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1 The Normal Distribution: Where X R

The normal distribution is a continuous probability distribution that is widely used in natural sciences to describe quantities that tend to cluster around an average value. The normal distribution is defined by its probability density function, which is bell-shaped and symmetrical around the mean. A standard normal variable has a normal distribution with a mean of 0 and variance of 1, and it can be used to standardize any other normal variable.

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21 views2 pages

1 The Normal Distribution: Where X R

The normal distribution is a continuous probability distribution that is widely used in natural sciences to describe quantities that tend to cluster around an average value. The normal distribution is defined by its probability density function, which is bell-shaped and symmetrical around the mean. A standard normal variable has a normal distribution with a mean of 0 and variance of 1, and it can be used to standardize any other normal variable.

Uploaded by

Akshay Bundhoo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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THE NORMAL DISTRIBUTION

The normal distribution is the most important continuous distribution in statistics. Many
measured quantities in the natural sciences follow a normal distribution, for example heights,
masses, random errors, diameters, lengths.

The probability density function [p.d.f.] f(x) of a continuous random variable, which follows a
normal distribution with mean µ and variance σ2, is of the form:
2
( x −µ)
−
1 2
f ( x) = e 2σ
where x∈R.
σ 2π

The graphical representation of the function f(x) is bell-shaped and symmetrical about x = µ.

f(µ)

x
0 µ

The Standard Normal Variable, Z

The standard normal variable, Z, is the normal variable with mean 0 and variance 1. The
probability density function [p.d.f.] ϕ(z) of the standard normal variable is of the form:

 z2 
ϕ (z) =
1
exp −  where z = ( x − m ) .
2π  2  σ
 
2

Graphical Representation:

If a variable X follows a normal distribution with mean µ and variance σ2 , the variable
X−m
Z= follows the standard normal distribution with mean 0 and variance 1.
σ
Exercise:
Show that E(Z) = 0 and Var(Z) = 1.

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