[Math] How to find a percentage with only the mean and standard deviation

educationstandard deviationstatistics

'If we have a set of scores that are normally distributed and have a mean of 20 and a standard deviation of 5, what percentage of scores are greater than 20?'

Now I know the answer is 50%, because it was a multiple choice question and I guessed, but I've been trying to work it out.

How do I get to that 50% by only using the mean and the standard deviation?

How do I work it out without knowing the number of scores?

Best Answer

The method to find the percentage $p$ of values above a certain point $a$ in a normally distributed set with the mean $\mu$ and standard deviation $\sigma$ is to integrate the normal distribution from $a$ to $\infty$. Thus this gives

$$p=\int_a^\infty \frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}$$

To find the percentage of values below $a$, integrate from $-\infty$ to $a$ which gives

$$p=\int_{-\infty}^a \frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}$$

Note that this integral cannot be evaluated in terms of elementary functions, so to get a numerical answer you would have to use a calculator or another method of approximation. On a TI-84 and TI-89 I believe this function is $$\text{normalcdf}\,(l_1,l_2,\mu,\sigma)$$ where $l_1$ and $l_2$ are the lower and upper limits of integration, respectively. In your case $l_1=20$, $l_2=\infty$, $\mu=20$, and $\sigma=20$. Because some calculators cannot take $\infty$ as an input, use $l_2=10^{99}$, so your calculator input should be $$\text{normalcdf}\,(20,10^{99},20,5)$$ which should return $$p=0.5$$ as desired.

Also note that in a normal distribution half the values are above the mean and half the values are below the mean, so you don't even need to do any calculation to know that $p=0.5$ is the answer. The following picture of the Empirical Rule can help you visualize the percentage of values within a certain number of standard deviations from the mean, aiding your intuitive understanding of the normal distribution. Empirical Rule