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4: Normal Distribution

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    Most of the statistical analyses presented in this book are based on the bell-shaped or normal distribution. The introductory section defines what it means for a distribution to be normal and presents some important properties of normal distributions. The interesting history of the discovery of the normal distribution is described in the second section. Methods for calculating probabilities based on the normal distribution are described in Areas of Normal Distributions. The Varieties of Normal Distribution Demo allows you to enter values for the mean and standard deviation of a normal distribution and see a graph of the resulting distribution. A frequently used normal distribution is called the Standard Normal distribution and is described in the section with that name. The binomial distribution can be approximated by a normal distribution. The section Normal Approximation to the Binomial shows this approximation. The Normal Approximation Demo allows you to explore the accuracy of this approximation.

    • 4.1: Introduction to Normal Distributions
      The normal distribution is the most important and most widely used distribution in statistics. It is sometimes called the "bell curve," although the tonal qualities of such a bell would be less than pleasing. It is also called the "Gaussian curve" after the mathematician Karl Friedrich Gauss. As you will see in the section on the history of the normal distribution, although Gauss played an important role in its history, Abraham de Moivre first discovered the normal distribution.
    • 4.2: Areas Under Normal Distributions
      Areas under portions of a normal distribution can be computed by using calculus. Since this is a non-mathematical treatment of statistics, we will rely on computer programs and tables to determine these areas.
    • 4.3: Varieties Demonstration
      This demonstration allows you to change the mean and standard deviation of two normal distributions and observe the effects on the shapes of the distributions.
    • 4.4: Standard Normal Distribution
      Normal distributions do not necessarily have the same means and standard deviations. A normal distribution with a mean of 0 and a standard deviation of 1 is called a standard normal distribution.
    • 4.5: Normal Approximation Demonstration
      The normal distribution can be used to approximate the binomial distribution. This demonstration allows you to explore the accuracy of the approximation under a variety of conditions.
    • 4.6: Statistical Literacy
      Risk analyses often are based on the assumption of normal distributions. Critics have said that extreme events in reality are more frequent than would be expected assuming normality. The assumption has even been called a "Great Intellectual Fraud."
    • 4.E: Normal Distribution (Exercises)

    Contributors and Attributions

    • Online Statistics Education: A Multimedia Course of Study ( Project Leader: David M. Lane, Rice University.

    This page titled 4: Normal Distribution is shared under a Public Domain license and was authored, remixed, and/or curated by David Lane via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon request.