The normal distribution is a symmetric bell-shaped model for many real measurements.

Normal model basics

A normal variable \(X\sim N(\mu,\sigma^2)\) has mean \(\mu\) and standard deviation \(\sigma\).

Standardizing with z-score

\[ z=\frac{x-\mu}{\sigma}. \]

This converts values to the standard normal \(Z\sim N(0,1)\).

Finding probabilities

  1. Convert boundary value(s) to z-score(s).
  2. Use normal table/calculator for area.
  3. Apply complement or subtraction if needed.

Finding values from probabilities

If \(P(X\le x)=p\), find corresponding \(z_p\), then:

\[ x=\mu+z_p\sigma. \]

Exam strategy