Normal distribution, Mathematics

Normal Distribution

Figure 1

1015_normal distribution.png

The normal distribution reflects the various values taken by many real life variables like the heights and weights of people or the marks of students in a large class. In all these cases a large number of observations are found to be clustered around the mean value m and their frequency drops sharply as we move away from the mean in either direction. For example, if the mean height of an adult in a city is 6 feet then a large number of adults will have heights around 6 feet. Relatively a few adults will have heights of 5 feet or 7 feet.

Further, if we draw samples of size n (where n is a fixed number over 30) from any population, then the sample mean 89_computation of covariance ungrouped data2.png   will be (approximately) normally distributed with a mean equal to m i.e. the mean of the population.

The characteristics of normal probability distribution with reference to the above figure are

  1. The curve has a single peak; thus it is unimodal.

  2. The mean of a normally distributed population lies at the center of its normal curve.

  3. Because of the symmetry of the normal probability distribution, the median and the mode of the distribution are also at the center.

  4. The two tails of the normal probability distribution extend indefinitely and never touch the horizontal axis.

If s is the standard deviation of the normal distribution, 80% of the observation will be in the interval m -1.28s to m + 1.28s.

Figure 2

375_normal distribution1.png

95% of the observations will be in the interval m - 1.96s to m + 1.96s.

Figure 3

2353_normal distribution2.png

98% of the observations will lie in the interval m - 2.33 s to m + 2.33 s.

Figure 4

342_normal distribution3.png



Standard Normal Distribution

The Standard Normal Distribution is a normal distribution with a mean m = 0 and a standard deviation s = 1. The observation values in a standard normal distribution are denoted by the letter Z.

Posted Date: 9/15/2012 1:56:23 AM | Location : United States

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