Standard Normal Distribution
What is the standard normal distribution?
- The standard normal distribution is a normal distribution where the mean is 0 and the standard deviation is 1
- It is denoted by
Why is the standard normal distribution important?
- Any normal distribution curve can be transformed to the standard normal distribution curve by a horizontal translation and a horizontal stretch
- Therefore we have the relationship:
- Where and
- Probabilities are related by:
- This will be useful when the mean or variance is unknown
- Some mathematicians use the function to represent
z-values
What are z-values (standardised values)?
- For a normal distribution the z-value (standardised value) of an x-value tells you how many standard deviations it is away from the mean
- If z = 1 then that means the x-value is 1 standard deviation bigger than the mean
- If z = -1 then that means the x-value is 1 standard deviation smaller than the mean
- If the x-value is more than the mean then its corresponding z-value will be positive
- If the x-value is less than the mean then its corresponding z-value will be negative
- The z-value can be calculated using the formula:
- This is given in the formula booklet
- z-values can be used to compare values from different distributions
Finding Sigma and Mu
How do I find the mean (μ) or the standard deviation (σ) if one of them is unknown?
- If the mean or standard deviation of is unknown then you will need to use the standard normal distribution
- You will need to use the formula
- or its rearranged form
- You will be given a probability for a specific value of
- or
- To find the unknown parameter:
- STEP 1: Sketch the normal curve
- Label the known value and the mean
- STEP 2: Find the z-value for the given value of x
- Use the Inverse Normal Distribution to find the value of such that or
- Make sure the direction of the inequality for is consistent with the inequality for
- Try to use lots of decimal places for the z-value or store your answer to avoid rounding errors
- You should use at least one extra decimal place within your working than your intended degree of accuracy for your answer
- STEP 3: Substitute the known values into or
- You will be given and one of the parameters (μ or σ) in the question
- You will have calculated z in STEP 2
- STEP 4: Solve the equation
How do I find the mean (μ) and the standard deviation (σ) if both of them are unknown?
- If both of them are unknown then you will be given two probabilities for two specific values of x
- The process is the same as above
- You will now be able to calculate two z -values
- You can form two equations (rearranging to the form is helpful)
- You now have to solve the two equations simultaneously (you can use your calculator to do this)
- Be careful not to mix up which z-value goes with which value of x
Worked Example
It is known that the times, in minutes, taken by students at a school to eat their lunch can be modelled using a normal distribution with mean μ minutes and standard deviation σ minutes.
Given that 10% of students at the school take less than 12 minutes to eat their lunch and 5% of the students take more than 40 minutes to eat their lunch, find the mean and standard deviation of the time taken by the students at the school.