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Normal Distribution

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0% found this document useful (0 votes)
13 views

Normal Distribution

Uploaded by

alesoftware
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Normal Distribution

Wittwer, J. W., "Graphing a Normal Distribution in Excel" From Vertex42.com, November 1, 2004
-3

-1.4

0.2

1.8

3.4

6.6

8.2

9.8

11.4

13

Mean,
Standard Deviation,
Graph Limits
zmin
zmax

f ( x) =

-4
4

z=

1
2 2

10
2

Generate Random Normal


NORMINV(rand(),mean,standard_dev)
6.56

Cumulative Probability
xmin
8
xmax
11

( x ) 2
2 2

Pr(x<xmin)
Pr(x>xmax)
Pr(xmin<x<xmax)

15.87%
30.85%
53.28%

0.25
0.2

0.25

Probability Density

0.2
0.15
0.1
0.05
0
2

2.8
4.4
6
7.6
9.2 10.8 12.4 14 15.6 17.2
3.6
5.2
6.8
8.4
10 11.6 13.2 14.8 16.4 18

0.15
0.1
0.05
0

10

Cumulative Probability Graph


z
x
F(x)

0.25

0.2

Probability Density

x
F(x)
f(x)
2
0
0
2.4
0
0
2.8
0
0
3.2
0
0
3.6
0
0
4
0
0
4.4
0
0
4.8
0.01
0
5.2
0.01
0.01
5.6
0.02
0.01
6
0.03
0.02
6.4
0.04
0.04
6.8
0.06
0.05
7.2
0.07
0.08
7.6
0.1
0.12
8
0.12
0.16
8.4
0.14
0.21
8.8
0.17
0.27
9.2
0.18
0.34
9.6
0.2
0.42
10
0.2
0.5
10.4
0.2
0.58
10.8
0.18
0.66
Normal (Gaussian) Distribution
11.2
0.17
0.73
11.6
0.14
0.79
12
0.12
0.84
12.4
0.1
0.88
12.8
0.07
0.92
13.2
0.06
0.95
13.6
0.04
0.96
14
0.03
0.98
14.4
0.02
0.99

-0.88
8.24
18.94%

0.15

0.1

0.05

18.94%

0
0

1.1
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

Cumulative Probability

z
-4
-3.8
-3.6
-3.4
-3.2
-3
-2.8
-2.6
-2.4
-2.2
-2
-1.8
-1.6
-1.4
-1.2
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
2.2

10

12

0.1
0.05
0
2

2.4
2.6
2.8 2.8
4.4
3.6
3 5.2
3.2
3.4
3.6
3.8
4

z
-4

0.25
0.2
0.15
0.1
0.05
0
0

14.8
0.01
0.99
15.2
0.01
1
15.6
0 14 15.61 17.2
7.6
9.2 10.8 12.4
6.816 8.4
10 11.6 013.2 14.8 16.4
18
1
16.4
0
1
16.8
0
1
17.2
0
1
17.6
0
1
18
0
1

x
2
2.15
2.3
2.45
2.6
2.75
2.9
3.05
3.2
3.35
3.5
3.65
3.8
6
3.95
4.1
4.25
4.4
4.55
4.7
4.85
5
5.15
5.3
5.45
5.6
5.75
5.9
6.05
6.2
6.35
6.5
6.65
6.8
6.95
7.1
7.25
7.4
7.55

F(x)

f(x)

10

0
0
0
0
0
0
0
0
0
0
0
0
0
12
140
0
0
0
0
0.01
0.01
0.01
0.01
0.01
0.01
0.02
0.02
0.02
0.03
0.03
0.04
0.04
0.05
0.06
0.06
0.07
0.08
0.09
0.09

16

18

20

Cumulative Probabilit

Probability Density

0.15

0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

7.7
7.85
8
z
4

0.25
0.2
0.15
0.1
0.05
0
0

0.25
0.2
0.15
0.1

x
18
17.83
17.65
17.48
17.3
17.13
16.95
16.78
16.6
16.43
16.25
16.08
15.9
6
8
15.73
15.55
15.38
15.2
15.03
14.85
14.68
14.5
14.33
14.15
13.98
13.8
13.63
13.45
13.28
13.1
12.93
12.75
12.58
12.4
12.23
12.05
11.88
11.7
11.53
11.35
11.18
11
x
8
8.08
8.15

0.1
0.11
0.12
f(x)

10

0
0
0
0
0
0
0
0
0
0
0
0
12
140
0
0
0.01
0.01
0.01
0.01
0.01
0.02
0.02
0.02
0.03
0.03
0.04
0.05
0.05
0.06
0.07
0.08
0.09
0.1
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
f(x)
0.12
0.13
0.13

16

18

F(x)

20

0.25
0.2
0.15
0.1
0.05
0
0

z
-4

8.23
8.3
8.38
8.45
8.53
8.6
8.68
8.75
8.83
6
8
8.9
8.97
9.05
9.12
9.2
9.27
9.35
9.42
9.5
9.57
9.65
9.72
9.8
9.87
9.95
10.03
10.1
10.18
10.25
10.33
10.4
10.48
10.55
10.63
10.7
10.78
10.85
10.93
11

x
2
2.08
2.16
2.23
2.31
2.39
2.47
2.55
2.62
2.7

10

0.13
0.14
0.14
0.15
0.15
0.16
0.16
0.16
12 0.17
14
0.17
0.17
0.18
0.18
0.18
0.19
0.19
0.19
0.19
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.2
0.19
0.19
0.19
0.19
0.19
0.18
0.18
0.18

f(x)
0
0
0
0
0
0
0
0
0
0

16

18

20

2.78
2.86
2.94
3.01
3.09
3.17
3.25
3.33
3.4
3.48
3.56
3.64
3.72
3.79
3.87
3.95
4.03
4.11
4.18
4.26
4.34
4.42
4.5
4.57
4.65
4.73
4.81
4.89
4.96
5.04
5.12
5.2
5.28
5.35
5.43
5.51
5.59
5.67
5.74
5.82
5.9
5.98
6.06
6.13
6.21
6.29
6.37
6.45
6.52
6.6
6.68

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.01
0.02
0.02
0.02
0.02
0.02
0.02
0.03
0.03
0.03
0.03
0.04
0.04
0.04
0.04
0.05
0.05

6.76
6.84
6.91
6.99
7.07
7.15
7.23
7.3
7.38
7.46
7.54
7.62
7.69
7.77
7.85
7.93
8.01
8.08
8.16
8.24

0.05
0.06
0.06
0.06
0.07
0.07
0.08
0.08
0.08
0.09
0.09
0.1
0.1
0.11
0.11
0.12
0.12
0.13
0.13
0.14

2004 Vertex42, LLC


http://vertex42.com/ExcelArticles/mc/NormalDistribution-Excel.html

Random Normal
and(),mean,standard_dev)

e Probability
0.25
0.2
0.15
0.1
0.05
0

10

12

14

16

18

20

16

18

20

0.25
0.2
0.15
0.1
0.05
0

10

12

14

e Probability Graph
39

1.1
1
0.8
0.7
0.6
0.5
0.4
0.3
0.2

18.94%

0.1
0
2

10

12

14

16

18

20

Cumulative Probability

0.9

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