Normal Distribution

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Evelyn Loekito 2112100032 TUGAS II NORMAL DISTRIBUTION RESUME Normal Distribution Definition The normal distribution refers to a family of continuous probability distributions described by the normal equation. The normal distribution is defined by the following equation: The value of the random variable P is: Where : X is a normal random variable μ is the mean σ is the standard deviation π is approximately 3.14159 e is approximately 2.71828 The random variable X in the normal equation is called the normal random variable. The normal equation is the probability density function for the normal distribution. Data tends to be around a central value with no bias left or right and it is often called as a Bell Curve since it’s tendency mostly looks like a bell curve.

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Normal distribution

Transcript of Normal Distribution

Page 1: Normal Distribution

Evelyn Loekito

2112100032

TUGAS II

NORMAL DISTRIBUTION RESUME

Normal Distribution Definition

The normal distribution refers to a family of continuous probability distributions described by the 

normal equation.

The normal distribution is defined by the following equation:

The value of the random variable P is:

Where :

X is a normal random variable

μ is the mean

σ is the standard deviation

π is approximately 3.14159

e is approximately 2.71828

The random variable X in the normal equation is called the normal random variable.  The normal 

equation is the probability density function for the normal distribution.

Data tends to be around a central value with no bias left or right and it is often called as a Bell Curve 

since it’s tendency mostly looks like a bell curve.

A Normal Distribution

The yellow histogram shows some data that follows it closely, but not perfectly (which is usual).

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Many things closely follow a Normal Distribution:

heights of people

size of things produced by machines

errors in measurements

blood pressure

marks on a test

The   normal   distribution   is   a   continuous   probability   distribution  all   of   which   led   to  several 

implications for probability:

The total area under the normal curve is equal to 1.

The probability that a normal random variable X equals any particular value is 0.

The probability  that X is  greater than a equals  the area under the normal curve bounded 

by a and plus infinity (as indicated by the non-shaded area in the figure below).

The   probability   that X is   less   than a equals   the   area   under   the   normal   curve   bounded 

by a and minus infinity (as indicated by the shaded area in the figure below).

Parameters and Properties

Normal distribution can be characterized by these two following parameters:

μ = expected value

       determines the value of x about which the distribution is centered

      with the range  -∞ ≤ µ ≤ ∞

σ = standard deviation

      determines the width of the distribution about the true mean

      with the range σ ˃ 0

The Standard Normal Distribution (SND)

"Standardizing":

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Rather than computing each value of µ and σ, any normal distribution can be converted in to The Standard Normal Distribution (SND) with it’s parameter z.

 

z is the "z-score" (Standard Score)

x is the value to be standardized

μ is the mean

σ is the standard deviation

Thus, the normal distribution equation can be referred as :

P (Z )= 1

√2πe−z

2 /2

We can say that any value is:

likely to be within 1st standard deviation (68%should be)

very likely to be within 2nd standard deviations (95% should be)

almost certainly within 3rd standard deviations (99.7% should be)

Usage of Standard Normal (Z) Table

Values in the table represent areas under the curve to the left of Z (cummulative) quartiles along the 

margins.

For Example :

P( 90 < X < 110 ) = P( X < 110 ) - P( X < 90 )

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From the Z table :

P( X < 110 ) is 0.84

P( X < 90 ) is 0.16.

We use these findings to compute our final answer as follows:

P( 90 < X < 110 ) = P( X < 110 ) - P( X < 90 )

P( 90 < X < 110 ) = 0.84 - 0.16

P( 90 < X < 110 ) = 0.68

Thus, about 68% of the test scores will fall between 90 and 110.

Source :

http://stattrek.com/probability-distributions/normal.aspx

http://mathworld.wolfram.com/NormalDistribution.html

http://www.mathsisfun.com/data/standard-normal-distribution.html

http://www.oswego.edu/~srp/stats/z.htm

http://www.mathsisfun.com/data/standard-normal-distribution-table.html