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Normal Distribution

The document discusses graphing a normal distribution in Excel. It provides the mean and standard deviation used to generate random normal values. Charts are included showing the probability density function and cumulative probability function of the normal distribution based on the given parameters.
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© © All Rights Reserved
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Download as XLS, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
33 views

Normal Distribution

The document discusses graphing a normal distribution in Excel. It provides the mean and standard deviation used to generate random normal values. Charts are included showing the probability density function and cumulative probability function of the normal distribution based on the given parameters.
Copyright
© © All Rights Reserved
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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-3 -1 .4 0.2 1 .8 3 .4 5 6.6 8.2 9 .8 11 .

4 13
Normal Distribution
Wittwer, J. W., "Graphing a Normal Distribution in Excel" From Vertex42.com, November 1, 2004 © 2004 Vertex42 LLC
http://www.vertex42.com/ExcelArticles/mc/NormalDistribution-Excel.html

Mean, m 10 Generate Random Normal Values


Standard Deviation, s 2 =NORMINV(rand(),mean,standard_dev)
13.4714
Graph Limits
zmin -4 x Cumulative Probability
zmax 4
z xmin 8
 0.25

xmax 11 0.2

( x )2 0.15

1  Pr(x<xmin) 15.87%
0.1

f ( x)  e 2 2
Pr(x>xmax) 30.85%
0.05

2 2
0

Pr(xmin<x<xmax) 53.28% 0 2 4 6 8 10 12 14 16 18 20

0.25

0.2

z x f(x) F(x) 0.15

-4 2 6.692E-05 3.167E-05 0.1

-3.8 2.4 0.000146 7.235E-05 0.05

-3.6 2.8 0.000306 0.000159 0 2 4 6 8 10 12 14 16 18 20


-3.4 3.2 0.000616 0.000337
-3.2 3.6 0.001192 0.000687 Cumulative Probability Graph

C u m u la tiv e P r o b a b ility
-3 4 0.002216 0.00135

P r o b a b ility D e n s ity
-2.8 4.4 0.003958 0.002555 z -0.88 39
-2.6 4.8 0.006791 0.004661 x 8.24
-2.4 5.2 0.011197 0.008198 F(x) 18.94%
-2.2 5.6 0.017737 0.013903
-2 6 0.026995 0.02275 0.25 1.1
1
-1.8 6.4 0.039475 0.03593 0.9
0.2
-1.6 6.8 0.05546 0.054799 0.8
-1.4 7.2 0.074864 0.080757 0.15
0.7

-1.2 7.6 0.097093 0.11507 0.6


0.5
-1 8 0.120985 0.158655 0.1
0.4
-0.8 8.4 0.144846 0.211855 0.3
-0.6 8.8 0.166612 0.274253 0.05
18.94% 0.2

-0.4 9.2 0.184135 0.344578 0.1


0 0
-0.2 9.6 0.195521 0.42074 0 2 4 6 8 10 12 14 16 18 20
1.277E-15 10 0.199471 0.5
0.2 10.4 0.195521 0.57926
0.4 10.8 0.184135 0.655422
0.6 11.2 0.166612 0.725747
0.8 11.6 0.144846 0.788145
1 12 0.120985 0.841345

C u m u la tiv e P r o b a b ility
1.2 12.4 0.097093 0.88493
1.4 12.8 0.074864 0.919243
P r o b a b ility D e n s ity

1.6 13.2 0.05546 0.945201


1.8 13.6 0.039475 0.96407
2 14 0.026995 0.97725
2.2 14.4 0.017737 0.986097 Normal (G aussian) Distribution
0.25 1.1
2.4 14.8 0.011197 0.991802 1
2.6 15.2 0.006791 0.995339 0.2 0.9
0.8
2.8 15.6 0.003958 0.997445 0.15
0.7
0.6
3 16 0.002216 0.99865 0.5
3.2 16.4 0.001192 0.999313 0.1
0.4
0.3
3.4 16.8 0.000616 0.999663 0.05 0.2
3.6 17.2 0.000306 0.999841 0.1
0 0
3.8 17.6 0.000146 0.999928
4 18 6.692E-05 0.999968

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