The graph of the normal probability density function is the normal curve. Probabilities are represented by corresponding areas under the curve.
Probability areas
Location
Symmetry
Spread
| Property | Consequence |
|---|---|
| Total area | The area is \(1\), so \(P(X\geq k)=1-P(X<k)\). |
| Symmetry | For \(c>0\), \(P(X<\mu-c)=P(X>\mu+c)\). |
| Location | Changing \(\mu\) shifts the curve without changing its shape. |
| Spread | A larger \(\sigma^2\) gives a wider, lower curve; a smaller \(\sigma^2\) gives a narrower, higher curve. |
Three-sigma rule
\(P(\mu-\sigma<X<\mu+\sigma)\approx0.683\)
\(P(\mu-2\sigma<X<\mu+2\sigma)\approx0.954\)
\(P(\mu-3\sigma<X<\mu+3\sigma)\approx0.997\)
Write \(X\sim N(\mu,\sigma^2)\), where \(\sigma>0\). The curve is bell-shaped and symmetric about \(\mu\); its mean, median and mode are all \(\mu\). A single exact value has probability zero.
Video solution locked
A free account saves your progress; this video needs tuition enrolment.
680+ questions here come with free worked solutions. A free account saves your questions and progress; this one needs tuition enrolment.
Create a free account to practise similar questions.
Need help? Join our JC Math tuition classes.
Learn more