STATISTICS

AND
PROBABILITY
Concepts and
Properties of
Normal
Distribution
Abraham de Moivre, an 18th

century statistician and

consultant to gamblers, was
often requested to make
lengthy computations.
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The curve he discovered
is now called the “normal
curve”
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 Normal
Distribution
A normal distribution is an
example of a continuous
distribution.

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It pertains to a family of bell-
shaped curves that model a
number of continuous
variables.
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The normal distribution is often
referred to as the Gaussian
distribution in honor of Karl Friedrich
Gauss, who derived the equation
from a study of errors in a repeated
measurement of the same quantity.
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Gaussian distribution is
characterized by two
parameters: the mean (𝜇) and
the standard deviation (𝜎).

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A normal probability distribution
has two main functions
1. To determine the ordinates (y
values) of the graph that
represents the distribution
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A normal probability distribution
has two main functions
2. To determine the probabilities.

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Normal Curve
A continuous random variable X
of a bell-shaped distribution as
shown in the figure is called a
normal random variable.

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The values of the density of X is
denoted by n(x:𝜇, 𝜎).
1
− ( 𝑥−𝜇)
𝑒 2
n(x:𝜇, 𝜎)=y=f(x)= 𝜎
𝜎 2𝜋

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This is also known as Normal
Probability Distribution
Function.

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The figure below illustrates
two normal curves that have
the same standard deviation
with different mean values.
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The two curves are identical in
form but are centered in
different positions along the
x-axis or horizontal axis.
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The next figure illustrates two
normal curves having the
same mean values but with
different standard deviations.
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The two curves have the same
center. However, the curve with
the smaller standard deviation is
narrower than the curve with the
larger standard deviation.
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 Standard
Normal
Distribution
If a random variable will be
transformed into a standard normal
distribution, the mean value will
become zero and the standard
deviation will become one.

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This rule is called empirical
rule.

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Properties of a
Standard
Normal
Distribution
1.The curve has a single peak. Therefore,
the distribution is unimodal.
2. It is symmetrical about the mean
value; it is extended indefinitely in both
direction and asymptotic to the
horizontal axis.
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3. The mean, median, and mode are
equal.
4. The shape of the curve will depend
on the mean and the standard
deviation.

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5. The total area under the standard
normal curve is 1. Since the curve is
symmetrical about the mean, the
mean divides the area into two equal
parts. Each part has an area of 0.5.

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6. Nearly all the area is between
𝜇 − 3𝜎 𝑎𝑛𝑑 𝜇 + 3𝜎
7. The distribution has a mean of
0 and a standard deviation of 1.

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Activity 2
Draw a Standard Normal
Distribution apply the
properties you have learned.

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