Normal Distribution Review
The normal distribution N(μ,σ) is central to statistics. Recall:
Z=σX−μ∼N(0,1) Empirical Rule: For
X∼N(μ,σ):
P(μ−σ<X<μ+σ)≈0.68
P(μ−2σ<X<μ+2σ)≈0.95
P(μ−3σ<X<μ+3σ)≈0.997 Finding probabilities:
- P(X<a): standardize → P(Z<z) → use table/calculator
- P(X>a)=1−P(X<a)
- P(a<X<b)=P(X<b)−P(X<a)
Finding values from percentiles:
Given P(X<a)=p: find z∗ from the table, then a=μ+z∗σ