Lecture 4 - Ch 6 - The Normal Distribution

The Normal Distribution

A typical continuous distribution is the Normal Distribution, which looks like the proverbial "bell-shaped" curve. However, just like bells can take many shapes, there are many different Normal Distributions. In fact, the Normal Distribution is really a family of distributions. Although all the curves in the family of Normal Distributions have certain common characteristics, a particular instance of the Normal Distribution is defined by its mean and standard deviation.

The Normal Distribution is defined generally by the function:Wow! Where did that wacky formula come from?? We may never know... But luckily we don't need to know the derivation of the formula. In fact, we don't even need to know how to use the formula because we're going to do three things:
1. "standardize" the formula - called, oddly enough, the standard normal distribution
2. compute tables for the standardized formula
3. use another, simpler formula to translate between any given normal distribution and the pre-calculated standard normal distribution