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Data often have a normal distribution. The familiar bell-shaped curve tells us how dense are observations of particular values. Data values in dense areas of the curve are more likely, that is, more probable.

Origins of Normal Distribution

The normal distribution has many different origins, but one of particular interest is the sum of a number of two-outcome random choices, such as the number of heads from flipping coins or total score when guessing on a true-false test.

Size and Shape

The size and shape of the normal distribution is entirely determined by two parameters: the mean mu, parameter for the mean and standard deviation sigma, parameter for standard deviation. The standard normal distribution has mean = 0 and standard deviation = 1. The mean mu, parameter for the mean shifts the normal distribution, relative to the standard normal, left or right.

The standard deviation sigma, parameter for standard deviation stretches or squeezes the normal distribution, relative to the standard normal. Standard deviations larger than 1 increase the spread while those less than 1 decrease the spread.
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© 1999, Duxbury Press.