Statistical Education Resource Kit

Normal Distribution

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Normal Distribution

Often, when dealing with a continuous random variable X, we find it convenient to standardize X as follows...

The most important continuous probability distribution is the normal distribution

If X has a normal distribution (i.e. X is normally distributed) with mean and standard deviation then we denote this .

If X has a normal distribution, i.e. ,

Author: Herb McGrath

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This web page was submitted by Herb McGrath: mcgrath@stat.psu.edu