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Normal Distribution Key Areas

The document discusses the normal distribution, including its key properties like symmetry around the mean and declining variance. It defines the normal distribution using mean and variance, and discusses the standard normal distribution. It also covers properties like the probability of values within certain ranges and how sums of independent normal variables are also normally distributed.

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baejinyoung1022
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6 views

Normal Distribution Key Areas

The document discusses the normal distribution, including its key properties like symmetry around the mean and declining variance. It defines the normal distribution using mean and variance, and discusses the standard normal distribution. It also covers properties like the probability of values within certain ranges and how sums of independent normal variables are also normally distributed.

Uploaded by

baejinyoung1022
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Normal Distribution (Brief Summary)

Section 1: Normal Distribution


1. Properties of the normal distribution curve.

x
a b μ

- The graph is symmetrical about the mean x = μ.


- The horizontal axis is an asymptote of the curve.
- A graph with larger variance will be “flatter” and a graph with smaller
variance will be more concentrated at the mean.
- The area under this graph from a to b is the probability P(a < X < b).
- The total area under the graph from to , P( < X < ) is 1.
2. Definition Nor mal Distribution
- A random variable mean μ and variance σ2 and is written X ~ N(μ , σ2).
3. Standard Normal Distribution
- The normal distribution whose mean is 0 and variance is 1 is denoted by
Z ~ N(0, 1).
- Standardization: if X is a r.v. with unknown mean μ and/or variance σ2,
then we need to standardize by introducing Z = ~ N(0, 1)

Section 2: Properties of Normal Distribution


4. Some useful facts about finding probability using “normalcdf” command
- P(X = a) = 0
- P(X > a) = 1 ‒ P(X < a)
- P(a < X < b) = P(X < b) ‒ P(X < a) (Good to know)
- P(X < ‒a) = P(X > a) (due to symmetry of the normal curve about x = μ)
- P(X < μ) = P(X > μ) = 0.5
5. Sum of two independent normal random variables
- If X1 and X2 are two independent normal random variables, and a, b ∈
ℝ, with X1 ~ N(μ1, σ12) and X2 ~ N(μ2, σ22), then aX1 + bX2 are will also
follow a normal distribution as follows with mean aμ1 + bμ2 and variance
a2 σ12 + b2 σ22
aX1 + bX2 ~ N(aμ1 + bμ2, a2 σ12 + b2 σ22)

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