This topic introduces the basic concept of Normal Distribution, which is the most common type of Continuous Probability Distribution.

Lesson 1 of 3: Learning Outcomes

At the end of this lesson, you should be able to:

1. Calculate probabilities, the mean and standard deviation of the Normal distribution using the conversion formula and the Z table.

Lesson 2 of 3: Standard Normal Distribution (20 mins)

A normal random variable can have many different values of mean and variance.

When the mean = 0 and variance = 1, we call it a standard normal random variable, denoted as Z.

Probability Values or Areas Under the Standard Normal Curve

Since total area under the curve is 1.0, then by symmetry, the area on either side of the mean is 0.5.

Although Z values can be negative, probability values or areas under the Z curve must be positive.

Conversion to Standard Normal Distribution

Standard Normal Table

Given a Normal Distribution, there are 3 steps to calculate its probability as follows:

Example 1:

Given that X ~N(2,5), find P(X≤  3).

• Step 1 : Find the z score