The bNormal distribution/b is an example of a bcontinuous probability distribution/b.
It can be used to model many naturally occurring events, such as:
- heights and weights of a population,
- IQs of people,- variations in manufacturing.
bCharacteristics of the Normal distribution/b
The Normal distribution:
- has parameters (\mu) (the population mean) and (\sigma2) (the population variance),
- is symmetrical about the mean (mean = median = mode),
- has a bell shape,
- has asymptotes at each end,
- has a total area under the curve of 1,
- has points of inflection at (\mu + \sigma) and (\mu - \sigma).
For a Normally distributed variable:
- approximately 68% of the data lies within 1 standard deviation of the mean,
- approximately 95% of the data lies within 2 standard deviations of the mean, and
- approximately 99.7% of the data lies within 3 standard deviations of the mean.
The notation for Normal distribution is: (X∼N(\mu, \sigma2))
You can use a calculator to do most problems involving the Normal distribution.
bStandard Normal distribution/b
The standard Normal distribution has a population mean ((\mu)) of (0) and a population variance ((\sigma2)) of (1).
For a normally distributed variable (X∼N(\mu, \sigma2)), (X) can be coded using the formula (Z=\dfrac{X-\mu}{\sigma}) to form the standard Normal variable (Z∼N(0, 1)).
bFinding an unknown mean or variance/b
You can find an unknown mean or variance by using the inverse Normal function to calculate the (Z) value.
[b]uNormal distribution[/u]/b
(X∼N(\mu, \sigma2))
[b]uStandard Normal distribution[/u]/b
(Z∼N(0, 1))
(Z=\dfrac{X-\mu}{\sigma})