What does the area under the curve of the normal distribution represent?

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The question asks what the area under the curve of the normal distribution represents.
Option 1: 'The probability of obtaining any of a given range of values.' This is correct in the sense that the area under the curve over an interval corresponds to the probability that a value drawn from the distribution falls within that interval. It captures the fundamental link between probability and geometry on the PDF.
Option 2: 'The probability of obtaining the highest value in a specified range.' This is too specific and misleading; while the area over a whole interval can include high values, probability is distributed across the entire range and is not limited to just the highest value unless the interval is defined that way. It misstates the general relationship.
Option 3: 'The probability of obtaining the lowest value in a specified range.' Similar to option 2, it fixes attention on a single extreme value. Probabilities over a range are represented by the total area of that range, not only the lowest value. This choice mischaracterizes how probability accumulates over an interval.
Option 4: 'The probability that the mean of a population exists in a specified range.' This is incorrect because the mean is a parameter of the distribution, not a random value drawn from the distribution in a single observation. The area under the curve concerns the probability of individual observations, not the location of the mean itself.

PSYC20007_2025_SM2 Goals of Statistical Testing II

What does the area under the curve of the normal distribution represent?

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