Review Notes: Statistics, Probability & Normal Distribution
1. Random Variables
A random variable is a numerical value assigned to the outcome of a random
experiment.
There are two types:
Discrete random variables – take countable values (e.g., number of heads,
number of absentees).
Continuous random variables – take measurable values (e.g., height, weight,
time).
2. Probability Distribution
A probability distribution shows all possible values of a random variable and their
corresponding probabilities.
Important properties:
Each probability is between 0 and 1
The sum of all probabilities is equal to 1
3. Mean, Variance, and Standard Deviation
These describe the behavior of a random variable.
Mean (Expected Value):
The average value of the distribution
μ=∑ xP(x)
Variance:
Measures how far the values are spread from the mean
2
σ =∑ ¿
Standard Deviation:
The square root of variance, showing spread in original units
σ =√ σ
2
4. Normal Distribution
The normal distribution is a continuous probability distribution that is:
Bell-shaped
Symmetrical about the mean
Has Mean = Median = Mode
Total area under the curve is equal to 1
It is completely described by:
The mean (μ)
The standard deviation (σ)
5. Empirical Rule (68–95–99.7 Rule)
For a normal distribution:
About 68% of data lie within 1σ of the mean
About 95% lie within 2σ
About 99.7% lie within 3σ
6. Standard Normal Distribution and Z-score
A standard normal distribution has:
Mean = 0
Standard deviation = 1
The Z-score tells how far a value is from the mean:
x −μ
Z=
σ
Positive Z-score: value is above the mean
Negative Z-score: value is below the mean
Z-scores are used to find probabilities and areas under the normal curve using the Z-
table.