area in your table.

However, be careful. Doing so gives you 0.0694--this

is nowhere near 0.95--our initial guess. That's

because the table is oriented to find areas under the

curve to the left of. . . So, in fact, looking up -1.48 has

found the answer to the question What is the relative

frequency of measurements falling below -1.48. This

range, z < -1.48 (in gray) and the associated area

0.0694 (in purple) are shown below.

There are two ways to proceed. They are, of course,

equivalent.
 Since 0.0694 of the observations fall below -1.48, the

remaining 0.9306 = 1 - 0.0694 must fall above -1.48.

Since the total area under the curve is exactly 1, and

the purple area is 0.0694, the blue area must be 1 -

0.0694 = 0.9306.

In other words, subtraction from 1 is necessary.

93.06% of the observations fall above -1.48.

(For any normal distribution, 0.9306 or 93.06% of the

observations fall above 1.48 times the standard deviation

below the mean.)

Answer: 0.9306 or 93.06%.

Question: What is the relative frequency of the event -1.65

< Z < 1.65?

First, a < b < c means "b is between a and c." So here we

want the relative frequency of observations falling between

-1.65 and +1.65.

1. Identify the range of values described by "between -

1.65 and 1.65" (shaded green).

2. Identify the area you need to find (shaded blue). It

appears to be about 90%.

3. We use the table to identify this area.

When you look up -1.65 you find an area of 0.0495. This is

the area under the curve (purple) over the region leftof -1.65

(shaded red).
When you look up +1.65 you find an area of 0.9505. This is

the area under the curve (blue and purple combined) over

the region left of +1.65 (shaded gray).

Again, there are two ways to proceed. If 95.05% of

the observations fall below 1.65 and 4.95% of the

observations fall below -1.65 then 90.10% = 95.05% -

5.05% must fall between -1.65 and 1.65.

You can see that the relative frequency of Z < 1.65 is

then 0.9505. However, this relative frequency (area)

 includes the relative frequency of Z < -1.65. Merely

subtract this second relative frequncy out. The area

under the curve over the region between -1.65 and

+1.65 is 0.9595 - 0.0495 = 0.9010.

Answer: 0.9010 or 90.10%.

Question: Find the value z such that the event Z > z has

relative frequency 0.80.

That is, find the value z such that 0.80, or 80%, of the

observations are greater than z.

You should note right away that this problem is different.

Here we are given a relative frequency (0.20) and asked to

find a corresponding measurement value (z). You don't

know what z is, but you do know that 20% of the

observations (20% of the area under the curve) lie to the

right of z.
To begin it helps to identify approximately where this value

might be. Since 20% of the area under the curve

(shaded purple) must be to the right

of z (shaded gray), z must be above 0. The picture below

merely "guesses" where z is--the objective is to find its

precise position.

Since this problem begins in an opposite fashion, you

might guess the procuedure for a solution works in the

opposite order. Your guess is correct!

We already know an area under the curve. However, the

area we know is above the region to the right of z. The table

handles areas under the curve to the left of values. The

area under the curve (blue) over the region left of z(red) is

0.8000. (Or...given that 20% of the values are to lie above z,

it must be the case that 80% of the values lie below z.)
Reverse the steps used previously.

Look up an area of 0.8000. Areas are found on the inside of

the table. There is no value exactly equal to 0.8000, choose

the closest one--0.7995.

Now, from the margins, find the value z that accompanies

this area. That value is 0.84.

Since the relative frequency of observations below 0.84 is

0.7995 (approximately 0.80), the relative frequency of

values above 0.84 is 0.2005 (approximately 0.20).

Answer: 0.84 (because 20% of the observations are above

0.84).

You've found the 80th percentile! The 80th percentile of the

standard normal distribution is 0.84. That's because 80% of

the observations fall below 0.84. (Note: The 80th percentile

of every normal distribution is 0.84 times the standard

deviation above the mean.)