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Unit II

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Unit II

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jeyu0610
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Unit II – Normal Distribution

Normal distribution, also known as the Gaussian distribution, is a probability distribution


that is symmetric about the mean, showing that data near the mean are more frequent in
occurrence than data far from the mean.
The normal distribution describes a symmetrical plot of data around its mean value, where
the width of the curve is defined by the standard deviation. In the standard normal
distribution, the mean and standard deviation are always fixed, i.e. mean = 0 & SD =100. It is
visually depicted as the "bell curve."
it took on the terminology "normal" following scientific publications in the 19th century
showing that many natural phenomena appeared to "deviate normally" from the mean. This
idea of "normal variability" was made popular as the "normal curve" by the naturalist Sir
Francis Galton in his 1889 work, Natural Inheritance.

Example
The distribution of the heights of human beings. The average height is found to be roughly
175 cm (5' 9"), counting both males and females.
As the chart below shows, most people conform to that average. Meanwhile, taller and
shorter people exist, but with decreasing frequency in the population. According to the
empirical rule, 99.7% of all people will fall with +/- three standard deviations of the mean, or
between 154 cm (5' 0") and 196 cm (6' 5"). Those taller and shorter than this would be quite
rare (just 0.15% of the population each).
Normal Distribution equation:
Only the values of the mean (μ ) and standard deviation (σ) are necessary

where:

 x = value of the variable or data being examined and f(x) the probability function
 μ = the mean
 σ = the standard deviation

Normal Distribution Curve / Z curve:


Every normal distribution is a version of the standard normal distribution that’s been
stretched or squeezed and moved horizontally right or left.
The mean determines where the curve is centered. Increasing the mean moves the curve right,
while decreasing it moves the curve left.
The standard deviation stretches or squeezes the curve. A small standard deviation results in a
narrow curve, while a large standard deviation leads to a wide curve.

Table of area under the standard normal curve:


A z score is a standard score that tells you how many standard deviations away from the
mean an individual value (x) lies:
A positive z score means that your x value is greater than the mean.
A negative z score means that your x value is less than the mean.
A z score of zero means that your x value is equal to the mean.
The z-table is short for the “Standard Normal z-table”. The Standard Normal model is used
in hypothesis testing, including tests on proportions and on the difference between two
means. The area under the whole of a normal distribution curve is 1, or 100 percent. The z-
table helps by telling us what percentage is under the curve at any particular point.
Every set of data has a different set of values. For example, heights of people might range
from eighteen inches to eight feet and weights can range from one pound (for a preemie) to
five hundred pounds or more. Those wide ranges make it difficult to analyze data, so we
“standardize” the normal curve, setting it to have a mean of zero and a standard deviation of
one. When the curve is standardized, we can use a Z Table to find percentages under the
curve.
The Normal curve graph can tell us the area under the curve for one (z = -1 to 1), two (z = -2
to 2) and three (z = -3 to 3) standard deviations from the center. But what about if we want to
know the area between z = -0.78 and z = 0.78? Or z = -1.2 and z=0.44? That’s where the z-
table comes in. It tells us the area under the standard normal curve for any value between the
mean (zero) and any z-score. The Z table covers area under the right curve (tail tapered in
positive direction) & left curve (tail tapered in negative direction). In order to find the z
value, for example: for knowing the area between mean (0) & Z = 0.78, look for .7 in Z
column & track it to the value below .08 from the Z row, it is .2823 – i.e. 02823% of area is
under the standard deviation & mean.
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Watch this: zZ https://youtu.be/zZWd56VlN7w Wd56VlN7w

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