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Normal Probability Distribution

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Jayson Bernales Ga Monte
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5 views

Normal Probability Distribution

Uploaded by

Jayson Bernales Ga Monte
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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The normal distribution, also known as the Gaussian distribution, is the most

important probability distribution in statistics for independent, random variables. Most


people recognize its familiar bell-shaped curve in statistical reports.

As with any probability distribution, the normal distribution describes how the values
of a variable are distributed. It is the most important probability distribution in
statistics because it accurately describes the distribution of values for many natural
phenomena. Characteristics that are the sum of many independent processes
frequently follow normal distributions. For example, heights, blood pressure,
measurement error, and IQ scores follow the normal distribution.

Example of Normally Distributed Data: Heights


Height data are normally distributed. The distribution in this example fits real data
that I collected from 14-year-old girls during a study. The graph below displays the
probability distribution function for this normal distribution. Learn more
about Probability Density Functions.

As you can see, the distribution of heights follows the typical bell curve pattern for all
normal distributions. Most girls are close to the average (1.512 meters). Small
differences between an individual’s height and the mean occur more frequently than
substantial deviations from the mean. The standard deviation is 0.0741m, which
indicates the typical distance that individual girls tend to fall from mean height.
The distribution is symmetric. The number of girls shorter than average equals the
number of girls taller than average. In both tails of the distribution, extremely short
girls occur as infrequently as extremely tall girls.

What is a Probability Density Function (PDF)?


A probability density function describes a probability distribution for a random,
continuous variable. Use a probability density function to find the chances that the
value of a random variable will occur within a range of values that you specify. More
specifically, a PDF is a function where its integral for an interval provides the
probability of a value occurring in that interval. For example, what are the chances
that the next IQ score you measure will fall between 120 and 140? In statistics, PDF
stands for probability density function.

Normal Distribution Problems and Solutions


Question 1: Calculate the probability density function of normal distribution
using the following data. x = 3, μ = 4 and σ = 2.

Solution: Given, variable, x = 3

Mean = 4 and

Standard deviation = 2

By the formula of the probability density of normal distribution, we can write;

Hence, f(3,4,2) = 1.106.

There are two main parameters of normal distribution in statistics namely mean and
standard deviation. The location and scale parameters of the given normal
distribution can be estimated using these two parameters.

Parameters of the Normal Distribution


As with any probability distribution, the parameters for the normal distribution define
its shape and probabilities entirely. The normal distribution has two parameters, the
mean and standard deviation. The Gaussian distribution does not have just one
form. Instead, the shape changes based on the parameter values, as shown in the
graphs below.

Mean μ

The mean is the central tendency of the normal distribution. It defines the location of
the peak for the bell curve. Most values cluster around the mean. On a graph,
changing the mean shifts the entire curve left or right on the X-axis. Statisticians
denote the population mean using μ (mu).

μ is the expected value of the normal distribution. Learn more about Expected
Values: Definition, Using & Example.

What is the Expected Value?


The expected value in statistics is the long-run average outcome of a random
variable based on its possible outcomes and their respective probabilities.
Essentially, if an experiment (like a game of chance) were repeated, the expected
value tells us the average result we’d see in the long run. Statisticians denote it as
E(X), where E is “expected value,” and X is the random variable.

What is a Random Variable?


A random variable is a variable where chance determines its value. They can take
on either discrete or continuous values, and understanding the properties of each
type is essential in many statistical applications. Random variables are a key
concept in statistics and probability theory.

While randomness defines both discrete and continuous variables, their values are
not entirely unpredictable. The probability of each value is well-defined and
quantifiable using probability functions. By understanding the properties of these
probability functions, you can make predictions and draw conclusions about real-
world phenomena. These quantifiable properties make random variables a useful
concept in statistics.

Discrete Random Variable


A discrete random variable has distinct values that are countable and finite or
countably infinite. This data type often occurs when you are counting the number of
event occurrences. For example, discrete random variables include the following:

o The number of heads that come up during a series of coin tosses.


o The number of library books checked out per hour.

Continuous Random Variable


A continuous random variable has values that are uncountably infinite and form a
continuous range of values. They can take on any value within a range. In fact, there
are infinite values between any two values.

This data type often occurs when you measure a quantity on a scale. For example,
continuous random variables include the following:

o Height and weight.


o Time and duration.
o Temperatures.
In summary, the normal probability distribution is a fundamental concept
in statistics that is widely used to model and analyze data that follows a
normal distribution. Its properties, such as symmetry, unimodality, and
asymptotic behavior, make it a powerful tool for understanding and
working with data in various fields.

The standard normal distribution is one of the forms of the normal distribution. It
occurs when a normal random variable has a mean equal to zero and a standard
deviation equal to one. In other words, a normal distribution with a mean 0 and
standard deviation of 1 is called the standard normal distribution. Also, the standard
normal distribution is centred at zero, and the standard deviation gives the degree to
which a given measurement deviates from the mean.

The random variable of a standard normal distribution is known as the standard


score or a z-score. It is possible to transform every normal random variable X into a
z score using the following formula:

z = (X – μ) / σ

where X is a normal random variable, μ is the mean of X, and σ is the standard


deviation of X. You can also find the normal distribution formula here. In probability
theory, the normal or Gaussian distribution is a very common continuous probability
distribution.
The standard normal distribution table is a valuable tool for determining the
probability associated with specific values in the distribution. It provides the
cumulative probability linked with a particular Z-score, allowing for the
calculation of probabilities for specified ranges of distribution. The table
simplifies the process of finding probabilities for values above or below a fixed
positive Z value, aiding in statistical analysis and inference.

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