Key Takeaways
- In a normal distribution, approximately 68.27% of the data falls within one standard deviation of the mean.
- For a standard normal distribution, the probability P(-2 < Z < 2) is exactly 0.9545.
- About 99.73% of values in a bell-shaped curve lie within three standard deviations from the mean.
- The mean of standard normal is 0, variance 1, by definition.
- Skewness of normal distribution is exactly 0.
- Kurtosis (excess) of bell-shaped normal is 0.
- Abraham de Moivre approximated binomial with normal in 1733.
- Carl Friedrich Gauss developed normal in 1809 for errors.
- Pierre-Simon Laplace expanded normal theory in 1778.
- Heights of adults follow normal with μ=69 inches, σ=2.8 for US men 20th century.
- IQ scores standardized normal with μ=100, σ=15.
- Measurement errors in physics often normal with σ=0.1% precision.
- US adult male height μ=175.3cm, σ=7.6cm (NHANES 2015-18).
- IQ in general population fits normal with 99.9% within 55-145.
- Heights of 18-year-old Swedish men σ=6.5cm, μ=179.7cm.
A normal distribution's predictable bell curve describes many natural and social phenomena.
Applications in Sciences
- Heights of adults follow normal with μ=69 inches, σ=2.8 for US men 20th century.
- IQ scores standardized normal with μ=100, σ=15.
- Measurement errors in physics often normal with σ=0.1% precision.
- Blood pressure systolic normal μ=120, σ=20 mmHg.
- SAT scores pre-1995 normal μ=500, σ=100 per section.
- Annual rainfall in temperate zones approx normal μ=800mm, σ=200mm.
- Stock returns daily log-returns near normal μ=0, σ=1-2%.
- Galaxy velocity dispersions follow normal in astronomy.
- Reaction times in psychophysics normal μ=200ms, σ=50ms.
- Shoe sizes US men normal μ=10.5, σ=1.5.
- Human birth weights normal μ=3.4kg, σ=0.5kg.
- 95% of adult female heights between 5'0" and 5'10" normal dist.
Applications in Sciences Interpretation
Computational Aspects
- Monte Carlo simulations approximate π using normal dist with error <0.01%.
- FFT computation of normal pdf 10^6 points takes 1ms on modern CPU.
- Box-Muller transform generates normal variates in O(1) time.
- Ziggurat algorithm 2.5x faster than Box-Muller for normals.
- Normal cdf approximated by 15-term asymptotic series error <10^-9.
- Inverse cdf (ppf) solved via Halley's method in 4 iterations avg.
- 64-bit float normal pdf computed with erfc error <1ulp.
- CUDA kernel generates 10^9 normals/sec on GPU.
- QR decomposition for multivariate normal O(p^3) time.
- Kalman filter updates normal posterior in O(n^2).
Computational Aspects Interpretation
Empirical Rule and Probabilities
- In a normal distribution, approximately 68.27% of the data falls within one standard deviation of the mean.
- For a standard normal distribution, the probability P(-2 < Z < 2) is exactly 0.9545.
- About 99.73% of values in a bell-shaped curve lie within three standard deviations from the mean.
- The cumulative probability up to 1.96 standard deviations in a normal distribution is 0.975.
- P(|Z| > 1.645) = 0.10 for a standard normal random variable Z.
- In a normal distribution, 95% of data lies between -1.96σ and +1.96σ from the mean.
- The probability density at the mean for a standard normal is 0.39894228.
- P(0 < Z < 1) ≈ 0.3413 for standard normal Z.
- Exactly 81.85% of normal data falls within 1.8 standard deviations.
- For Z-score of 2.576, the one-tailed probability is 0.005.
- 99.865% of data within 3.3σ in bell curve.
- P(-1.28 < Z < 1.28) = 0.80 exactly.
- The inflection points of the bell curve occur at ±1σ from mean.
- 90% interval for normal is approximately ±1.645σ.
- P(Z > 3) ≈ 0.00135 for standard normal.
Empirical Rule and Probabilities Interpretation
Historical Milestones
- Abraham de Moivre approximated binomial with normal in 1733.
- Carl Friedrich Gauss developed normal in 1809 for errors.
- Pierre-Simon Laplace expanded normal theory in 1778.
- Adolphe Quetelet applied normal to human traits in 1835.
- Francis Galton coined "bell curve" in 1889.
- Karl Pearson standardized normal tables in 1894.
- Ronald Fisher advanced normal in ANOVA in 1925.
- Normal law published by Gauss in Theoria Motus in 1809.
- De Moivre's 1738 approximation error less than 1/n for n>10.
- Laplace's 1812 central limit theorem for normals.
- Galton's 1875 regression towards mediocrity used bell curve.
- Edgeworth refined normal approx in 1904.
- Fisher’s 1915 z-transformation for correlation.
- Normal used in Shewhart control charts since 1924.
Historical Milestones Interpretation
Moments and Parameters
- The mean of standard normal is 0, variance 1, by definition.
- Skewness of normal distribution is exactly 0.
- Kurtosis (excess) of bell-shaped normal is 0.
- The second moment (variance) for N(μ,σ²) is σ².
- Fourth central moment of standard normal is 3.
- Median equals mean μ in normal distribution.
- Mode of bell curve is at the mean μ.
- All odd central moments beyond first are zero for normal.
- The mgf of standard normal is exp(t²/2).
- Entropy of standard normal is (1/2)ln(2πe) ≈ 1.4189 nats.
- For N(0,1), E[|Z|] = √(2/π) ≈ 0.7979.
- Var(Z²) for standard normal Z is 2.
- The characteristic function is exp(iμt - σ²t²/2).
- Sixth moment of standard normal is 15.
- Covariance between two normals with correlation ρ is ρσ1σ2.
Moments and Parameters Interpretation
Real-World Data Fits
- US adult male height μ=175.3cm, σ=7.6cm (NHANES 2015-18).
- IQ in general population fits normal with 99.9% within 55-145.
- Heights of 18-year-old Swedish men σ=6.5cm, μ=179.7cm.
- Chicken egg weights normal μ=58g, σ=6g.
- Baseball batting averages normal μ=0.260, σ=0.030 (2019 MLB).
- ACT scores composite μ=20.6, σ=4.8 (2023).
- Penguin body mass King penguins μ=11.5kg, σ=1.2kg.
- Fish lengths in lakes normal μ=25cm, σ=5cm for perch.
- Exam scores in large classes normal μ=75, σ=10 typically.
- Tree heights in even-aged stands normal μ=20m, σ=2m.
Real-World Data Fits Interpretation
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