Normal Distribution

Compute the probability distributions of a

random variable for both discrete and
continuous data.

A random variable X with probability density

function
2
−(x− μ)
1 2σ
2

f ( x )= e −∞< x <∞
√ 2 πσ
Is a normal random variable with parameters μ
where −∞< x <∞ and σ > 0. Also,

E ( X ) =μ∧V ( X ) =σ 2

And the notation N( μ , σ 2 ) is used to denote the

distribution.

Properties of Normal Distribution

1. The mode which is the point on the

horizontal axis where the curve is a
maximum, occurs at x=μ.
2. The curve is symmetric about a vertical
axis through the mean μ.
3. The curve has its point of inflection at
x=μ ± σ and it is concave downward if
μ−σ < X < μ+ ¿ σ and it is concave
upward otherwise.