Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.


Home Univariate Data Distributions Most common distributons Normal Distribution
See also: distributions, test for normality, central limit theorem, lognormal distribution, relationship between distributions 

Normal Distribution


 
Definition
  • The random variable x can have any value between -inf to +inf 
  • The distribution is symmetric about the first moment (=mean) 
  • The term "normal distribution" is often used for any distribution looking like a normal distribution. In order to avoid any mistakes the term "standard normal distribution", or "standard normal probability density function" should be used for normal distributions which have a standard deviation of 1.0 and a mean of 0.0.
Graphical View
You may test the shape of the normal distribution for various standard deviations by starting the following  interactive example .
Applications One of the most important distributions in statistical theory, but frequently not occurring as often expected. The importance of the normal distribution in statistics is caused by the central limit theorem. Examples 
  • body-height of adult women between 40 and 50 
  • blood pressure 
  • results of analytical measurements 
First Moment Mean: m
Second Moment Variance: s2

Last Update: 2009-Mär-29