weirdfacts

A normal model is symmetric about its mean μ, with spread measured by standard deviation σ. In X ∼ N(μ, σ²), the second parameter is the variance. Standardising with z = (x − μ)/σ converts to a standard normal variable.

Calculate interval probabilities as differences of cumulative probabilities. To find a percentile, use the inverse cumulative distribution then transform back with x = μ + zσ. The normal model is an assumption to assess against the context and the data.

INTERACTIVE MODEL

Try it. Watch it change.

Normal density with cumulative probability-8-6-4-20246800.230.450.680.9xy
N(0, 1.321.3^{2})
z = 0.7692 · P(X ≤ x) ≈ 0.7791

The probability includes the full left tail. The plotted window is finite; probabilities use the normal CDF, not a cropped area estimate.

Explore: Change the mean and spread, then move the probability boundary. Compare the shaded area with the z-score.

Standard score
z=xμσz=\frac{x-\mu}{\sigma}
Transform back
x=μ+zσx=\mu+z\sigma
WORKED EXAMPLE

X ∼ N(100, 15215^{2}). Standardise x = 130.

  1. z = (130 − 100)/15.
  2. z = 2, so this value is two standard deviations above the mean.
Assumed knowledge

Density, mean, variance and calculator normal functions.

Learning checkpoints & sourceYOUR LEARNING CHECKPOINT
  • Use normal-model parameters and standard scores.
  • Calculate probabilities and quantiles with technology.
QCAA Mathematical Methods 2025 v1.3 · p. 29
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