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Normal Distribution

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9 views4 pages

Normal Distribution

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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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S I T D O LO R A M E T

The standard normal distribution is a special case of the normal distribution. It is


the distribution that occurs when a normal random variable has a mean of zero and a
standard deviation of one.

Standard Score (aka, z-score)


The normal random variable of a standard normal distribution is called a standard
score or a z-score. Every normal random variable X can be transformed into
a z score via the following equation:

Standard z = (X - μ) / σ

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

Probability Cumulative Probability

Distribution A cumulative probability refers to the probability that the value of a random
variable falls within a specified range. Frequently, cumulative probabilities refer to
the probability that a random variable is less than or equal to a specified value.

Consider a coin flip experiment. If we flip a coin two times, 1. What is the probability
that the coin flips would result in one or fewer heads? It would be the probability that
the coin flip results in zero heads plus the probability that the coin flip results in one
head. Thus, the cumulative probability would equal:

P(X < 1) = P(X = 0) + P(X = 1) = 0.25 + 0.50 = 0.75

The table below shows both the probabilities and the cumulative probabilities
associated with this experiment.
A standard normal distribution table shows a cumulative
probability associated with a particular z-score. Table rows show the whole
number and tenths place of the z-score. Table columns show the
hundredths place. For Example – To find the cumulative probability of a z-
score equal to -1.31.

Standard
Normal
Probability •Find P(Z > a). The probability that a standard normal random variable (z) is
greater than a given value (a) is easy to find. The table shows the P(Z < a).
Distribution The P(Z > a) = 1 - P(Z < a).

Suppose, for example, that we want to know the probability that a z-score will
be greater than 3.00. From the table (see above), we find that P(Z < 3.00) =
0.9987. Therefore, P(Z > 3.00) = 1 - P(Z < 3.00) = 1 - 0.9987 = 0.0013.

•Find P(a < Z < b). The probability that a standard normal random variables
lies between two values is also easy to find. The P(a < Z < b) = P(Z < b) - P(Z
< a).
Numerical-1

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