Nomal distribution (Goussian distribution)

A noma distibuBion, Somelimes

Called he bell Curnve. The bell Cumue 1S
Symmelaical Holf of the dea wifall tolet
of
of he
holf will tall
mean: to the righ

So 50

Empimca Pules
The empimical Rulen tells you 1What
of your cada talls within a Cestaun
pescentaqe OF
Number of Standand deviations tom he
Ynean.
 - t o Hto one Standared denalion

-20 to yt2 Two Standared dewaion

o t 30 Tree Standered devaion
-

34. 34.

2.
. 2.
M-o +2 +37
-3 -2

Stadared
0ot he daa falls within
68. one

deuationof mean..

-95 of He dada alls wirhin Tuo Standare

= deuakon of mean

4q.7. of Hhe daa talls wirhin Threo

StoncloTe.d devakion of mean
Poopeaties ot loma distmbutions
The mean, median
the Same. Mode ve exoctly

The distibution is
Symmeric.
The distambuion Can be descbe by two
UalueS mean he Standased clevahon
 Mean 0
Std

Standard Noma Distmbution (z- distobuwion).

Goussian disBibution. (, )
Z- ScoTe.

SND (H=0, o1).

Suppese isandom variable lhich

belonge to Gaussian distibution. Meand
4 hawe Some mecn () & Standaned devaon
(o) Then
Then le Cen anrom This '
indo Now iS belonqe) h Standared
Nomal distmbulien 1Aheme mean 1S
Zero & Shandamed devalion is 1

.Hou Ae transfrom He amable Which

is Gaussian diskibuion. inko SBandared
Nom al distmbulion. 2

Z Scose z -
 Aha is 2
Score
A 7- Score is a Standasd Scose
tha tells you
you hou many Slandard cdeuiation
Cway
uay t0m the mean an individual Vale.

postiue Z-Sc0e means that you X-value

oTader han he mean.
A
Neqative z- Score mean) hat your y-Vajue.
is less han he.
mean.
-B 7-Scose ot Zeo means hat your X-vale
is equal o the Mean

2-SCore -

mean

Standare.d devaion
n-Sample Size
 This enlire value Ae Called a

Stan dared erros

Now Ide Consideed n beocuhe of ble

apply This toomula To evemy Vaioble

to A
Sample Site will equal

Z-Score Hi-L

Z -ScoTe

8
 DCCUJe

hy We
Convertinq a Nomal disnbuion
into the Standand Nomal disnbuion ?
Compame Scoves different distnbuions
on
wih diffenen! mean &
Slandad deuadiond-
Nomolize ScoRD tor
olàn Statisicaldecision

find poobabilik of obsemialuons in a

the
dismbulion falling obave o belo 0
qiven value..

Banng
Bang he terure ia- the Same Seale.

Jhere Ne use ?
In Feature Scalinq Me use his.
Nonalization
Standadizatien..
 Ahat is Nomalizaion ?
Nomalization is a Scaling echnique
in Which value are 5hifted ond eSacled So Hhat
They end up between o I
anqinq
J
1S also knaun as min Max Scaling.

Xmin
x

Xgax Xmin

What is Standardization
lhese he Values arre CenBesed
a0und He mean with o Urit Standard
dewaon. Tis mecins het the mean ot the
allmbuion become lero& He ResuW
distmbuhon had o Unit Standaid deabion.
 slandaditao
Namaitaion 4
Oitierence belween

Nomaization tor
featunen ase uSed
Min &mMax valuen f
Scaling
doebok
Nomalitahion is used 1lhen he deda
hove GouSsain dismbuHon.
haue

Nomaizaien Scales in ange of Co, or

by Ouklie
-
Nomalitwion is Highly atecled

Nomtlitahion is Considered IJhen Hhe

AleoithmS do Not make ASSump Hon Ghou
daa eisttbuion
Standanditalion:

Mean Standard deualion 1s used tor

Scaling
Slandodizalon is No bounded by runqe

Standaditation is slighdly oftected by

by
Ouliens
Standarcdizaion is used on dala hauing
Gaussian disBmbuion.

-Standaditaion is used LAhen Alqothm

daBa dishibu-
make ASSumphon about He

On
 Loqnoma Distmbuion
A Vaiable x is Said to have a
ognoamal eistzibution if YInx) 15 D0mally
distibute Whee 'Tn' denotes he notusal
loqanthm. Simply &ShortHy 1e Say Hat
Nhen the logamthms of Valueo tom o Nomal
distmbuion, 1Je Say thoa the onqinal value
hove a lognomal distmbuion

I We take ncdual logS on both Sides.

In y In(e")
Iny X

has has a nomal disBmbuon then Y

had o lognormadisBmbukio0

The lognomal distmbuien is Right

Skeu posihvely Skeuwed).
fca)

Loq Nomal dism buion.

yln (4)
 5kewed Distibuion ?
A Skewed distribulion OcCUTS When

One taul is lonqe han Hhe others. These

dislibuBions ove Sometime Called aSymmelic

0 aSymmetica distmbudion 0s they dont
Show any kind of Symmety.

Symmeny
Summena

Nomal distnbuBion is a Symmeric

e. The
diskmbuion with NO Ske
 Skewed distmbulion

Right Skewed
Lett Skeuled Cposkve Skewed)
Negaive Skewed).

Let skewed distmbution

Skewed distmbution Gre
Lett
also called Neqcaively- Skewed distmbuion
Thats beccude these is lonq daul in He
The
direcHon on H Numbe line.
Neqaive
meanis also to He left of tHhe peak.
hocle
Medio
Meo

Mean Mecian Mode.

 Right Skewed distibion
Riqht Skewed distibulion o s e alse
Calle.d posHive. Skew distmbulion. Thad's becaude
direchon
heme is a lonq tail in He posive
The is also Fo Hhe
OnheNumbem line.
me.cun

ght of He peak.

Made

Median

Mean.

Mode Median < Mean

 n-Sample Size.

Centra Limit Theorem

Stcdes
theorem
The Cena limit

you have o population wirh mean

Standand devaion and take Sulficienty
laqe andon Sample trom he populadion
Ih Replacement. then the distribution
ot the Sample mean will be approximay
Noma dishrbuted

This will Hold tmue eqordless of alhethe

he Source population is Nomal o r Skeuwed..

(nz30).
- Tf the populaion is Nomal, hen he henom
Holds rue eJen tor Sample Smaler than
30