The Normal Distribution (VCE SSCE Mathematical Methods): Flashcards

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The Normal Distribution
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Standard normal distribution: mean and std dev values

μ=0\mu = 0 and σ=1\sigma = 1

Symbol for standard normal random variable

ZZ

Standard normal PDF

f(x)=12πe12x2f(x) = \frac{1}{\sqrt{2\pi}} e^{-\frac{1}{2}x^2}

Larger σ\sigma makes normal curve

Wider and flatter

Effect of mean μ\mu on normal distribution

Determines location/center of the curve

Convert general to standard: Pr(Xa)=?\Pr(X \leq a) = ?

Pr(Zaμσ)\Pr\left(Z \leq \frac{a - \mu}{\sigma}\right)

% area within 1 std dev of mean (empirical rule)

Approximately 68%

% area within 2 std devs of mean (empirical rule)

About 95%

% area within 3 std devs of mean (empirical rule)

About 99.7%

Transformations between normal distributions preserve

Area

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