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Define normal distribution

“A symmetrical bell shaped curve having two equals’ tails in length on both sides of the mean
is defined as normal distribution.”

“A unimodal distribution whose mean, median and mode are equal and lie in the center of
the distribution and both tails are equal in length is called normal distribution.”

The "Bell Curve" is a Normal Distribution.

It is often called a "Bell Curve" because it looks like a bell.

Properties of the Normal Probability Curve:

1. The highest point occurs at x=µ.

2. It is symmetric about the mean, µ. One half of the curve is a mirror image of the other half,
i.e., the area under the curve to the right of µ is equal to the area under the curve to the left of
µ equals ½.

3. It has inflection points at µ-σ and µ+σ.

4. The curve is asymptotic to the horizontal axis at the extremes.

5. The total area under the curve equals one.

6. Empirical Rule:

• Approximately 68% of the area under the curve is between µ-σ and µ+σ.

• Approximately 95% of the area under the curve is between µ-2σ and µ+2σ.

• Approximately 99.7% of the area under the curve is between µ-3σ and µ+3σ.

P ( μ−σ < X < μ+ σ )=0.6827

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P ( μ−2 σ < X < μ+2 σ ) =0.9545

P ( μ−3 σ < X < μ+3 σ )=0.9973

Define the normal probability density function.

A normal distribution is defined by the probability density function

2
−1 X − μ
1 ( )
Y =f ( X ) =f ( X ; μ , σ )= e 2 σ
−∞ < X< +∞ :∧σ >0
σ √2 π

Where µ (Parameter) = mean σ (Parameter) = standard deviation

π (Constant) = 3.1416 е(Constant) = 2.17183

X=abscissa, measurement or score marked on horizontal axis.

Y=ordinate, height of curve corresponding to an assigned value of X.

What is role of µ in normal distribution?

The parameter µ control the location of normal curve.

What is the role of σ in normal distribution?

The parameter σ controls the flatness of normal curve.

Continuous distribution

The normal distribution is a continuous distribution that ranges from -∞ to +∞.

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Total probability

The total area under the normal curve is unity.

P (−∞ < X <+ ∞ )=1

Mode and maximum ordinate

The normal probability density function is unimodal, its mode is µ and its maximum ordinate at
X=µ is
2 2
−1 μ−μ −1 0
1 ( )
1 ( )
1
f ( X )=f ( X ; μ , σ )= e 2 σ
= e 2 σ
=
σ √2 π σ √2 π σ √2 π

Man=Median=Mode=µ

The lower quartile (Q1 or X0.25) and upper quartile (Q3 or X0.75) are equidistant from its µ

Q3−μ=µ−Q2

All odd order moments about mean are zero.

μ1=μ3 =… … … … … …=0

Median, quartiles, quartile deviation, variance, standard deviation and mean

deviation

In normal probability distribution, the median, the lower and upper quartiles and quartile
deviation, variance, standard deviation and mean deviation are

X 0.5=μ

Q1= X 0.25=μ−0.6745 σ∧Q3 =X 0.75=μ+ 0.6745 σ

Q3−Q1 2
Q . D ( X )= =0.6745 σ = σ
2 3

Var ( X )=σ 2∧S . D ( X )=σ

M . D ( X )=
√ 2
π
4
σ =0.7979 σ = σ
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Write down the moments and moment’s ratios of the normal distribution.

In a normal distribution, the first four moments about mean and the moments ratios are
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2 4
μ1=0 , μ2=σ , μ3 =0 , μ 4=3 σ
2
μ3 0 μ4 3σ
4
β 1= 3
= 3
=0 ; β 2= 2
= 2
=3
μ2 (σ 2) μ2 (σ 2)

Properties of the normal distribution

1. The mean, median mode are equal.

2. Mean deviation = 0.7979σ
3. Quartile deviation = 0.6745σ
4. The two quartiles Q1 and Q3 are at equidistant from mean.
5. The curve is symmetric about ordinate at X = µ.
6. The odd order moments about mean are all zero.
7. The points of infection of the normal curve lie at µ - σ and µ + σ.
8. The total area under the normal curve is unity.

Define the normal frequency distribution.

When we multiply the normal distribution by N, we get normal frequency distribution.

The equation of the normal frequency distribution is

2
−1 X− μ
N 2
(
σ
)
Y= e −∞ < X <+∞ :∧σ >0
σ √2 π

When is it appropriate to use a normal approximation to the binomial distribution?

When in a binomail distribution n is sufficiently large and probabolity of success is closer to ½

and both np and nq equal to or greater than 5( ), we get can
approximation the binomial distribution by a normal distribution and this approximation is
appropriate.

What is the relationship between the binomial and the normal distribution?

X−np
If X is a binomial random variable with parameters n and p, then Z= approaches the
√npq
normal distribution when n becomes sufficiently large and probabolity of success is closer to ½
and both np and nq equal to or greater than 5.
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What is standard normal variate.

X−μ
The variable Z= is a called standard normal variate. A standardized normal variate has
σ
mean equal to zero and unity variance. If Z is the standard normal variate , then Z has the
probability distribution

−1 2
1 2
Z
f ( Z )= e −∞< X <+ ∞
√2 π
Define standard normal distribution.

a normal distribution having mean equal zero and standard deviation one is called standard
X−μ
normal distribution. The variable Z= is called a satndard normal variable, then the
σ
probability density function in terms of Z is
−1 2
1 2
Z
f ( Z )= e −∞< X <+ ∞
√2 π
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Standard Normal Distribution

Same as a normal distribution, but also...

 Mean is zero
 Variance is one
 Standard Deviation is one
 Data values represented by z.

Properties of the Standard Normal Curve (Z)

1. The highest point occurs at µ=0.

2. It is a bell-shaped curve that is symmetric about the mean, µ=0. One half of the curve is a
mirror image of the other half, i.e., the area under the curve to the right of µ=0 is equal to the
area under the curve to the left of µ=0 equals ½.

3. It has inflection points at µ-σ = 0-1 = -1 and µ+σ = 0+1 = +1.

4. The curve is asymptotic to the horizontal axis at the extremes.

5. The total area under the curve equals one.

6. Empirical Rule:

• Approximately 68% of the area under the curve is between -1 and +1.

• Approximately 95% of the area under the curve is between -2 and +2.

• Approximately 99.7% of the area under the curve is between -3 and +3.