Normal Distribution

Presented by Dwi Ayu Karlina

Advisor : Prof. How-Wei, Chen
 Normal Distribution
• Normal distribution can be called as Gaussian or Gauss or Laplace –
Gauss Distribution or bell curve, because the shape seem as a bell.
• It is a continuous probability distribution, and be useful because of
the central limit theorem
• The probability density of the normal distribution is

Where µ is the mean or expectation of the distribution, σ is

the standard deviation, σ ² and is the variance.
The Empirical Rule for the Normal Distribution

• The empirical rule describes the percentage of the data that

fall within specific numbers of standard deviations from the
mean for bell-shaped curves.

Mean +/- Standard Deviation Percentage in Data Contained

1 68%
2 95 %
3 99.7 %
 Mean
• In probability, mean is an expected value.
• Mean usually denoted by µ or x̄. Mean is the sum of the
sampled values divided by the number of items in the example

• For continuous probability function, mean can be described as

below,

Where f(x) is probability density function.

• The mean need not exist or be finite. For some probability
distributions the mean is infinite (+∞ or −∞), while others have
no mean.
 Standard Deviation
• A standard deviation is often called the "standard error" of the
estimate.
• The standard deviation determines how far away from the
mean the values tend to fall. It represents the typical distance
between the observations and the average.

• Where s is sigma (σ), refers to standard deviation.

 Variance
• Variance (σ2) is a measurement of the spread between
numbers in a data set
• Variance is the square of the standard deviation. It is
represented by σ ² , s², or Var(x)
• A value of zero means that there is no variability. All the
numbers in the data set are the same.
• The formula is
 Result
• The input is set as -5 to 5, with interval 0.05. So, there are 201
numbers.
• To produce Gauss distribution, I use software such as matlab
and excel. Both of them produce different value.
• Excel produced mean : 0, but Matlab produces mean :
-1.325639432388247x1017
• Meanwhile, standard deviation obtained in this case is 2.9084
using matlab, and 2.901149 using excel.
• Variances that obtained from matlab and excel are different
too. I get 8.4588 for matlab, and 8.416667 for excel.
 Gaussian Distribution
0.16 Result
0.14

0.12

0.1
PDF

0.08
PDF

0.06

0.04

0.02

0
-6 -4 -2 0 2 4 6
X
 Result
SD=Standard Deviation
 Result
• Standard deviation always have positive value, because standard
deviation represents the typical distance between the observations
and the average.
• Gaussian distribution or normal distribution is including Continuous
probability density function. In this case, probability will be
determined with range of probability.
• The x-values started -3 to 3 is distributed about 68% with range -1
σ into 1 σ, and -5 to 5 is distributed range -2σ into 2σ.
• The important thing in normal distributions are: a) the curve is
symmetric around their mean, b)The value of the mean, median, and
mode are equal c) The area under the normal curve is equal to 1.0.
• In this case, the peak of this curve locates in 0.14 when x=0 refers to
the value of the mean : 0. Moreover, normal distributions are denser
in the center and less dense in the tails.
 Conclusions
• To calculate mean and standard deviation use different software will
produce different values. The difference is very small.
• Gaussian distribution or normal distribution has a symmetric curve.
• Normal distributions are denser in the center and less dense in the
tails.
• In this case, probability densities function coming from x=-3 into 3
with increment: 0.05 is distributed in 68% area within a standard
deviation, and x=-3 into x=-5, x=3 into x=5 is distributed within
two standard deviation, 95%.