Grade 11

Grade 11Probability and StatisticsProbability Distributions


Normal Distribution


When we talk about probability and statistics, one of the most important topics we come across is the normal distribution. It is like the cornerstone for various statistical concepts and theories. Just imagine, you are looking at the height of students in a class. Most of the students will be around the average height, while very few students will be very tall or very short. This kind of pattern is common in many natural phenomena and we call it normal distribution.

What is normal distribution?

The normal distribution is a type of continuous probability distribution for a real-valued random variable. It is sometimes informally called a "bell curve" because of its distinctive shape (resembling a bell). The normal distribution is symmetric about its mean, indicating that data near the mean occur more often than data far from the mean.

Characteristics of a Normal Distribution:
1. Symmetrical: The left side is a mirror image of the right side.
2. Bell-shaped: The shape of the distribution is often referred to as bell-shaped.
3. Mean, Median, and Mode are equal: In a perfectly normal distribution, these values are all the same and occur at the highest peak.
4. Defined by two parameters: The mean (average) and the standard deviation (measure of spread).
Meaning

Importance of normal distribution

The normal distribution is extremely important in statistics and is often used in the natural and social sciences to represent real-valued random variables whose distribution is not known. This is because:

  • This provides the basis for the theory of statistical inference.
  • It accurately describes many phenomena of the natural world.
  • The properties of the normal distribution make it important for calculations in statistical studies.

Mathematical representation

The normal distribution can be represented mathematically using its probability density function (PDF). The PDF is a function that describes the probability of a random variable taking on a particular value.

The formula for the probability density function of a normal distribution is:
f(x | μ, σ) = (1 / (σ * sqrt(2π))) * exp(-(x - μ)² / (2σ²))
Where:
- μ is the mean or expectation.
- σ is the standard deviation.
- π is a constant (approximately 3.14159).
- exp is the exponential function.

Understanding the bell curve

The bell curve is one of the reasons why the normal distribution is famous. Let's see what the curve represents. The highest point on the curve represents the mean, median, and mode, which are exactly the same in a normal distribution.

Standard deviations determine the spread of data points. The higher the standard deviation, the wider the bell curve will appear. A smaller standard deviation will result in a steeper bell curve.

Meaning -1σ +1σ

Applications of normal distribution

The normal distribution is not just an abstract concept, it has practical applications in various fields:

  • In finance: It is used in the Black–Scholes option pricing model, and to assess the probability of positive or negative performance of stocks and portfolios.
  • In biology: It is used to model biological data, such as height and blood pressure readings.
  • In quality control: Companies use the normal distribution to understand variation in their manufacturing processes.

Examples and practice problems

Let us work out some examples to understand the concept of normal distribution better.

Example 1:

Suppose the weights of apples in an orchard follow a normal distribution with a mean of 150 g and a standard deviation of 15 g. What is the probability that a randomly selected apple weighs between 135 g and 165 g?

Here we need to calculate the probability that the weight of an apple x is between 135 and 165 grams.
P(135 < x < 165)
Using standard normal distribution tables or a calculator:
z-score = (X - μ) / σ
z(135) = (135 - 150) / 15 = -1
z(165) = (165 - 150) / 15 = 1
Therefore, P(-1 < z < 1) = 0.6826 or 68.26%
This implies that there is a 68.26% chance that the weight of a randomly chosen apple is between 135 and 165 grams.

Example 2:

A teacher found that the marks of her students on a test are normally distributed with a mean of 70 and a standard deviation of 10. What is the percentage of students who scored more than 85 marks?

Here, we need to find the probability that a student's score x is greater than 85.
P(x > 85)
z = (X - μ) / σ
z(85) = (85 - 70) / 10 = 1.5
Using standard normal distribution tables:
P(z < 1.5) = 0.9332
Therefore, P(x > 85) = 1 - 0.9332 = 0.0668 or 6.68%
Thus, 6.68% of students scored above 85.

Conclusion

The normal distribution is a fundamental concept in statistics, important for theoretical as well as applied statistical analysis. Its properties of symmetry, defined mean and standard deviation allow it to effectively model a variety of real-world phenomena. Whether in exams, manufacturing, biology or finance, understanding the normal distribution helps to interpret data and make informed decisions. With its wide applications and ease of use, mastering the normal distribution equips you with a powerful tool for analyzing real-world data.


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