The students have so far studied the uniform probability distribution and have a working familiarity with relative frequency histograms and the 68-95-99.7 empirical rule. They still have trouble with the concept of a random variable, despite numerous examples given in class. The context is a low-income urban school and the students enrolled in this class are considered the best at math. (Statistics is the last course offered in the math program and there are less than 20 students.)
What I've tried doing so far is explaining to them that they could draw a bell-shaped curve over a relative frequency histogram which tells them that the data is normally distributed. I then talked about what would happen if we added 3 to the random variable $X$ and multiplied the random variable $X$ by $\frac{1}{2}$:

My example to them was this: Suppose you had a teacher who is so upset over the performance of his class that he had to bump everyone's grades by 10 points. Let us assume that the data set is normally distributed. What happens to the shape, location and spread of the normal curve? When I told them that everyone from the bottom scorer, the top scorer and the median scorer got a boost and that there was no change in the spread or consistency of the new data (standard deviation), I got blank stares.
I am not allowed to show them these kind of explanations: $Var(cX) = c^2 Var(X)$ and $Var(X+c) = Var(X)$
Three quarters into the lecture, I introduced $z$-scores: $Z = \frac{X - \mu}{\sigma}$ as a way to standardize the normal curve by getting a mean of 0 and variance of 1. (Again, I am not allowed to show them that $E[Z] = 0$ and $Var(Z) = \frac{1}{\sigma^2} Var(X) = \frac{\sigma^2}{\sigma^2} = 1$.) I told them that the area would still be 1 under this $z$-score transformation. A lot of the students gave me confused looks and there was a frustrated kid who yelled "Why do we have to learn this stuff? I don't get this z-score mumbo jumbo."