Saturday, February 24, 2018

Normal Distribution

It is one of the most common form of probability distribution and can take any values within a range.
The normal distribution is a type of continuous probability distribution.One of the most common graph bell curve occurs in this one.

The two parameters that characterized the Normal Distribution are :- 


1.) Mean
2.) Variance

The normal distribution can take any values from -infinity to + infinity.There is infinite number of normal distribution ,varying upon their mean and variance.

Standard Distribution / Z-distribution :- The normal distribution with mean =0 and standard deviation =1 is called standard distribution /Z distribution.

Characteristics of Normal Distribution :-
1.)Symmetry
2.)A single most common value (uni modality)
3.)Range from -infinity to + infinity
4.)Area under curve is 1
5.)A common value for the mean,median and mode.

Examples to illustrate it :-
 
A normal distribution is perfectly symmetrical around its center. That is, the right side of the center is a mirror image of the left side. There is also only one mode, or peak, in a normal distribution. Normal distributions are continuous and have tails that are asymptotic, which means that they approach but never touch the x-axis. The center of a normal distribution is located at its peak, and 50% of the data lies above the mean, while 50% lies below. It follows that the mean, median, and mode are all equal in a normal distribution.

Some of the common uses of normal distribution :-

1.) Height
2.)IQ
3.)Blood pressure
4.)Salaries etc.

The empirical rule tells you what percentage of your data falls within a certain number of standard deviations from the mean:

• 68% of the data falls within one standard deviation of the mean.
• 95% of the data falls within two standard deviations of the mean.
• 99.7% of the data falls within three standard deviations of the mean.


Z-scores/Normalized Scores:-

The formula for Z-score is :

Let us take an example to understand the concept of Z-scores .

A wild pack of Chihuahuas terrorizing the countryside has a mean height of 7.5 inches, with a standard deviation of 1.5 inches. We feel sorry for the person who had to measure that. What proportion of these Chihuahuas are between 6 and 9 inches tall?
When we want to know something about probabilities or proportions of normal distributions, we need to work with Z-scores. We use them to convert a value into the number of standard deviations it is from the mean. The formula is:
 

μ is another fancy code name for the mean of the normal distribution, while σ is its standard deviation. We can find the Z-scores for 6 and 9 inches now.

 
How much of the normal distribution falls within 1 standard deviation above or below the mean? According to the Empirical Rule, that's 68% of the distribution.







Further Reading :-https://en.wikipedia.org/wiki/Normal_distribution
                             http://www.statisticshowto.com/probability-and-statistics/normal-distributions/


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