NORMAL DISTRIBUTION
In probability theory and statistics, a normal distribution or Gaussian
distribution is a type of continuous probability distribution for a real-valued
random variable.
Normal distribution is a continuous probability distribution that is symmetric
about the mean, depicting that data near the mean are more frequent in
occurrence than data far from the mean.
Whenver random variable x has a tendency to accumulate about it’s average
value µ then such types of variable are called normal random variable and
distribution formed is called “Normal Distribution”.
Normal curve is a unimodal curve i.e. Mean=Median=Mode.
The area under the curve of a normal distribution is always 1.
The spread of the distribution is determined by the standard deviation.
About 68% of the data falls within one standard deviation of the mean,
95% within two standard deviations, and 99.7% within three standard
deviations.
The curve is bell-shaped, indicating that most of the observations
cluster around the central peak and the probabilities for values further
away from the mean taper off equally in both directions.
Variance of normal curve is represented by width of bell.
Normal Distribution Examples:
We can draw a Normal Distribution for various types of data that include,
1. Distribution of Height of People.
2. Distribution of Errors in any Measurement.
3. Distribution of Blood Pressure of any Patient, etc.
Empirical Rule states that,
68% of the data approximately fall within one standard deviation of the
mean, i.e. it falls between {Mean - One Standard Deviation, and Mean + One
Standard Deviation}
95% of the data approximately fall within two standard deviations of the
mean, i.e. it falls between {Mean - Two Standard Deviation, and Mean + Two
Standard Deviation}
99.7% of the data approximately fall within a third standard deviation of the
mean, i.e. it falls between {Mean - Third Standard Deviation, and Mean +
Third Standard Deviation}