This document discusses normal distributions, which describe continuous random variables that take on any real number value. The normal distribution is represented by a bell-shaped curve, and is defined by two parameters: the mean μ and the standard deviation σ. Approximately 68%, 95%, and 99.7% of values in a normal distribution fall within 1, 2, and 3 standard deviations of the mean, respectively. Properties of the normal distribution include that the total area under the curve is 1, and the curve is symmetric around the mean.
This document discusses normal distributions, which describe continuous random variables that take on any real number value. The normal distribution is represented by a bell-shaped curve, and is defined by two parameters: the mean μ and the standard deviation σ. Approximately 68%, 95%, and 99.7% of values in a normal distribution fall within 1, 2, and 3 standard deviations of the mean, respectively. Properties of the normal distribution include that the total area under the curve is 1, and the curve is symmetric around the mean.
This document discusses normal distributions, which describe continuous random variables that take on any real number value. The normal distribution is represented by a bell-shaped curve, and is defined by two parameters: the mean μ and the standard deviation σ. Approximately 68%, 95%, and 99.7% of values in a normal distribution fall within 1, 2, and 3 standard deviations of the mean, respectively. Properties of the normal distribution include that the total area under the curve is 1, and the curve is symmetric around the mean.
This document discusses normal distributions, which describe continuous random variables that take on any real number value. The normal distribution is represented by a bell-shaped curve, and is defined by two parameters: the mean μ and the standard deviation σ. Approximately 68%, 95%, and 99.7% of values in a normal distribution fall within 1, 2, and 3 standard deviations of the mean, respectively. Properties of the normal distribution include that the total area under the curve is 1, and the curve is symmetric around the mean.
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PROBABILITIES
AND NORMAL DISTRIBUTIONS Normal Distributions
So far we have dealt with random variables with a finite
number of possible values. For example; if X is the number of heads that will appear, when you flip a coin 5 times, X can only take the values 0, 1, 2, 3, 4, or 5. Some variables can take a continuous range of values, for example a variable such as the height of 2 year old children in the U.S. population or the lifetime of an electronic component. For a continuous random variable X, the analogue of a histogram is a continuous curve (the probability density function) and it is our primary tool in finding probabilities related to the variable. As with the histogram for a random variable with a finite number of values, the total area under the curve equals 1. Normal Distributions Probabilities correspond to areas under the curve and are calculated over intervals rather than for specific values of the random variable. Although many types of probability density functions commonly occur, we will restrict our attention to random variables with Normal Distributions and the probabilities will correspond to areas under a Normal Curve (or normal density function). This is the most important example of a continuous random variable, because of something called the Central Limit Theorem: given any random variable with any distribution, the average (over many observations) of that variable will (essentially) have a normal distribution. This makes it possible, for example, to draw reliable information from opinion polls. Normal Distributions
The shape of a Normal curve depends on two parameters, µ
and σ, which correspond, respectively, to the mean and standard deviation of the population for the associated random variable. The graph below shows a selection of Normal curves, for various values of µ and σ. The curve is always bell shaped, and always centered at the mean µ. Larger values of σ give a curve that is more spread out. The area beneath the curve is always 1. Properties of a Normal Curve
1. All Normal Curves have the same general bell shape.
2. The curve is symmetric with respect to a vertical line that passes through the peak of the curve. 3. The curve is centered at the mean µ which coincides with the median and the mode and is located at the point beneath the peak of thePr curve. 4. The area under the curve is always 1. 5. The curve is completely determined by the mean µ and the standard deviation σ. For the same mean, µ, a smaller value of σ gives a taller and narrower curve, whereas a larger value of σ gives a flatter curve. 6. The area under the curve to the right of the mean is 0.5 and the area under the curve to the left of the mean is 0.5. Properties of a Normal Curve
7. The empirical rule (68%, 95%, 99.7%) for mound
shaped data applies to variables with normal distributions. For example, approximately 95% of the measurements will fall within 2 standard deviations of the mean, i.e. within the interval (µ − 2σ, µ + 2σ). 8. If a random variable X associated to an experiment has a normal probability distribution, the probability that the value of X derived from a single trial of the experiment is between two given values x1 and x2 (P(x1 6 X 6 x2)) is the area under the associated normal curve between x1 and x2. For any given value x1, P(X = x1) = 0, so P(x1 6 X 6 x2) = P(x1 < X < x2) THANK YOU FOR LISTENING