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Normal Distribution Notes

A Normal Distribution is a continuous probability distribution symmetric about its mean, characterized by its mean (μ) and standard deviation (σ). Key properties include that the mean, median, and mode are equal, and the total area under the curve equals 1. It is widely used in data science for machine learning assumptions, anomaly detection, and hypothesis testing.

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4 views2 pages

Normal Distribution Notes

A Normal Distribution is a continuous probability distribution symmetric about its mean, characterized by its mean (μ) and standard deviation (σ). Key properties include that the mean, median, and mode are equal, and the total area under the curve equals 1. It is widely used in data science for machine learning assumptions, anomaly detection, and hypothesis testing.

Uploaded by

srijavuppala295
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd

Normal (Gaussian) Distribution -

Complete Notes
1. Definition
A Normal Distribution is a continuous probability distribution that is symmetric about its
mean (μ), where most values cluster around the mean and probabilities decrease as we
move away.

2. PDF Formula
f(x) = (1 / (σ√(2π))) * e^(-(x - μ)^2 / (2σ^2))

3. Parameters
μ (Mean): Center of the distribution

σ (Standard Deviation): Spread of the data

σ² (Variance): Square of standard deviation

4. Key Properties
• Symmetric around mean

• Mean = Median = Mode

• Total area under curve = 1

5. Standardization (Z-score)
z = (x - μ) / σ

6. Mean Derivation (Result)


E[X] = μ

7. Variance Derivation (Result)


Var(X) = σ²
8. Empirical Rule
68% within 1σ

95% within 2σ

99.7% within 3σ

9. Example
For μ = 160 and σ = 15:
P(145 < X < 175) = 0.68
P(X > 190) ≈ 0.0228

10. Data Science Uses


• Machine Learning assumptions

• Anomaly detection

• Feature scaling

• Hypothesis testing

11. Key Insight


Normal distribution appears naturally due to the Central Limit Theorem.

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