Difference between revisions of "Normal distribution"
Jump to navigation
Jump to search
m (wikify) |
BRichtigen (talk | contribs) (adding pics) |
||
| Line 1: | Line 1: | ||
| + | {|align="right" border="1" | ||
| + | |- | ||
| + | |<center>probability density function</center> | ||
| + | |- | ||
| + | |[[Image:Norm.png|px=200]] | ||
| + | |- | ||
| + | |<center>cumulative probability function</center> | ||
| + | |- | ||
| + | |[[Image:Law-norm.png|px=200]] | ||
| + | |- | ||
| + | |} | ||
The '''normal distribution''' is a key distribution in the field of [[probability]]. It is also known as the the Gaussian distribution, after [[mathematician]] [[Carl Friedrich Gauss|Carl Gauss]], and the [[bell curve]]. | The '''normal distribution''' is a key distribution in the field of [[probability]]. It is also known as the the Gaussian distribution, after [[mathematician]] [[Carl Friedrich Gauss|Carl Gauss]], and the [[bell curve]]. | ||
The normal [[probability density function]] (PDF) is | The normal [[probability density function]] (PDF) is | ||
| Line 7: | Line 18: | ||
where | where | ||
<math>\mu</math> is the [[mean]] and <math>\sigma^2</math> is the [[variance]]. | <math>\mu</math> is the [[mean]] and <math>\sigma^2</math> is the [[variance]]. | ||
| + | |||
[[category:Probability and Statistics]] | [[category:Probability and Statistics]] | ||
Revision as of 16:24, December 11, 2008
|
|
The normal distribution is a key distribution in the field of probability. It is also known as the the Gaussian distribution, after mathematician Carl Gauss, and the bell curve. The normal probability density function (PDF) is
- <math>
f(x)=\frac{1}{\sqrt{2\pi\sigma^2}} \exp\left[-\frac{1}{2\sigma^2}\left(x-\mu\right)^2\right] </math> where <math>\mu</math> is the mean and <math>\sigma^2</math> is the variance.