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. |
\[\begin{aligned}P(\mu-\sigma<X<\mu+\sigma)&\approx0.683\\P(\mu-2\sigma<X<\mu+2\sigma)&\approx0.954\\P(\mu-3\sigma<X<\mu+3\sigma)&\approx0.997\end{aligned}\]
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