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2. Normal Distribution
This is the most important probability distribution in the entire
field of statistics. Its bell-shaped curve is called the normal curve.
The Normal Curve
2
The area under the curve is the probability of the random variable.
x2
1
e 0.5 x / dx
2
P ( x1 X x2 )
x1 2
x1 x2
P(x1<X<x2) = area of shaded region
Definition: The distribution of a normal random variable with mean
zero and variance 1 is called the standard normal distribution.
The values for standard random variables of the normal curve are
given in Table A.3, Walpole.
X
Transformation: Z
Where Z is the normal random variable with mean zero and
variance 1.
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