A normal distribution is a fundamental concept in statistics and probability theory.
It is a continuous
probability distribution that is symmetric and bell-shaped, with its probability density function (PDF)
described by a mathematical formula.
Key characteristics of a normal distribution include:
Bell-shaped curve: The probability density function of a normal distribution is shaped like a
symmetric bell curve, with the highest point (mode) at the mean value.
Symmetry: The curve is symmetric around the mean, which means that the left and right tails are
equal in shape and size.
Mean and median equality: The mean, median, and mode of a normal distribution are all equal and
located at the center of the distribution.
Spread and variability: The spread of the distribution is determined by the standard deviation. A
larger standard deviation results in a wider, flatter curve, indicating greater variability in the data.
Empirical Rule states that approximately 68% of the data falls within one standard deviation of the
mean, about 95% falls within two standard deviations, and roughly 99.7% falls within three standard
deviations.
Asymptotic properties: The tails of a normal distribution extend infinitely in both directions and
never touch the horizontal axis. This means that there is a non-zero probability of observing values
far from the mean, although the probability decreases as you move away from the mean.
The standard normal distribution