The Normal Distribution

The BIS.Net Team BIS.Net Team

The Normal distribution is one of the most popular distributions as it can be applied to most walks of life. Body weight, Height, Blood Pressure are examples of variables that follow a Normal Distribution.

Normal Distribution

The Normal Distribution is useful because according to the central limit theorem averages sampled from random independently distributions converge to a Normal Distribution, no matter what the original distribution, provided the number of samples are large.

The Normal Distribution is a bell-shaped curve, although other distributions exist which are also bell shaped.

The probability density function is:

Normal Distribution Formula 1

Where mu is the mean and sigma the standard deviation estimated from the sample mean and sample standard deviation.

The Standard Normal Distribution is a special case of mu=0 and sigma = 1 has a probability function of

Normal Distribution Formula 2

Testing for Normality is often done by using a probability plot

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