Standard Normal Distribution
Learn the standard normal distribution N(0, 1), how to standardize any normal variable and how to read a z-table for left, right and between areas.
Definition
Standardizing
The z-table
Three rules for every area
- **Left of **: read the table,
- **Right of **: the total area is 1, so
- **Between and **:
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Worked Examples
Split into the row and the column
Read the value where the row and column meet
Check that it makes sense
Answer: , so about 89.07% of the area lies to the left of .
Common Mistakes
Using the table value as the area to the right: saying
Why it's wrong: The z-table always gives the area to the LEFT of . An area of to the right of a positive is impossible, because more than half of the curve would lie to its right.
Correct: For a right area subtract from 1: .
Thinking a negative gives a negative area, or the same area: or
Why it's wrong: Areas are never negative. A negative lies left of the mean, so the area to its left is less than .
Correct: Use symmetry: .
Subtracting the z-values instead of the areas:
Why it's wrong: The table turns z-values into areas. The area between two points is the difference of the two left areas, not the area of the difference.
Correct: .
Looking up the raw value in the z-table: read as row 60
Why it's wrong: The table only works for with mean 0 and standard deviation 1. A raw value must be standardized first.
Correct: Compute first, then read .
Interactive Visual
Read the z-table: drag z and watch the row and column
μ = 0, σ = 1 · Drag a handle or type x or z.
P(Z ≤ 1.23) ≈ 0.8907 = 89.07%
About 89.07% of all values fall in the shaded region.
z-table: P(Z ≤ z)
| z | 0.01 | 0.02 | 0.03 | 0.04 | 0.05 |
|---|---|---|---|---|---|
| 1.0 | 0.8438 | 0.8461 | 0.8485 | 0.8508 | 0.8531 |
| 1.1 | 0.8665 | 0.8686 | 0.8708 | 0.8729 | 0.8749 |
| 1.2 | 0.8869 | 0.8888 | 0.8907 | 0.8925 | 0.8944 |
| 1.3 | 0.9049 | 0.9066 | 0.9082 | 0.9099 | 0.9115 |
| 1.4 | 0.9207 | 0.9222 | 0.9236 | 0.9251 | 0.9265 |
Row 1.2 and column 0.03 give z = 1.23, so P(Z ≤ 1.23) = 0.8907.
Drag a handle: the highlighted row and column follow z.
Standard normal: areas between two z-values and the 68-95-99.7 check
μ = 0, σ = 1 · Drag a handle or type x or z.
P(-1 ≤ Z ≤ 2) ≈ 0.8186 = 81.86%
About 81.86% of all values fall in the shaded region.
Standardize: X with mean 50 and sd 8, the z axis below
μ = 50, σ = 8 · Drag a handle or type x or z.
z = (x − μ)/σ = (60 − 50)/8 = 1.25
P(X ≤ 60) = P(Z ≤ 1.25) ≈ 0.8944 = 89.44%
About 89.44% of all values fall in the shaded region.
Interactive Sandbox
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Practice Problems
18 problemsWhy It Matters
- One table for everything: heights, test scores, reaction times and machine errors have different means and spreads, but after standardizing they all use the same z-table
- Exact answers instead of estimates: the 68-95-99.7 rule only works at whole standard deviations; the table gives the area for any , like
- Statistics and science: confidence intervals, significance tests and quality limits (like or ) are all read from the standard normal
- A built-in check: if a table answer is far from 68%, 95% or 99.7% where it should be close, you know a step went wrong
Real World Applications
Quality Control
Factories standardize every measurement and reject parts that land too far from the target, for example more than 2 standard deviations away.
Example:
A part with is 2.3 standard deviations below the target length, so it is rejected.
A machine's errors, after standardizing, follow the standard normal distribution. A part is rejected when or . Table: .
What share of parts is rejected? Give a decimal.
Step 1: Write the mathematical expression
Two equal tails:
Standardized Test Scores
Some exams report results directly as z-scores, so a student can see at once how far above or below the average they are.
Example:
A reported score of means exactly average; means one standard deviation above average.
Scores on an exam are reported as z-scores and follow the standard normal distribution. Table: .
What share of students has a z-score above ?
Step 1: Write the mathematical expression
Right area:
Weather Forecast Errors
Forecasters check how far their temperature predictions miss. For a well calibrated forecast the error in °C can follow the standard normal distribution: mean 0, standard deviation 1.
Example:
An error of °C means the real temperature was 1.2 degrees lower than predicted.
Next-day forecast errors (in °C) follow the standard normal distribution. Table: .
What is the probability that a forecast misses by less than 1.5 °C, so ?
Step 1: Write the mathematical expression
Between:
Key Takeaways
- 1The standard normal distribution has mean 0 and standard deviation 1; its variable is called
- 2Standardize any normal value with , then use the one z-table
- 3The z-table gives the area to the LEFT: ; row = first decimal, column = second decimal
- 4Right area: ; between:
- 5Symmetry: and
- 6Check every answer with the 68-95-99.7 rule: for example
Frequently Asked Questions
Glossary
- Standard normal distribution
- The normal distribution with mean 0 and standard deviation 1, written
- Standardize
- Turn a value into , the number of standard deviations from the mean
- z-table
- A table of the cumulative areas to the left of each
- Cumulative area
- The area under the standard normal curve to the left of ; it equals the probability
- Tail
- The area at one end of the curve, for example to the right of
Formula Card
Standardizing
Turns any normal value into a value of $Z$
Left area
Read directly from the z-table
Right area
The total area under the curve is 1
Between
Larger left area minus smaller left area
Symmetry
For negative z-values