This graph can be used to determine the probability of picking a data point, x, within a certain number of standard deviations from the mean. But what is the probability of choosing a random data point within, say, less than half of one standard deviation of the mean?
This probability is unclear. Here, the standard normal distribution, which is a normal distribution with a mean μ=0 and standard deviation σ=1, can be useful. The corresponding curve can be drawn.
For a standard normal distribution, the numbers under the horizontal axis are denoted z.
For a normally distributed data set, x represents any data point. The following formula can be used to translate any x-value into the corresponding z-value or z-score of the standard normal distribution.
Standard Normal Table | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
z | .0 | .1 | .2 | .3 | .4 | .5 | .6 | .7 | .8 | .9 |
-3 | .00135 | .00097 | .00069 | .00048 | .00034 | .00023 | .00016 | .00011 | .00007 | .00005 |
-2 | .02275 | .01786 | .01390 | .01072 | .00820 | .00621 | .00466 | .00347 | .00256 | .00187 |
-1 | .15866 | .13567 | .11507 | .09680 | .08076 | .06681 | .05480 | .04457 | .03593 | .02872 |
-0 | .50000 | .46017 | .42074 | .38209 | .34458 | .30854 | .27425 | .24196 | .21186 | .18406 |
0 | .50000 | .53983 | .57926 | .61791 | .65542 | .69146 | .72575 | .75804 | .78814 | .81594 |
1 | .84134 | .86433 | .88493 | .90320 | .91924 | .93319 | .94520 | .95543 | .96407 | .97128 |
2 | .97725 | .98214 | .98610 | .98928 | .99180 | .99379 | .99534 | .99653 | .99744 | .99813 |
3 | .99865 | .99903 | .99931 | .99952 | .99966 | .99977 | .99984 | .99989 | .99993 | .99995 |
The left-hand column gives the whole number portion of z, while the top row gives the decimal part of z.
Consider finding the probability that a randomly chosen data point is less than or equal to z=-0.5. First, locate the whole number of the z-score in the left-hand column. In this case that is -0.
Standard Normal Table | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
z | .0 | .1 | .2 | .3 | .4 | .5 | .6 | .7 | .8 | .9 |
-3 | .00135 | .00097 | .00069 | .00048 | .00034 | .00023 | .00016 | .00011 | .00007 | .00005 |
-2 | .02275 | .01786 | .01390 | .01072 | .00820 | .00621 | .00466 | .00347 | .00256 | .00187 |
-1 | .15866 | .13567 | .11507 | .09680 | .08076 | .06681 | .05480 | .04457 | .03593 | .02872 |
-0 | .50000 | .46017 | .42074 | .38209 | .34458 | .30854 | .27425 | .24196 | .21186 | .18406 |
0 | .50000 | .53983 | .57926 | .61791 | .65542 | .69146 | .72575 | .75804 | .78814 | .81594 |
1 | .84134 | .86433 | .88493 | .90320 | .91924 | .93319 | .94520 | .95543 | .96407 | .97128 |
2 | .97725 | .98214 | .98610 | .98928 | .99180 | .99379 | .99534 | .99653 | .99744 | .99813 |
3 | .99865 | .99903 | .99931 | .99952 | .99966 | .99977 | .99984 | .99989 | .99993 | .99995 |
The probability that corresponds to a z-score of -0… appears in the shaded row above. To determine exactly which cell, consider the decimal portion of z in the top row. Here, that is .5.
Standard Normal Table | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
z | .0 | .1 | .2 | .3 | .4 | .5 | .6 | .7 | .8 | .9 |
-3 | .00135 | .00097 | .00069 | .00048 | .00034 | .00023 | .00016 | .00011 | .00007 | .00005 |
-2 | .02275 | .01786 | .01390 | .01072 | .00820 | .00621 | .00466 | .00347 | .00256 | .00187 |
-1 | .15866 | .13567 | .11507 | .09680 | .08076 | .06681 | .05480 | .04457 | .03593 | .02872 |
-0 | .50000 | .46017 | .42074 | .38209 | .34458 | .30854 | .27425 | .24196 | .21186 | .18406 |
0 | .50000 | .53983 | .57926 | .61791 | .65542 | .69146 | .72575 | .75804 | .78814 | .81594 |
1 | .84134 | .86433 | .88493 | .90320 | .91924 | .93319 | .94520 | .95543 | .96407 | .97128 |
2 | .97725 | .98214 | .98610 | .98928 | .99180 | .99379 | .99534 | .99653 | .99744 | .99813 |
3 | .99865 | .99903 | .99931 | .99952 | .99966 | .99977 | .99984 | .99989 | .99993 | .99995 |
Note that there are other standard normal tables. For instance, one might give the probability of a value being greater than a specific z-score.
At a university, students take a pre-test on their first day. Last year's result were normally distributed with a mean of 40 and standard deviation of 13. Use the standard normal table to find the lowest score possible to rank amongst the top 3%.
Note that the data set is not a standard normal distribution. However, we can locate the z-score that corresponds with the top 3%, then translate it into an x-value. The table shows the area under the curve to the left of z. This means, to find the top 3%, we'll use the the bottom 97%. The probability closest to 0.97 is 0.97128.
Standard Normal Table | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
z | .0 | .1 | .2 | .3 | .4 | .5 | .6 | .7 | .8 | .9 |
-3 | .00135 | .00097 | .00069 | .00048 | .00034 | .00023 | .00016 | .00011 | .00007 | .00005 |
-2 | .02275 | .01786 | .01390 | .01072 | .00820 | .00621 | .00466 | .00347 | .00256 | .00187 |
-1 | .15866 | .13567 | .11507 | .09680 | .08076 | .06681 | .05480 | .04457 | .03593 | .02872 |
-0 | .50000 | .46017 | .42074 | .38209 | .34458 | .30854 | .27425 | .24196 | .21186 | .18406 |
0 | .50000 | .53983 | .57926 | .61791 | .65542 | .69146 | .72575 | .75804 | .78814 | .81594 |
1 | .84134 | .86433 | .88493 | .90320 | .91924 | .93319 | .94520 | .95543 | .96407 | .97128 |
2 | .97725 | .98214 | .98610 | .98928 | .99180 | .99379 | .99534 | .99653 | .99744 | .99813 |
3 | .99865 | .99903 | .99931 | .99952 | .99966 | .99977 | .99984 | .99989 | .99993 | .99995 |
The whole part of the z-value is 1, and the decimal part is .9.
Standard Normal Table | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
z | .0 | .1 | .2 | .3 | .4 | .5 | .6 | .7 | .8 | .9 |
-3 | .00135 | .00097 | .00069 | .00048 | .00034 | .00023 | .00016 | .00011 | .00007 | .00005 |
-2 | .02275 | .01786 | .01390 | .01072 | .00820 | .00621 | .00466 | .00347 | .00256 | .00187 |
-1 | .15866 | .13567 | .11507 | .09680 | .08076 | .06681 | .05480 | .04457 | .03593 | .02872 |
-0 | .50000 | .46017 | .42074 | .38209 | .34458 | .30854 | .27425 | .24196 | .21186 | .18406 |
0 | .50000 | .53983 | .57926 | .61791 | .65542 | .69146 | .72575 | .75804 | .78814 | .81594 |
1 | .84134 | .86433 | .88493 | .90320 | .91924 | .93319 | .94520 | .95543 | .96407 | .97128 |
2 | .97725 | .98214 | .98610 | .98928 | .99180 | .99379 | .99534 | .99653 | .99744 | .99813 |
3 | .99865 | .99903 | .99931 | .99952 | .99966 | .99977 | .99984 | .99989 | .99993 | .99995 |
Substitute values
LHS⋅13=RHS⋅13
LHS+40=RHS+40
Rearrange equation
Round to nearest integer