In: Statistics and Probability
Normal distribution is the most widely used distribution in the field of statistics. Most of the processes that we see in our life can be related to normal distribution better than any other distributions.For example, heights, blood pressure, measurement error, and IQ scores follow the normal distribution. It is also known as the Gaussian distribution, is a probability distribution that is symmetric about the mean, showing that data near the mean are more frequent in occurrence than data far from the mean. In graph form, normal distribution will appear as a bell curve. The four characteristics of a normal distribution. Normal distributions are symmetric, unimodal, and asymptotic, and the mean, median, and mode are all equal. A normal distribution is perfectly symmetrical around its center. That is, the right side of the center is a mirror image of the left side.
A normal distribution has some interesting properties: it has a bell shape, the mean and median are equal, and 68% of the data falls within 1 standard deviation. It is also one of the most important factor in Central Limit Theorem. The central limit theorem (CLT) states that the distribution of sample means approximates a normal distribution as the sample size gets larger. A key aspect of CLT is that the average of the sample means and standard deviations will equal the population mean and standard deviation. Also, the mean, median, and mode of a normal distribution are equal. The area under the normal curve is equal to 1.0. Normal distributions are denser in the center and less dense in the tails.
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