Probability Distribution. Normal Distribution: Normal distribution is the maximally used Probability distribution in the theory of statistics. Definition : A Random variable X is used said to be follow a normal distribution with mean m and variance σ 2 then its probability density function is f(x) = the variable x is said to be normally distributed with mean m and variance σ 2 then it is denoted as X ~ N(m , σ 2 ). and if in normal distribution the values of parameter changes as m= 0 and σ 2 = 1 then distribution of x is said to be standard normal distribution and it is denoted as X ~ N(0 ,1 ). if X ~ N(m , σ 2 ). and we take transformation as z = (x-m)/ σ then the distribution of z is standard normal distribution. and it is denoted as Z ~ N(0 ,1 ). the pdf of f(z) is called standard normal distribution and defined as note : 1 mean of the distribution is m. 2. the variance of the distribution is σ 2 3. the shape of normal distribution is bell-sha
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