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Normal Distribution

The normal distribution is a continuous, symmetric, bell-shaped probability distribution. It is characterized by its mean and standard deviation. Approximately 68% of the data lies within one standard deviation of the mean, 95% within two standard deviations, and 99.7% within three standard deviations. The normal distribution is useful for modeling many real-world phenomena and can approximate the binomial distribution under certain conditions.

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152 views

Normal Distribution

The normal distribution is a continuous, symmetric, bell-shaped probability distribution. It is characterized by its mean and standard deviation. Approximately 68% of the data lies within one standard deviation of the mean, 95% within two standard deviations, and 99.7% within three standard deviations. The normal distribution is useful for modeling many real-world phenomena and can approximate the binomial distribution under certain conditions.

Uploaded by

Sangeetha Sumam
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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Normal Distribution

Probability & Statistics


Study Guides

Big Picture
The normal distribution is extremely important in statistics. It is a perfectly symmetric, mound-shaped distribution.
This pattern appears so often that it is “normal” to see it in data for many real-life phenomena.

Key Terms
Normal Distribution: A continuous probability distribution that has a symmetric bell-shaped curve with a single
peak.
Standard Normal Distribution: A normal distribution with μ = 0 and σ = 1.
Random Variable: Numerical data observed or measured in an experiment.
Continuous Random Variable: A random variable that can take on a countless number of values in an interval.
Mean (also called the arithmetic mean): The numerical balancing point of the data set. Calculated by adding all the
data values and dividing the sum by the total number of data points.
Standard Deviation: A measure of how data points deviate from the mean.
Inflection Point: A point where the curve changes concavity (from concave up to concave down, or concave down
to concave up).
Empirical Rule: States what percentages of data in a normal distribution lies within 1, 2, and 3 standard deviations
of the mean.
Density Curve: A curve where the area under the curve equals exactly one.
Normal Density Curve: A normal curve where the area under the curve is equal to exactly one.
z -Score: A measure of the number of standard deviations a particular data point is away from the mean.

Characteristics
All normal distributions have the same shape.
•  Perfectly symmetric, mound-shaped distribution
•  Also known as normal curve, or bell curve
•  Describes continuous random variable
•  Distribution continues infinitely in both directions
–
both sides of the curve are approaching 0, but they
never reach 0

Center:
•  Located at the highest point over the mean μ
•  Mean, median, and mode are all equal
•  Splits the data into two equal parts
Spread:
•  Measured with standard deviation σ
•  Larger standard deviations mean that the data is
spread farther from the center

Inflection point:
•  Curve changes shape at the inflection points – in other words, the curve changes concavity
your textbook and is for classroom or individual use only.

•  A curve that is concave up looks like a u-shape


Disclaimer: this study guide was not created to replace

•  A curve that is concave down looks like a n-shape


•  The two inflection points occur standard deviation away from the mean (μ - σ and μ + σ)

Notes

This guide was created by Lizhi Fan and Jin Yu. To learn more about the student Page 1 of 3
authors, http://www.ck12.org/about/ck-12-interns/. v1.1.9.2012
Probability & Statistics Normal Distribution cont .
Empirical Rule
The standard deviation is a measure of the “typical”
distance away from mean. How much data is actually
within one standard deviation?
•  The space under the whole curve contains 100%
of the data

The empirical rule gives these values:

•  Thepercent of data within 1 standard deviation


away from the mean is 68%
•  The
percent of data within 2 standard deviations
away from the mean is 95%
•  The
percent of data within 3 standard deviations
away from the mean is 99.7%

This fact should be memorized as it helps with


many calculations.

Standard Normal Curve

This graph is an example of a standard normal curve where


μ = 0 and σ = 1.
•  This means that the value on the x-axis equals the number
of standard deviations from the mean.
•  The inflection points are at .

A density curve is a curve where the area underneath the


curve (and above the x-axis) is equal to exactly one. The
standard normal curve is also a normal density curve,
meaning that the area under the normal distribution curve
(and above the x-axis) equals exactly one.

z-Scores
z-scores are useful for comparing data from different data sets and different normal distributions. To calculate a z-
score, take the deviation and divide it by the standard deviation. The difference between a data value and the mean
is called the deviation.

σ is always positive, so if the z-score is negative, x must be below the mean.

Assessing Normality
Many times, you can tell a normal distribution does
not describe a data set just by looking at the graphs.

A skewed left distribution will have its “tail” on the


left and most of the data points on the right. Skewed
right means that the longer tail is on the right, with
most of the data gathered on the left.
Skewed right distribution Skewed left distribution
A normal probability plot can also be used to
with outliers
determine normality.

•  Find the z-scores for the data set.


•  Plot the z-scores against the actual values of the
data.
•  The closer the normal probability plot is to being
linear, the more closely the data set approximates
a normal distribution.

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Normal Distribution cont .

Probability & Statistics


Standardizing
Any normal distributions can be standardized so that μ = 0 and σ = 1.
1. Recenter the curve by shifting it so that μ = 0. All the values on the x-axis are moved to x - μ.
2. Rescale the curve so that the horizontal axis displays the z-scores instead of x.

Calculating Density Curve Areas


The area under the density curve gives the probability that an event will occur. One way to calculate the area between
any interval along the horizontal axis is to use a z-table.
•  If needed, standardize the curve BEFORE calculating the area.
•  There are several types of z-table. Make sure to read the table carefully before doing any calculations. Are the
values calculated for the area to the left of a specific z-value? Or are the values calculated for the area between
z = 0 and another z value?

•  Remember that the area under the entire curve is equal to 1.

Approximation of Binomial Distribution


The binomial distribution is a discrete probability distribution of the number of successes of k independent trials where
there are only two possible outcomes. In some cases, it is easier to approximate the binomial distribution with the
normal distribution.
•  A binomial experiment consists of n independent, identical trials
•  Only two possible outcomes for each trial (success or failure)
•  Probability of success remains constant throughout the whole experiment (denoted by p)
•  The probability of failure is denoted by q = 1 - p
•  Each trial results in either success or failure, so p + q = 1
If np > 5 and nq > 5, then k has a binomial distribution that can be approximated by a normal distribution. This normal
distribution has:
•  μ = np
• 
Graphing Calculator
In a graphing calculator, we can use a command to find the normal distribution. The command for the normal distribution
is: normalpdf(x, μ, σ). x is the value, μ is the mean, σ is the standard deviation. This will give us the area under the
normal curve at this value.

There is another similar equation called normalcdf, which requires us to plug in two values for x: one low and one high.
This will give us the area under the normal curve between those two values.

If you can’t find the commands, check the manual for your graphing calculator. For the TI-83/TI-84, the commands
are found by pressing [2ND][DISTR].

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