Normal Distribution: Difference between revisions
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Bradley Monk (talk | contribs) No edit summary |
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| name = Normal distribution | | name = Normal distribution | ||
| type = density | | type = density | ||
| pdf_image = [[File: | | pdf_image = [[File:Probability Density Function.png|350px|Probability density function for the normal distribution]]<br /><small>The red curve is the ''standard normal distribution''</small> | ||
| cdf_image = [[File: | | cdf_image = [[File:Normal_Distribution_CDF.png|350px|Cumulative distribution function for the normal distribution]] | ||
| notation = | | notation = [[File:Dist Normal Notation.png]] | ||
| pdf = [[File:Dist Normal PDF.png]] | |||
| cdf = [[File:Dist Normal CDF.png]] | |||
| pdf = | | quantile = [[File:Dist Normal Quantile.png]] | ||
| cdf = | | mean = µ | ||
| quantile = | | median = µ | ||
| mean = | | mode = µ | ||
| median = | | variance = σ² | ||
| mode = | |||
| variance = | |||
| skewness = 0 | | skewness = 0 | ||
| kurtosis = 0 <!-- DO NOT REPLACE THIS WITH THE OLD-STYLE KURTOSIS WHICH IS 3. --> | | kurtosis = 0 <!-- DO NOT REPLACE THIS WITH THE OLD-STYLE KURTOSIS WHICH IS 3. --> | ||
}} | }} | ||
Latest revision as of 17:34, 27 April 2015
The normal distribution is
f(x) = (1⁄σ √2π) e-(x-µ) ²⁄2σ ²
Probability density function Error creating thumbnail: File missing The red curve is the standard normal distribution | |
Cumulative distribution function Error creating thumbnail: File missing | |
Notation | |
---|---|
CDF | |
Mean | µ |
Median | µ |
Mode | µ |
Variance | σ² |
Skewness | 0 |
Kurtosis | 0 |
- The parameter μ in this formula is the mean or expectation of the distribution (and also its median and mode).
- The parameter σ is its standard deviation; its variance is therefore σ' 2. A random variable with a Gaussian distribution is said to be normally distributed and is called a normal deviate.