The Normal Curve and Its Properties

The Normal Curve and Its Properties

Junior College 2
TGM Original

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

PropertyConsequence
Total areaThe area is \(1\), so \(P(X\geq k)=1-P(X<k)\).
SymmetryFor \(c>0\), \(P(X<\mu-c)=P(X>\mu+c)\).
LocationChanging \(\mu\) shifts the curve without changing its shape.
SpreadA 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.

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