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Normal Distribution (Gaussian Distribution)

Probability and Statistics · FE Reference Handbook section

Probability and Statistics
22 formulas
10 exam-style examples
~60 min
All Probability and Statistics lectures

Handbook notes for this section

Definitions and conditions exactly as the handbook states them.

  • of the mode). The averages of n observations tend to become normally distributed as n increases. The variate x is said to be
  • normally distributed if its density function f (x) is given by an expression of the form
  • A unit normal distribution table is included at the end of this section. In the table, the following notations are utilized:
  • distribution can be used by utilizing the following transformation:
  • The Central Limit Theorem
  • Let X1, X2, ..., Xn be a sequence of independent and identically distributed random variables each having mean µ and variance
  • and the standard deviation
  • Engineering Probability and Statistics
  • Student's t-distribution has the probability density function given by:
  • If Z1, Z2, ..., Zn are independent unit normal random variables, then

Core formulas for this FE topic

Definitions, applicability, units, assumptions and worked examples for each relation.

Worked exam-style examples

The four ways this section is written on the real exam — thoughts first, then equations, then substitution.

Example 1
z-score — solve for z-score — Normal Distribution (Gaussian Distribution)

A probability and statistics problem uses z-score. Given mean (mu) = 3,420 psi; std deviation (sigma) = 150.0 psi; value (x) = 6,300 psi, determine the z-score (z).

Given

  • mean(mu)=3,420psimean (mu) = 3,420 psi
  • stddeviation(sigma)=150.0psistd deviation (sigma) = 150.0 psi
  • value(x)=6,300psivalue (x) = 6,300 psi

Find

z-score (z)

Start with the thinking

  • The governing relation printed in this handbook section is z-score.
  • Everything except z is given, so isolate z symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • Probability and Statistics items reward recognising the unknown before touching a calculator.

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=(x−μ)/σz = (x - \mu) / \sigma
  2. Step 2 — Rearrange the relation so that z stands alone on the left-hand side.

  3. Step 3

    Listthegivens:mean(mu)=3,420psi,stddeviation(sigma)=150.0psi,value(x)=6,300psiList the givens: mean (mu) = 3,420 psi, std deviation (sigma) = 150.0 psi, value (x) = 6,300 psi
  4. Step 4 — Substitute the given values into the rearranged relation.

  5. Step 5 — Evaluate:

    z=19.2000z = 19.2000
  6. Step 6 — Check: returning z = 19.2000 to

    z=(x−μ)/σz = (x - \mu) / \sigma

    reproduces the given quantities, and both sides carry the same units.

Answer:
z=19.2000z = 19.2000

Why the other options are there

  • 38.4000 — kept a factor of two that cancels in the correct rearrangement.
  • 9.6000 — dropped that same factor in the other direction.
  • 21.1200 — rounded an intermediate value before the final step.

Reference: FE Reference Handbook — Probability and Statistics → Normal Distribution (Gaussian Distribution)

Example 2
Normal (Gaussian) distribution z-transform — solve for z-score — Normal Distribution (Gaussian Distribution) (2)

A quality analyst uses the Gaussian distribution to find a z-score for a measurement. Given mean (mu) = 53.0000; std deviation (sigma) = 16.0000; value (x) = 112.0, determine the z-score (z).

Given

  • mean(mu)=53.0000mean (mu) = 53.0000
  • stddeviation(sigma)=16.0000std deviation (sigma) = 16.0000
  • value(x)=112.0value (x) = 112.0

Find

z-score (z)

Start with the thinking

  • The governing relation printed in this handbook section is Normal (Gaussian) distribution z-transform.
  • Everything except z is given, so isolate z symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • The normal distribution (Gaussian distribution) standardizes a value x using its mean and standard deviation.
xdensityNormal distribution (Gaussian distribution)

Figure 2 — schematic for Normal (Gaussian) distribution z-transform — solve for z-score — Normal Distribution (Gaussian Distribution) (2)

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  2. Step 2 — Rearrange symbolically for z:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  3. Step 3

    Listthegivens:mean(mu)=53.0000,stddeviation(sigma)=16.0000,value(x)=112.0List the givens: mean (mu) = 53.0000, std deviation (sigma) = 16.0000, value (x) = 112.0
  4. Step 4 — Substitute the given values:

    z=112.0−53.000016.0000z = \dfrac{112.0-53.0000}{16.0000}
  5. Step 5 — Evaluate:

    z=3.6875z = 3.6875
  6. Step 6 — Check: returning z = 3.6875 to

    z=x−μσz = \dfrac{x-\mu}{\sigma}

    reproduces the given quantities, and both sides carry the same units.

Answer:
z=3.6875z = 3.6875

Why the other options are there

  • 7.3750 — kept a factor of two that cancels in the correct rearrangement.
  • 1.8438 — dropped that same factor in the other direction.
  • 4.0563 — rounded an intermediate value before the final step.

Reference: FE Handbook — Normal Distribution (Gaussian Distribution)

Example 3
z-score — solve for value — Normal Distribution (Gaussian Distribution) (3)

A probability and statistics problem uses z-score. Given mean (mu) = 5,570 psi; std deviation (sigma) = 300.0 psi; z-score (z) = -2.1000, determine the value (x) in psi.

Given

  • mean(mu)=5,570psimean (mu) = 5,570 psi
  • stddeviation(sigma)=300.0psistd deviation (sigma) = 300.0 psi
  • z−score(z)=−2.1000z-score (z) = -2.1000

Find

value (x), in psi

Start with the thinking

  • The governing relation printed in this handbook section is z-score.
  • Everything except x is given, so isolate x symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • Probability and Statistics items reward recognising the unknown before touching a calculator.

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=(x−μ)/σz = (x - \mu) / \sigma
  2. Step 2 — Rearrange the relation so that x stands alone on the left-hand side.

  3. Step 3

    Listthegivens:mean(mu)=5,570psi,stddeviation(sigma)=300.0psi,z−score(z)=−2.1000List the givens: mean (mu) = 5,570 psi, std deviation (sigma) = 300.0 psi, z-score (z) = -2.1000
  4. Step 4 — Substitute the given values into the rearranged relation.

  5. Step 5 — Evaluate:

    x=4940 psix = 4940\ \text{psi}
  6. Step 6 — Check: returning x = 4,940 psi to

    z=(x−μ)/σz = (x - \mu) / \sigma

    reproduces the given quantities, and both sides carry the same units.

Answer:
x=4940 psix = 4940\ \text{psi}

Why the other options are there

  • 9,880 — kept a factor of two that cancels in the correct rearrangement.
  • 2,470 — dropped that same factor in the other direction.
  • 5,434 — rounded an intermediate value before the final step.

Reference: FE Reference Handbook — Probability and Statistics → Normal Distribution (Gaussian Distribution)

Example 4
Normal (Gaussian) distribution z-transform — solve for value — Normal Distribution (Gaussian Distribution) (4)

The normal distribution model is applied to a batch of dimensional readings. Given mean (mu) = 87.0000; std deviation (sigma) = 5.0000; z-score (z) = -2.9800, determine the value (x).

Given

  • mean(mu)=87.0000mean (mu) = 87.0000
  • stddeviation(sigma)=5.0000std deviation (sigma) = 5.0000
  • z−score(z)=−2.9800z-score (z) = -2.9800

Find

value (x)

Start with the thinking

  • The governing relation printed in this handbook section is Normal (Gaussian) distribution z-transform.
  • Everything except x is given, so isolate x symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • The normal distribution (Gaussian distribution) standardizes a value x using its mean and standard deviation.
xdensityNormal distribution (Gaussian distribution)

Figure 4 — schematic for Normal (Gaussian) distribution z-transform — solve for value — Normal Distribution (Gaussian Distribution) (4)

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  2. Step 2 — Rearrange symbolically for x:

    x=μ+zσx = \mu + z\sigma
  3. Step 3

    Listthegivens:mean(mu)=87.0000,stddeviation(sigma)=5.0000,z−score(z)=−2.9800List the givens: mean (mu) = 87.0000, std deviation (sigma) = 5.0000, z-score (z) = -2.9800
  4. Step 4 — Substitute the given values:

    x=87.0000+−2.98005.0000x = 87.0000 + -2.98005.0000
  5. Step 5 — Evaluate:

    x=72.1000x = 72.1000
  6. Step 6 — Check: returning x = 72.1000 to

    z=x−μσz = \dfrac{x-\mu}{\sigma}

    reproduces the given quantities, and both sides carry the same units.

Answer:
x=72.1000x = 72.1000

Why the other options are there

  • 144.2 — kept a factor of two that cancels in the correct rearrangement.
  • 36.0500 — dropped that same factor in the other direction.
  • 79.3100 — rounded an intermediate value before the final step.

Reference: FE Handbook — Normal Distribution (Gaussian Distribution)

Example 5
z-score — solve for mean — Normal Distribution (Gaussian Distribution) (5)

A probability and statistics problem uses z-score. Given std deviation (sigma) = 430.0 psi; value (x) = 4,120 psi; z-score (z) = 1.1100, determine the mean (mu) in psi.

Given

  • stddeviation(sigma)=430.0psistd deviation (sigma) = 430.0 psi
  • value(x)=4,120psivalue (x) = 4,120 psi
  • z−score(z)=1.1100z-score (z) = 1.1100

Find

mean (mu), in psi

Start with the thinking

  • The governing relation printed in this handbook section is z-score.
  • Everything except mu is given, so isolate mu symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • Probability and Statistics items reward recognising the unknown before touching a calculator.

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=(x−μ)/σz = (x - \mu) / \sigma
  2. Step 2 — Rearrange the relation so that mu stands alone on the left-hand side.

  3. Step 3

    Listthegivens:stddeviation(sigma)=430.0psi,value(x)=4,120psi,z−score(z)=1.1100List the givens: std deviation (sigma) = 430.0 psi, value (x) = 4,120 psi, z-score (z) = 1.1100
  4. Step 4 — Substitute the given values into the rearranged relation.

  5. Step 5 — Evaluate:

    μ=3643 psi\mu = 3643\ \text{psi}
  6. Step 6 — Check: returning mu = 3,643 psi to

    z=(x−μ)/σz = (x - \mu) / \sigma

    reproduces the given quantities, and both sides carry the same units.

Answer:
μ=3643 psi\mu = 3643\ \text{psi}

Why the other options are there

  • 7,285 — kept a factor of two that cancels in the correct rearrangement.
  • 1,821 — dropped that same factor in the other direction.
  • 4,007 — rounded an intermediate value before the final step.

Reference: FE Reference Handbook — Probability and Statistics → Normal Distribution (Gaussian Distribution)

Example 6
Normal (Gaussian) distribution z-transform — solve for mean — Normal Distribution (Gaussian Distribution) (6)

An engineer standardizes a strength test result assuming a normal distribution. Given std deviation (sigma) = 12.5000; value (x) = 157.5; z-score (z) = 1.4800, determine the mean (mu).

Given

  • stddeviation(sigma)=12.5000std deviation (sigma) = 12.5000
  • value(x)=157.5value (x) = 157.5
  • z−score(z)=1.4800z-score (z) = 1.4800

Find

mean (mu)

Start with the thinking

  • The governing relation printed in this handbook section is Normal (Gaussian) distribution z-transform.
  • Everything except mu is given, so isolate mu symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • The normal distribution (Gaussian distribution) standardizes a value x using its mean and standard deviation.
xdensityNormal distribution (Gaussian distribution)

Figure 6 — schematic for Normal (Gaussian) distribution z-transform — solve for mean — Normal Distribution (Gaussian Distribution) (6)

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  2. Step 2 — Rearrange symbolically for mu:

    μ=x−zσ\mu = x - z\sigma
  3. Step 3

    Listthegivens:stddeviation(sigma)=12.5000,value(x)=157.5,z−score(z)=1.4800List the givens: std deviation (sigma) = 12.5000, value (x) = 157.5, z-score (z) = 1.4800
  4. Step 4 — Substitute the given values:

    μ=157.5−1.480012.5000\mu = 157.5 - 1.480012.5000
  5. Step 5 — Evaluate:

    μ=139.0\mu = 139.0
  6. Step 6 — Check: returning mu = 139.0 to

    z=x−μσz = \dfrac{x-\mu}{\sigma}

    reproduces the given quantities, and both sides carry the same units.

Answer:
μ=139.0\mu = 139.0

Why the other options are there

  • 278.0 — kept a factor of two that cancels in the correct rearrangement.
  • 69.5000 — dropped that same factor in the other direction.
  • 152.9 — rounded an intermediate value before the final step.

Reference: FE Handbook — Normal Distribution (Gaussian Distribution)

Example 7
z-score — solve for std deviation — Normal Distribution (Gaussian Distribution) (7)

A probability and statistics problem uses z-score. Given mean (mu) = 3,940 psi; value (x) = 4,150 psi; z-score (z) = 1.5600, determine the std deviation (sigma) in psi.

Given

  • mean(mu)=3,940psimean (mu) = 3,940 psi
  • value(x)=4,150psivalue (x) = 4,150 psi
  • z−score(z)=1.5600z-score (z) = 1.5600

Find

std deviation (sigma), in psi

Start with the thinking

  • The governing relation printed in this handbook section is z-score.
  • Everything except sigma is given, so isolate sigma symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • Probability and Statistics items reward recognising the unknown before touching a calculator.

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=(x−μ)/σz = (x - \mu) / \sigma
  2. Step 2 — Rearrange the relation so that sigma stands alone on the left-hand side.

  3. Step 3

    Listthegivens:mean(mu)=3,940psi,value(x)=4,150psi,z−score(z)=1.5600List the givens: mean (mu) = 3,940 psi, value (x) = 4,150 psi, z-score (z) = 1.5600
  4. Step 4 — Substitute the given values into the rearranged relation.

  5. Step 5 — Evaluate:

    σ=134.6 psi\sigma = 134.6\ \text{psi}
  6. Step 6 — Check: returning sigma = 134.6 psi to

    z=(x−μ)/σz = (x - \mu) / \sigma

    reproduces the given quantities, and both sides carry the same units.

Answer:
σ=134.6 psi\sigma = 134.6\ \text{psi}

Why the other options are there

  • 269.2 — kept a factor of two that cancels in the correct rearrangement.
  • 67.3077 — dropped that same factor in the other direction.
  • 148.1 — rounded an intermediate value before the final step.

Reference: FE Reference Handbook — Probability and Statistics → Normal Distribution (Gaussian Distribution)

Example 8
Normal (Gaussian) distribution z-transform — solve for z-score (case 2) — Normal Distribution (Gaussian Distribution) (8)

A quality analyst uses the Gaussian distribution to find a z-score for a measurement. Given mean (mu) = 191.0; std deviation (sigma) = 11.0000; value (x) = 71.0000, determine the z-score (z).

Given

  • mean(mu)=191.0mean (mu) = 191.0
  • stddeviation(sigma)=11.0000std deviation (sigma) = 11.0000
  • value(x)=71.0000value (x) = 71.0000

Find

z-score (z)

Start with the thinking

  • The governing relation printed in this handbook section is Normal (Gaussian) distribution z-transform.
  • Everything except z is given, so isolate z symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • The normal distribution (Gaussian distribution) standardizes a value x using its mean and standard deviation.
xdensityNormal distribution (Gaussian distribution)

Figure 8 — schematic for Normal (Gaussian) distribution z-transform — solve for z-score (case 2) — Normal Distribution (Gaussian Distribution) (8)

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  2. Step 2 — Rearrange symbolically for z:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  3. Step 3

    Listthegivens:mean(mu)=191.0,stddeviation(sigma)=11.0000,value(x)=71.0000List the givens: mean (mu) = 191.0, std deviation (sigma) = 11.0000, value (x) = 71.0000
  4. Step 4 — Substitute the given values:

    z=71.0000−191.011.0000z = \dfrac{71.0000-191.0}{11.0000}
  5. Step 5 — Evaluate:

    z=−10.9091z = -10.9091
  6. Step 6 — Check: returning z = -10.9091 to

    z=x−μσz = \dfrac{x-\mu}{\sigma}

    reproduces the given quantities, and both sides carry the same units.

Answer:
z=−10.9091z = -10.9091

Why the other options are there

  • -21.8182 — kept a factor of two that cancels in the correct rearrangement.
  • -5.4545 — dropped that same factor in the other direction.
  • -12.0000 — rounded an intermediate value before the final step.

Reference: FE Handbook — Normal Distribution (Gaussian Distribution)

Example 9
z-score — solve for z-score (case 2) — Normal Distribution (Gaussian Distribution) (9)

A probability and statistics problem uses z-score. Given mean (mu) = 5,560 psi; std deviation (sigma) = 180.0 psi; value (x) = 3,000 psi, determine the z-score (z).

Given

  • mean(mu)=5,560psimean (mu) = 5,560 psi
  • stddeviation(sigma)=180.0psistd deviation (sigma) = 180.0 psi
  • value(x)=3,000psivalue (x) = 3,000 psi

Find

z-score (z)

Start with the thinking

  • The governing relation printed in this handbook section is z-score.
  • Everything except z is given, so isolate z symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • Probability and Statistics items reward recognising the unknown before touching a calculator.

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=(x−μ)/σz = (x - \mu) / \sigma
  2. Step 2 — Rearrange the relation so that z stands alone on the left-hand side.

  3. Step 3

    Listthegivens:mean(mu)=5,560psi,stddeviation(sigma)=180.0psi,value(x)=3,000psiList the givens: mean (mu) = 5,560 psi, std deviation (sigma) = 180.0 psi, value (x) = 3,000 psi
  4. Step 4 — Substitute the given values into the rearranged relation.

  5. Step 5 — Evaluate:

    z=−14.2222z = -14.2222
  6. Step 6 — Check: returning z = -14.2222 to

    z=(x−μ)/σz = (x - \mu) / \sigma

    reproduces the given quantities, and both sides carry the same units.

Answer:
z=−14.2222z = -14.2222

Why the other options are there

  • -28.4444 — kept a factor of two that cancels in the correct rearrangement.
  • -7.1111 — dropped that same factor in the other direction.
  • -15.6444 — rounded an intermediate value before the final step.

Reference: FE Reference Handbook — Probability and Statistics → Normal Distribution (Gaussian Distribution)

Example 10
Normal (Gaussian) distribution z-transform — solve for value (case 2) — Normal Distribution (Gaussian Distribution) (10)

The normal distribution model is applied to a batch of dimensional readings. Given mean (mu) = 194.0; std deviation (sigma) = 11.5000; z-score (z) = 1.3300, determine the value (x).

Given

  • mean(mu)=194.0mean (mu) = 194.0
  • stddeviation(sigma)=11.5000std deviation (sigma) = 11.5000
  • z−score(z)=1.3300z-score (z) = 1.3300

Find

value (x)

Start with the thinking

  • The governing relation printed in this handbook section is Normal (Gaussian) distribution z-transform.
  • Everything except x is given, so isolate x symbolically first — never rearrange after the numbers are in.
  • Tabulate each given with its unit and confirm the units are consistent with the relation before substituting.
  • The normal distribution (Gaussian distribution) standardizes a value x using its mean and standard deviation.
xdensityNormal distribution (Gaussian distribution)

Figure 10 — schematic for Normal (Gaussian) distribution z-transform — solve for value (case 2) — Normal Distribution (Gaussian Distribution) (10)

Step-by-step solution

  1. Step 1 — State the governing relation:

    z=x−μσz = \dfrac{x-\mu}{\sigma}
  2. Step 2 — Rearrange symbolically for x:

    x=μ+zσx = \mu + z\sigma
  3. Step 3

    Listthegivens:mean(mu)=194.0,stddeviation(sigma)=11.5000,z−score(z)=1.3300List the givens: mean (mu) = 194.0, std deviation (sigma) = 11.5000, z-score (z) = 1.3300
  4. Step 4 — Substitute the given values:

    x=194.0+1.330011.5000x = 194.0 + 1.330011.5000
  5. Step 5 — Evaluate:

    x=209.3x = 209.3
  6. Step 6 — Check: returning x = 209.3 to

    z=x−μσz = \dfrac{x-\mu}{\sigma}

    reproduces the given quantities, and both sides carry the same units.

Answer:
x=209.3x = 209.3

Why the other options are there

  • 418.6 — kept a factor of two that cancels in the correct rearrangement.
  • 104.6 — dropped that same factor in the other direction.
  • 230.2 — rounded an intermediate value before the final step.

Reference: FE Handbook — Normal Distribution (Gaussian Distribution)

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