NORMAL DISTRIBUTION

The normal distribution is a continuous probability distribution that centers about the mean. The probability density function is a symmetric, bell-shaped graph with a peak at the mean, and is known as the Gaussian function or bell curve. The normal distribution is often used to describe, at least approximately, any variable that tends to cluster around the mean. Definition of the Normal Distribution A continuous variable

is said to have a normal distribution with parameters

and

, where

and 0 , if the density function of

is

f ( x)
where

2 1 e ( x ) 2

( 2 2 )

for

and

are the mean and standard deviation, respectively. If

is a random variable

whose probability density function is normal with mean

X ~ N ( , 2 ) .

and variance

2 , we write

The plot of the normal distribution with parameters

and

0.5 looks like this:

The Standard Normal Distribution The normal distribution with parameter values 0 and 1 is called the standard normal distribution. The corresponding density function is

f ( x)

1 x2 2 e 2

for

The normal distributions can be transformed to standard normal distributions by the formula

where x is a score from the original normal distribution, is the mean of the original normal distribution, and is the standard deviation of the original normal distribution. The standard normal distribution is sometimes called the z distribution. The plot of the standard normal distribution is still a symmetric, bell-shaped graph with a peak at the mean; however, must equal 0 and must equal 1:

_______________________________________________________________________ Example: The heights of all adult males in Canada are roughly normally distributed, with a mean of about 70 inches (5 foot 8 inches). Most men have a height close to the mean, though a small number of men have a height significantly above or below the mean. A histogram of male heights will appear similar to a bell curve, with a peak at the mean (70 inches). _______________________________________________________________________