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Normal distribution

Normal distribution is a symmetric, bell-shaped probability distribution described fully by its mean and standard deviation.

Also known asGaussian · bell curve

ByHoang TruongUpdated

See it move

Loading infographic...

The infographic is a bell-curve chart with probability density on the vertical axis and standard deviations from the mean on the horizontal axis. The symmetric bell is centred on zero and annotated with the empirical rule: 68% of observations fall within ±1σ of the mean, 95% within ±2σ, and 99.7% within ±3σ.

Where it fits
TopicProbability & DistributionsCoreSubjectData Analysis & StatisticsCore

The formula

LaTeX
Z=XμσZ = \frac{X - \mu}{\sigma}

Variables

Standard normal variable
Observed value of the normally distributed variable
Population mean of the distribution
Population standard deviation of the distribution

Standardizing converts any N(μ, σ²) variable to a standard normal Z ~ N(0, 1) so z-tables can be used directly.

Check yourself

PracticeCORE

Customer waiting times at a service centre are normally distributed with a mean of 8 minutes and a standard deviation of 2 minutes. Approximately what proportion of customers wait between 4 minutes and 12 minutes?

Select an answer to check your understanding.