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Session 41 - Normal Distribution

The document discusses the normal distribution, including its definition as a continuous probability distribution that is symmetrical around the mean with a bell-shaped curve. It covers key properties like the empirical rule, areas under the curve, and transformations to the standard normal variate. It also discusses related concepts like skewness, the cumulative distribution function, and applications in data science like outlier detection and assumptions for machine learning algorithms.

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37 views12 pages

Session 41 - Normal Distribution

The document discusses the normal distribution, including its definition as a continuous probability distribution that is symmetrical around the mean with a bell-shaped curve. It covers key properties like the empirical rule, areas under the curve, and transformations to the standard normal variate. It also discusses related concepts like skewness, the cumulative distribution function, and applications in data science like outlier detection and assumptions for machine learning algorithms.

Uploaded by

singharyan0096
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Recap

21 March 2023 14:50

Session on Normal Distri Page 1


How to use PDF in Data Science
20 March 2023 18:11

Session on Normal Distri Page 2


2D Density Plots
20 March 2023 18:11

Session on Normal Distri Page 3


Normal Distribution
20 March 2023 18:06

1. What is normal distribution?


Normal distribution, also known as Gaussian distribution, is a probability distribution that
is commonly used in statistical analysis. It is a continuous probability distribution that is
symmetrical around the mean, with a bell-shaped curve.

-> Tail
-> Asymptotic in nature
-> Lots of points near the mean and very few far away

The normal distribution is characterized by two parameters: the mean (μ) and the
standard deviation (σ). The mean represents the centre of the distribution, while the
standard deviation represents the spread of the distribution.

Denoted as:

Why is it so important?

Commonality in Nature: Many natural phenomena follow a normal distribution, such as


the heights of people, the weights of objects, the IQ scores of a population, and many
more. Thus, the normal distribution provides a convenient way to model and analyse such
data.

PDF Equation of Normal Distribution

Parameters in Normal Distribution

https://samp-suman-normal-dist-visualize-app-lkntug.streamlit.app/

Equation in detail:

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Standard Normal Variate
20 March 2023 18:08

• What is Standard Normal Variate


A Standard Normal Variate(Z) is a standardized form of the normal distribution with mean
= 0 and standard deviation = 1.

Standardizing a normal distribution allows us to compare different distributions with each


other, and to calculate probabilities using standardized tables or software.

Equation:

• How to transform a normal distribution to Standard Normal Variate

Refer Python code

Kya Fayda Standardize karne ka?

Suppose the heights of adult males in a certain population follow a normal distribution
with a mean of 68 inches and a standard deviation of 3 inches. What is the probability
that a randomly selected adult male from this population is taller than 72 inches?

• What are Z-tables

A z-table tells you the area underneath a normal distribution curve, to the left of the z-
score
https://www.ztable.net/

For a Normal Distribution X~(u,std) what percent of population lie between mean and 1
standard deviation, 2 std and 3 std?

Session on Normal Distri Page 6


standard deviation, 2 std and 3 std?

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Properties of Normal Distribution
20 March 2023 18:06

1. Symmetricity
The normal distribution is symmetric about its mean, which means that the probability of
observing a value above the mean is the same as the probability of observing a value below
the mean. The bell-shaped curve of the normal distribution reflects this symmetry.

2. Measures of Central Tendencies are equal

3. Empirical Rule
The normal distribution has a well-known empirical rule, also called the 68-95-99.7 rule,
which states that approximately 68% of the data falls within one standard deviation of the
mean, about 95% of the data falls within two standard deviations of the mean, and about
99.7% of the data falls within three standard deviations of the mean.

4. The area under the curve

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Skewness
20 March 2023 18:07

• What is skewness?
A normal distribution is a bell-shaped, symmetrical distribution with a specific
mathematical formula that describes how the data is spread out. Skewness indicates that
the data is not symmetrical, which means it is not normally distributed.

Skewness is a measure of the asymmetry of a probability distribution. It is a statistical


measure that describes the degree to which a dataset deviates from the normal
distribution.

In a symmetrical distribution, the mean, median, and mode are all equal. In contrast, in a
skewed distribution, the mean, median, and mode are not equal, and the distribution
tends to have a longer tail on one side than the other.

Skewness can be positive, negative, or zero. A positive skewness means that the tail of
the distribution is longer on the right side, while a negative skewness means that the tail
is longer on the left side. A zero skewness indicates a perfectly symmetrical distribution.

The greater the skew the greater the distance between mode, median and mode.

• How skewness is calculated?

• Python Example

• Interpretation

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CDF of Normal Distribution
20 March 2023 18:07

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Use in Data Science
20 March 2023 18:08

• Outlier detection
• Assumptions on data for ML algorithms -> Linear Regression and GMM
• Hypothesis Testing
• Central Limit Theorem

Session on Normal Distri Page 12

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