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Module 3 · Distributions · Topic 8

Normal Distribution Applications

Finding Probabilities. To find P(X < value) for a normal distribution: convert to a z-score, then look up the cumulative probability. Most statistics tools and calculators can do this directly.

Finding Values from Probabilities. Sometimes you know the probability and need the value. Use the inverse normal: find the z-score from the probability, then convert back with x = μ + zσ.

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Key formulas

From the Distributions formula sheet

  • Binomial PMF: P(X = k) = C(n,k)p^k(1-p)^(n-k) - Exact probability of k successes in n independent Bernoulli trials.
  • Z-Score: z = (x - mu) / sigma - Standardizes a value by measuring standard deviations from the mean.

See the full formula reference

Worked example

Probability Example

Lightbulb life: μ = 1200 hours, σ = 100 hours. P(X < 1050) = P(Z < (1050 − 1200)/100) = P(Z < −1.5) ≈ 0.0668. About 6.7% of bulbs last less than 1050 hours.

Inverse Normal Example

What score separates the top 10%? P(Z > z) = 0.10, so P(Z ≤ z) = 0.90. From the z-table, z ≈ 1.28. If μ = 75 and σ = 8, then x = 75 + 1.28(8) = 85.24.

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