Introduction to the Normal Distribution
... There is a probability of 1-α that a N(μ,σ2) random variable takes on a value within the interval [μ-σ Zα/2, μ+σ Zα/2]. We know from the previous example that if X=“the length of a human pregnancy from conception to birth”, then X~N(266, 256). Since Z0.005 = 2.576, we can be 99% confident that the d ...
... There is a probability of 1-α that a N(μ,σ2) random variable takes on a value within the interval [μ-σ Zα/2, μ+σ Zα/2]. We know from the previous example that if X=“the length of a human pregnancy from conception to birth”, then X~N(266, 256). Since Z0.005 = 2.576, we can be 99% confident that the d ...
S-300 6-3A Std Nor Lec.cwk (WP)
... One of the many Normal Distributions is chosen to be the Standard Normal Distribution We will choose one of the many possible different Normal Distribution curves and select it as the distribution we will use to solve all problems that involve normal distributions. This curve will be a normal distri ...
... One of the many Normal Distributions is chosen to be the Standard Normal Distribution We will choose one of the many possible different Normal Distribution curves and select it as the distribution we will use to solve all problems that involve normal distributions. This curve will be a normal distri ...
Slides 1-17 Normal and CLT
... Physical measurements of members of a biological population (e.g., heights and weights), IQ and exam scores, amounts of rainfall, scientific measurements, etc. It can be used to describe the outcome of a binomial experiment when the number of trials is large. It is the foundation of classical ...
... Physical measurements of members of a biological population (e.g., heights and weights), IQ and exam scores, amounts of rainfall, scientific measurements, etc. It can be used to describe the outcome of a binomial experiment when the number of trials is large. It is the foundation of classical ...
Central limit theorem
In probability theory, the central limit theorem (CLT) states that, given certain conditions, the arithmetic mean of a sufficiently large number of iterates of independent random variables, each with a well-defined expected value and well-defined variance, will be approximately normally distributed, regardless of the underlying distribution. That is, suppose that a sample is obtained containing a large number of observations, each observation being randomly generated in a way that does not depend on the values of the other observations, and that the arithmetic average of the observed values is computed. If this procedure is performed many times, the central limit theorem says that the computed values of the average will be distributed according to the normal distribution (commonly known as a ""bell curve"").The central limit theorem has a number of variants. In its common form, the random variables must be identically distributed. In variants, convergence of the mean to the normal distribution also occurs for non-identical distributions or for non-independent observations, given that they comply with certain conditions.In more general probability theory, a central limit theorem is any of a set of weak-convergence theorems. They all express the fact that a sum of many independent and identically distributed (i.i.d.) random variables, or alternatively, random variables with specific types of dependence, will tend to be distributed according to one of a small set of attractor distributions. When the variance of the i.i.d. variables is finite, the attractor distribution is the normal distribution. In contrast, the sum of a number of i.i.d. random variables with power law tail distributions decreasing as |x|−α−1 where 0 < α < 2 (and therefore having infinite variance) will tend to an alpha-stable distribution with stability parameter (or index of stability) of α as the number of variables grows.