Normal Distribution (Gaussian)

#statistics #math #distributions #statistics #theory #question

• It is shaped like a bell
• The Sampling Distribution is a normal distribution
• 68% represent 1 standard deviation, 95% represents 2 standard deviation from the mean
• Assumptions about the normal distribution is the last resort even when the Bootstrap is not available
• It also is called Gaussian Distribution
• Standard Normal: How many standard deviations from the mean
  • Normalization (Standardization): A data point subtract by the mean and divided by the standard deviation
    • z-score
    • z-distribution is the set of z-score
• QO-plot
  • x-axis: how much standard deviations (quantiles)
  • y-axis: y-score
  • More close to the line more close to the normal distribution
• Errors are normally distributed, similar to the means and totals in large samples