Normal Distribution Measurements

The normal distribution is represented by that familiar bell-shaped curve you've seen in your textbooks. This curve shows how data is distributed around a mean (average) value.

The chart shows how values are distributed in standard deviations from the mean. About 34.13% of values fall between the mean and one standard deviation above it, while another 34.13% fall between the mean and one standard deviation below it. This means roughly 68% of all values fall within one standard deviation of the mean.

Quick Tip: When you see percentile ranks (like scoring in the 90th percentile), they correspond directly to positions on this curve. A z-score of +1.28 puts you at about the 90th percentile!

Various score scales—like z-scores, T-scores, and IQ scores—are just different ways to represent the same distribution. For example, a z-score of +2 corresponds to a T-score of 70 and an IQ of about 130.

The Standard Normal Distribution and Empirical Rule

The normal distribution is super relevant because so many things in our world follow this pattern naturally. Heights, pregnancy lengths, IQ scores, standardized test results, and even blood pressure measurements all tend to be normally distributed.

When working with normal distributions, we have several goals: computing z-scores, comparing data values, understanding both normal and standard normal distributions, and calculating probabilities using the Empirical Rule.

For example, IQ scores follow a normal distribution with a mean (μ) of 100 and a standard deviation (σ) of 15. This means most people have IQs between 85 and 115, while very high or very low scores become increasingly rare as you move away from the mean.

Understanding Z-Scores

Z-scores are powerful tools that tell you exactly how many standard deviations a data value sits from the mean. They're incredibly useful because they have no units, allowing you to compare values from completely different datasets.

The formula for calculating a z-score is straightforward: z = $data value - mean$ / standard deviation

For example, if the mean weight of something is 100g with a standard deviation of 15.7g, and you measure a sample at 123.9g, the z-score would be (123.9 - 100) / 15.7 = 1.52. This means your sample is 1.52 standard deviations above the mean.

Remember: A positive z-score means the value is above the mean, while a negative z-score means it's below the mean. The further from zero, the more unusual the value!

Z-scores also serve as the scale for the horizontal axis on a standard normal distribution, making them essential for converting between different normal distributions.

Comparing Z-Scores

Z-scores let you compare apples to oranges—or in this case, fruit flies to oranges! When comparing different types of measurements, z-scores reveal which value is more unusual relative to its own group.

Let's calculate: For a fruit fly that lived 22 days (when the mean is 27.3 days with standard deviation of 6.7 days), the z-score is (22 - 27.3) / 6.7 = -0.79. This means the fly lived 0.79 standard deviations less than average.

For a navel orange weighing 131g (mean 140g, standard deviation 9.8g), the z-score is (131 - 140) / 9.8 = -0.92. This orange weighs 0.92 standard deviations less than average.

Comparing these z-scores $-0.79 vs. -0.92$ shows the orange is actually more unusual relative to other oranges than the fruit fly is compared to other flies, even though they're completely different things being measured!

Properties of a Normal Distribution

A normal distribution is that classic bell-shaped curve that appears throughout statistics. Understanding its properties is crucial for working with real-world data.

The normal distribution is perfectly symmetric about the mean, which means the mean, median, and mode are all the same value. Exactly 50% of values fall on each side of the mean. The width and height of the curve are determined by the standard deviation—a larger standard deviation creates a wider, flatter curve.

The total area under any probability distribution curve equals 1 (or 100%), representing the entire population. When looking at a specific range on the horizontal axis, the area under that portion of the curve tells you what percentage of the population falls within that range of values.

Visual Insight: Think of the normal curve as a mountain with the peak at the mean. As you move away from the peak in either direction, the elevation (frequency) decreases at exactly the same rate on both sides.

We can write any normal distribution as N(mean, standard deviation), such as N(100, 15) for IQ scores.

The Standard Normal Distribution

The standard normal distribution is a special case of the normal distribution where the mean equals 0 and the standard deviation equals 1. We write it as N(0,1).

This standardized form maintains all the properties of any normal distribution—it's bell-shaped, symmetric about the mean, and has a total area of 1 under the curve. The key difference is its scale: the horizontal axis is measured in z-scores instead of raw values.

The standard normal distribution serves as a universal reference point. By converting any normal distribution to the standard form using z-scores, we can easily calculate probabilities and make comparisons across different datasets.

Converting to the standard normal distribution is like translating different languages into one common language that everyone can understand and use.

Converting Between Distributions

When working with a normal distribution, it's often helpful to label both the original values and their corresponding z-scores on the same graph.

For a normal distribution with mean (μ) of 50 feet and standard deviation (σ) of 7.5 feet, we can mark key points using both scales:

• At the mean (50 ft), the z-score is 0
• At one standard deviation above the mean (57.5 ft), the z-score is +1
• At one standard deviation below the mean (42.5 ft), the z-score is -1
• At two standard deviations above the mean (65 ft), the z-score is +2

Conversion Trick: To quickly convert between the original value and z-score, remember that each step of 7.5 feet (one standard deviation) corresponds to exactly one unit change in the z-score.

This dual labeling helps visualize how the specific distribution N(50, 7.5) relates to the standard normal distribution N(0,1).

The Empirical Rule: Understanding the 68% Rule

The Empirical Rule $also called the 68-95-99.7 rule$ is a powerful shortcut for understanding any normal distribution. This rule tells us what percentage of values fall within certain ranges of standard deviations from the mean.

The first part of this rule states that approximately 68% of all values in a normal distribution fall within one standard deviation of the mean. This means if z is between -1 and +1, you're capturing about 68% of all possible values.

For example, if test scores are normally distributed with a mean of 75 and a standard deviation of 5, then approximately 68% of students will score between 70 and 80 points.

Real-World Application: The 68% rule explains why most people have "average" characteristics. Whether it's height, weight, or test scores, about two-thirds of the population falls within this middle range!

This predictable pattern makes the normal distribution incredibly useful for making estimates and predictions about populations.

The Empirical Rule: Understanding the 95% Rule

The second part of the Empirical Rule states that approximately 95% of all values in a normal distribution fall within two standard deviations of the mean. This means if z is between -2 and +2, you're capturing the vast majority of all possible values.

This 95% rule is particularly important in statistics because it forms the basis for many confidence intervals and hypothesis tests. It tells us that very few values (only about 5%) fall more than two standard deviations from the mean.

For example, if human body temperature is normally distributed with a mean of 98.6°F and a standard deviation of 0.7°F, then approximately 95% of people have a temperature between 97.2°F and 100°F.

Think of the 95% rule as defining what's "normal" in a statistical sense. Values outside this range are considered relatively unusual or extreme.

The Empirical Rule: Understanding the 99.7% Rule

The third part of the Empirical Rule tells us that approximately 99.7% of all values in a normal distribution fall within three standard deviations of the mean. When z is between -3 and +3, you're capturing virtually all possible values.

This 99.7% rule is extremely useful for identifying outliers. Any value that falls more than three standard deviations from the mean is considered very unusual—occurring in less than 0.3% of cases (or about 3 in 1,000).

For example, if adult male heights are normally distributed with a mean of 5'10" and a standard deviation of 3 inches, then 99.7% of men are between 5'1" and 6'7" tall. Anyone outside this range would be considered exceptionally short or tall.

Think About It: The 99.7% rule explains why world records are so rare and impressive. A world-class athlete is often performing at a level that's more than 3 standard deviations beyond the average!

This rule helps us understand just how rare extreme values truly are in a normal distribution.