The Normal Distribution

The normal distribution is a continuous probability distribution with the following characteristics:

  1. It is symmetric about the mean
  2. The curve extends from minus to plus infinity
  3. The limit of the total area under the curve is 1
  4. The curve is always above the x-axis, that is f(x) is always positive (where x is a random variable and f(x) represents the density function)
  5. The mean=mode=median A random variable that follows a normal distribution is called a normal random variable.

Standard normal distribution This is a typical normal distribution where the mean=0 and the variance=1.

Why the normal distribution is important?


Reference

Electronic Textbook StatSoft Copyright StatSoft, Inc., 1984-2001 STATISTICA is a trademark of StatSoft, Inc