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Statistics · The normal distribution (continuous variable)

Probabilities with the Standard Normal Distribution

Before you start, make sure you know: Normal dist. with mean 0 and std dev 1 N(0,1) (Algebra 2)
Before you start, make sure you know: Continuous probability distributions (Algebra 2)

Marcus just got his practice SAT report back. His score, once standardized, is $z = 1.32$. What percent of test-takers did he beat? Any question about a normal distribution, however complicated, boils down to the same move: finding an area under the bell curve of $Z \sim N(0,1)$. This page is your manual for the z-table. You will read it forward (given a z-value, find the area) and backward (given an area, find the z-value).

The standard normal curve and the z-table

Rows of the table give the ones and tenths digits of $z$, and columns give the hundredths digit. Here is a small piece of it:

$z$ 0.00 0.01 0.02 0.03 0.04
1.2 0.8849 0.8869 0.8888 0.8907 0.8925
1.3 0.9032 0.9049 0.9066 0.9082 0.9099
Standard normal bell curve with the area to the left of z = 1.32 shaded, representing P(Z ≤ 1.32) = 0.9066. 0 1.32 P(Z ≤ 1.32) = 0.9066
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A study on the time young people spend on a well-known short-video social network determines that, once the data is standardized, the variable follows a standard normal…

A study on the time young people spend on a well-known short-video social network determines that, once the data is standardized, the variable follows a standard normal distribution $Z \sim N(0,1)$. If we select a user at random, calculate the probability that their usage time is less than or equal to $1,45$ standardized units. Use the graphical representation to identify the requested area.

Z 0 1,45 P(Z ≤ 1.45)
Solve

Right tails: the complement rule

The table only reports area to the left. To get the area to the right of $a$, take away what you already know.

Standard normal bell curve with the right tail beyond z = a shaded, representing P(Z > a) = 1 − P(Z ≤ a). 0 a P(Z > a)
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In an esports tournament, the reaction time of professional players has been standardized so that it follows a distribution $N(0,1)$. If any value above $0,82$ is…

In an esports tournament, the reaction time of professional players has been standardized so that it follows a distribution $N(0,1)$. If any value above $0,82$ is considered a "slow reaction time", find the probability that a randomly chosen player has a slow reaction time, that is, calculate $P(Z > 0,82)$.

Solve

Negative z-values and symmetry

The bell curve is a mirror image across $z = 0$. So the area to the left of $-a$ equals the area to the right of $a$.

Standard normal bell curve with two equal tails shaded, to the left of −a and to the right of a, showing symmetry. −a a P(Z < −a) P(Z > a) equal areas

Many z-tables (including the one handed out on the AP exam) list negative z-values too, so you can read $\Phi(-0.8)$ directly. Symmetry is still worth knowing: it lets you check your answer and it works with tables that only show positive values.

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The score in a musical aptitude test for teenagers follows a standard normal distribution $Z \sim N(0,1)$. The music department of a high school decides to provide…

The score in a musical aptitude test for teenagers follows a standard normal distribution $Z \sim N(0,1)$. The music department of a high school decides to provide support to those students whose standardized score is below $-1,2$. What is the probability that a randomly selected student needs this support?

0 −1,2 Z ∼ N(0, 1) P(Z < −1.2)
Solve
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The scores of a practice college entrance exam (such as the SAT) have been standardized, obtaining a standard normal distribution. If a student wants to be above the…

The scores of a practice college entrance exam (such as the SAT) have been standardized, obtaining a standard normal distribution. If a student wants to be above the bottom $22,66\%$ of the results, they must obtain a standardized score higher than $-0,75$. Calculate the probability $P(Z > -0,75)$ using the symmetry properties of the normal distribution.

Solve
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In a study on the performance of a new artificial intelligence, the response times have been standardized following a standard normal distribution $N(0,1)$. Calculate…

In a study on the performance of a new artificial intelligence, the response times have been standardized following a standard normal distribution $N(0,1)$. Calculate the following probabilities using the normal distribution table:

  1. The probability that a standardized time is greater than $1,32$; that is, $P(Z > 1,32)$.

  2. The probability that the time is below $-0,45$; that is, $P(Z < -0,45)$.

−2 −1 1 2 0 −0,45 1,32 P(Z < −0.45) P(Z > 1.32)
Solve

Probability of an interval

Standard normal bell curve with the strip between z = a and z = b shaded, representing P(a ≤ Z ≤ b). a b P(a ≤ Z ≤ b)
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A language app records the daily progress of its users. The improvement in vocabulary, after standardizing the data, fits a normal distribution $N(0,1)$. Calculate the…

A language app records the daily progress of its users. The improvement in vocabulary, after standardizing the data, fits a normal distribution $N(0,1)$. Calculate the probability that a user improves their vocabulary in an interval between $0,5$ and $1,5$ standardized units.

Solve
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Given a continuous random variable that follows a standard normal distribution $Z \sim N(0,1)$, calculate the probability that the variable takes values in the interval…

Given a continuous random variable that follows a standard normal distribution $Z \sim N(0,1)$, calculate the probability that the variable takes values in the interval $[-1,1, 0,4]$. Remember that to solve these types of intervals you must apply the formula:

$$P(a \le Z \le b) = P(Z \le b) - P(Z \le a)$$
Solve
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Using the symmetry properties of the Gaussian bell curve for a standard normal distribution $Z$, calculate the following probabilities without looking up negative values…

Using the symmetry properties of the Gaussian bell curve for a standard normal distribution $Z$, calculate the following probabilities without looking up negative values in the table:

  1. $P(Z > -1,5)$

  2. $P(-0,8 \leq Z \leq 0)$

Solve

Reading the table backward

So far you were given $z$ and found an area. Now you are given an area and must find $z$. There is no formula for this. You look for the area inside the table (the body, not the edges) and read off the row and column.

Standard normal bell curve with the area to the left of an unknown z shaded and labeled 0.80. 0 z = ? area = 0.80

Here is the row of the table we need:

$z$ 0.03 0.04 0.05 0.06
0.8 0.7967 0.7995 0.8023 0.8051
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In a sports shoe factory, the quality control of the sole's resistance is carried out using a standardized variable $Z \sim N(0,1)$. The engineers want to identify the…

In a sports shoe factory, the quality control of the sole's resistance is carried out using a standardized variable $Z \sim N(0,1)$. The engineers want to identify the positive value $k$ such that the probability of a sole having a resistance less than or equal to $k$ is $0,975$. Look up this value of $k$ in the standard normal table.

Solve
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Given a continuous random variable $Z$ that follows a standard normal distribution $N(0,1)$, find the value of the positive constant $k$ that satisfies each of the…

Given a continuous random variable $Z$ that follows a standard normal distribution $N(0,1)$, find the value of the positive constant $k$ that satisfies each of the following conditions:

  1. $P(Z \leq k) = 0,8708$

  2. $P(Z > k) = 0,0228$

0 k=? Z 0 k=? Z N(0, 1) N(0, 1) P(Z ≤ k)=0.8708 P(Z > k)=0.0228
Solve

From a tail area or a percentile to $z$

The table only works with left areas, so convert first. Strategy: rewrite the condition as $\Phi(k) = A$.

  • Given a right tail, $P(Z > k) = r$, use $A = 1 - r$.

  • Given a percentile, the $p$th percentile has $A = p/100$.

  • If $A < 0.5$, then $k$ is negative. Look up $1 - A$ in the table and change the sign of the result.

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A social media algorithm classifies the relevance of posts using a variable $Z \sim N(0,1)$. It is known that the top $10\%$ of the most relevant posts receive a special…

A social media algorithm classifies the relevance of posts using a variable $Z \sim N(0,1)$. It is known that the top $10\%$ of the most relevant posts receive a special mention. From what value of $Z$ is a post considered to be within that top $10\%$? (Find the critical value $z_{\alpha}$ such that $P(Z > z_{\alpha}) = 0,10$).

Solve
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It has been proven that the noise level in a library, once standardized, follows a distribution $N(0,1)$. If the probability that the noise exceeds a level $k$ is…

It has been proven that the noise level in a library, once standardized, follows a distribution $N(0,1)$. If the probability that the noise exceeds a level $k$ is $0,33$, find the value of $k$.

Solve

Symmetric intervals and critical values

Intervals of the form $(-k, k)$ show up constantly in confidence intervals and tests. If the central area is $p$, the two leftover tails share $1 - p$ equally.

Standard normal bell curve with the central area between −k and k shaded and equal tails of area (1 − p)/2 on each side. −k k P(−k ≤ Z ≤ k) = p (1−p)/2 (1−p)/2

The three most common central areas are worth memorizing:

Central area $p$ Each tail $\Phi(k)$ $k$
90% 0.05 0.95 1.645
95% 0.025 0.975 1.96
99% 0.005 0.995 2.576
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The waiting time in line for a music festival, measured in a standardized way, follows a distribution $N(0,1)$. The organizers want to determine a central interval…

The waiting time in line for a music festival, measured in a standardized way, follows a distribution $N(0,1)$. The organizers want to determine a central interval $(-k, k)$ that contains $95\%$ of the attendees. Knowing that $P(-k \le Z \le k) = 0,95$, use the symmetry of the Gaussian bell curve to find the corresponding critical value $z_{\alpha/2}$.

Z 0 -k = ? k = ? 1 - α = 0.95 α/2=0.025 α/2=0.025 P(-k ≤ Z ≤ k) = 0.95 N(0,1)
Solve
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In the quality control of an electronic components factory, the distribution $N(0,1)$ is used to analyze the deviations from the nominal diameter. Calculate the…

In the quality control of an electronic components factory, the distribution $N(0,1)$ is used to analyze the deviations from the nominal diameter. Calculate the probability that a randomly chosen part has a deviation (in absolute value) less than or equal to $1,96$ standard units. That is, find:

$$P(|Z| \leq 1,96)$$
Solve
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Determine the value of $a$ so that the following equality is satisfied in a standard normal distribution $N(0,1)$: $$P(-a < Z < a) = 0,90$$ Explain the graphical meaning…

Determine the value of $a$ so that the following equality is satisfied in a standard normal distribution $N(0,1)$:

$$P(-a < Z < a) = 0,90$$

Explain the graphical meaning of this result in relation to the central area of the Gaussian curve.

Solve

Unknown cutoffs: build an equation

Harder problems hide the cutoff inside a relationship between areas. The plan never changes:

  1. Sketch the curve and shade each area mentioned.

  2. Write every area in terms of $\Phi$ of the unknown, using $P(Z > x) = 1 - \Phi(x)$ and symmetry.

  3. Solve the equation for $\Phi(k)$ (plain algebra).

  4. Look $\Phi(k)$ up backward in the table.

Standard normal bell curve with a central region of area 1 − 2t between −a and a and two tails of area t each. −a a 1 − 2t t t
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In a study on the efficiency of a new recommendation algorithm for a social network, it has been determined that the additional time users spend follows a standard…

In a study on the efficiency of a new recommendation algorithm for a social network, it has been determined that the additional time users spend follows a standard normal distribution $Z \sim N(0,1)$. If the platform wishes to identify the group of "ultra-active" users, which are those whose standardized time lies in a symmetrical interval around the mean that encloses exactly 88.82% of the population, calculate the critical value $k$ that defines the limits of this interval.

0 -k = ? k = ? Z 88,82% Z ~ N(0,1)
Solve
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Calculate the value of the positive constant $a$ knowing that, in a standard normal distribution $Z \sim N(0,1)$, the probability that the variable takes values in the…

Calculate the value of the positive constant $a$ knowing that, in a standard normal distribution $Z \sim N(0,1)$, the probability that the variable takes values in the interval between $-a$ and $a$ is three times the probability that it takes values greater than $a$. Use the symmetry properties of the Gaussian bell curve to set up an equation before consulting the table.

Solve
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Given a continuous random variable $Z$ that follows a normal distribution with mean $0$ and standard deviation $1$, determine the value of $k$ such that the following…

Given a continuous random variable $Z$ that follows a normal distribution with mean $0$ and standard deviation $1$, determine the value of $k$ such that the following equality is satisfied:

$$P(Z < k) - P(Z > k) = 0,7154$$

Explain the process with justification, indicating how you use the property of the complementary event and the symmetry of the distribution.

-k 0 k = ? P(Z < k) P(Z > k) P(Z < k) - P(Z > k) = 0.7154 Z ~ N(0,1) Suceso contrario: P(Z > k) = 1 - P(Z < k) | Simetría: P(Z < -k) = P(Z > k)
Solve

Conditional probability with the normal curve

When a problem says "given that" the variable is positive, or below some value, the possible outcomes shrink.

Standard normal bell curve with the right half (Z > 0) lightly shaded and the part between 0 and c shaded darker. 0 c given: Z > 0 0 < Z < c

Absolute-value conditions work the same way. For example, if $P(|Z| > c) = 0.1142$, the two tails are equal, so each tail has area $0.0571$. That gives $\Phi(c) = 0.9429$. Once you have $c$, a conditional such as $P(Z > -c \mid Z < c)$ becomes $\dfrac{P(-c < Z < c)}{P(Z < c)}$.

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A data analyst for an esports* league is studying the "reflex index" of professional players, which is distributed according to an $N(0,1)$. It is known that a player is…

A data analyst for an esports league is studying the "reflex index" of professional players, which is distributed according to an $N(0,1)$. It is known that a player is selected for the national team if their index is above a value $z_0$. If a player is chosen at random and it is known that their index is positive, the probability of them being selected for the national team is 0.3412. Determine the cutoff score $z_0$ required to join the team.

Solve
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Let $Z$ be a random variable with a standard normal distribution. Determine the value of the constant $c > 0$ so that the following condition on the modulus of the…

Let $Z$ be a random variable with a standard normal distribution. Determine the value of the constant $c > 0$ so that the following condition on the modulus of the variable is satisfied:

$$P(|Z| > c) = 0,1142$$

Next, using the value of $c$ found, calculate the conditional probability $P(Z > -c \text{ | } Z < c)$.

Solve

Combining percentiles, tails, and intervals

Multi-part problems chain the earlier skills. First convert each statement into a z-value or an area, then find the final area with one subtraction.

Standard normal bell curve split into a lower tail of area 0.30, a shaded middle region, and an upper tail of area 0.20. z1 z2 0.30 0.20 middle
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In a distribution $N(0,1)$, consider the points $z_1$ and $z_2$ such that $z_1$ is the 20th percentile and $z_2$ is the value that leaves a probability of 0.15 to its…

In a distribution $N(0,1)$, consider the points $z_1$ and $z_2$ such that $z_1$ is the 20th percentile and $z_2$ is the value that leaves a probability of 0.15 to its right. Calculate the probability that the variable $Z$ lies in the interval $[z_1, z_2]$. Round the intermediate values from the table to four decimal places.

Solve
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An academic aptitude test has been designed whose results follow an $N(0,1)$. The institution awarding the scholarships decides that: The top 10% of students with the…

An academic aptitude test has been designed whose results follow an $N(0,1)$. The institution awarding the scholarships decides that:

  • The top 10% of students with the best scores will receive the "Excellence Scholarship".

  • The bottom 25% of students with the lowest scores will be excluded from any financial support.

Calculate the probability that a randomly chosen student is not in either of these two extreme groups and their standardized score is also above the mean.

−3 −2 −1 0 1 2 3 z₁ z₂ N(0, 1) Excluded 25% Excellence 10% P = ?
Solve
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Let $Z \sim N(0,1)$. Find the value of $k$ knowing that the area of the shaded region in the figure below (which corresponds to the probability $P(k < Z < 2k)$) is equal…

Let $Z \sim N(0,1)$. Find the value of $k$ knowing that the area of the shaded region in the figure below (which corresponds to the probability $P(k < Z < 2k)$) is equal to 0.1359.

Note: You must express the probabilities in terms of the distribution function $\phi(z)$ and look up the value in the table that makes the difference in areas possible.

0 k 2k Z N(0,1) 0,1359
Solve

Back to the start: Marcus's $z = 1.32$ gives $\Phi(1.32) = 0.9066$, so he scored higher than about $90.66\%$ of test-takers. He is at the 90.66th percentile.

Summary

See all the exercises in this section