Normal Distribution
The Normal Distribution is defined by the probability density function
for a continuous random variable in a system.
It is a symmetric bell shaped curve
The probability density function of normal or gaussian distribution is
given by;
where,
x is the variable
μ is the mean
σ is the standard deviation
Standard deviation, as the name suggests, is
the deviation of all the values from the mean,
this means that having a higher standard
deviation will result in a broader graph where
values are spread farther apart.
the Empirical Rule states that,
Approximately 68% of the data falls within one
standard deviation of the mean. (i.e., Between
Mean- one Standard Deviation and Mean +
one standard deviation)
Approximately 95% of the data falls within two
standard deviations of the mean. (i.e.,
Between Mean- two Standard Deviation and
Mean + two standard deviations)
Approximately 99.7% of the data fall within
three standard deviations of the mean. (i.e.,
Between Mean- three Standard Deviation and
Mean + three standard deviations)