In probability theory, the normal (or Gaussian) distribution is a continuous probability distribution, defined on the entire real line, that has a bell-shaped probability density function, known as the Gaussian function or informally as the bell curve:
The parameter μ is the mean or expectation (location of the peak) and σ 2 is the variance. σ is known as the standard deviation. The distribution with μ = 0 and σ 2 = 1 is called the standard normal distribution or the unit normal distribution. A normal distribution is often used as a first approximation to describe real-valued random variables that cluster around a single mean value.
The normal distribution is considered the most prominent probability distribution in statistics. There are several reasons for this: First, the normal distribution arises from the central limit theorem, which states that under mild conditions, the mean of a large number of random variables independently drawn from the same distribution is distributed approximately normally, irrespective of the form of the original distribution. This gives it exceptionally wide application in, for example, sampling. Secondly, the normal distribution is very tractable analytically, that is, a large number of results involving this distribution can be derived in explicit form.
For these reasons, the normal distribution is commonly encountered in practice, and is used throughout statistics, the natural sciences, and the social sciences as a simple model for complex phenomena. For example, the observational error in an experiment is usually assumed to follow a normal distribution, and the propagation of uncertainty is computed using this assumption. Note that a normally distributed variable has a symmetric distribution about its mean. Quantities that grow exponentially, such as prices, incomes or populations, are often skewed to the right, and hence may be better described by other distributions, such as the log-normal distribution or the Pareto distribution. In addition, the probability of seeing a normally distributed value that is far (i.e. more than a few standard deviations) from the mean drops off extremely rapidly. As a result, statistical inference using a normal distribution is not robust to the presence of outliers (data that are unexpectedly far from the mean, due to exceptional circumstances, observational error, etc.). When outliers are expected, data may be better described using a heavy-tailed distribution such as the Student's t-distribution.
From a technical perspective, alternative characterizations are possible, for example:
- The normal distribution is the only absolutely continuous distribution all of whose cumulants beyond the first two (i.e. other than the mean and variance) are zero.
- For a given mean and variance, the corresponding normal distribution is the continuous distribution with the maximum entropy.
The normal distributions are a subclass of the elliptical distributions.
Read more about Normal Distribution: Definition, Characterization, Normality Tests, Estimation of Parameters, Bayesian Analysis of The Normal Distribution, Occurrence, Generating Values From Normal Distribution, Numerical Approximations For The Normal CDF
Other articles related to "distribution, normal, normal distribution, distributions":
... We assume now that the distribution is a fixed distribution in what follows we shall in particular consider the case where is the standard normal ... which acts on functions from to the real numbers, and which 'characterizes' the distribution in the sense that the following equivalence holds We call such ... For the standard normal distribution, Stein's lemma exactly yields such an operator thus we can take We note that there are in general infinitely many such operators and it still remains an open question, which one ...
... Normal distribution Generalized normal distribution Log-normal distribution Skewness ...
... This version of the generalized normal distribution has been used in modeling when the concentration of values around the mean and the tail behavior are of particular interest ... Other families of distributions can be used if the focus is on other deviations from normality ... If the symmetry of the distribution is the main interest, the skew normal family or version 2 of the generalized normal family discussed below can be used ...
... In probability theory and statistics, the skew normal distribution is a continuous probability distribution that generalises the normal distribution to allow for non-zero ...
... Since its introduction, the normal distribution has been known by many different names the law of error, the law of facility of errors, Laplace's second law ... coined the term with reference to the "normal equations" involved in its applications, with normal having its technical meaning of orthogonal rather than "usual". 19th century some authors had started using the name normal distribution, where the word "normal" was used as an adjective – the term now being seen as a reflection of the fact that this distribution ...
Famous quotes containing the words distribution and/or normal:
“The man who pretends that the distribution of income in this country reflects the distribution of ability or character is an ignoramus. The man who says that it could by any possible political device be made to do so is an unpractical visionary. But the man who says that it ought to do so is something worse than an ignoramous and more disastrous than a visionary: he is, in the profoundest Scriptural sense of the word, a fool.”
—George Bernard Shaw (18561950)
“As blacks, we need not be afraid that encouraging moral development, a conscience and guilt will prevent social action. Black children without the ability to feel a normal amount of guilt will victimize their parents, relatives and community first. They are unlikely to be involved in social action to improve the black community. Their self-centered personalities will cause them to look out for themselves without concern for others, black or white.”
—James P. Comer (20th century)