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the area under the curve must equal
equal to 1 AKA TOTAL Probability
aera =
the proportion of random variable values between a and b
normal distribution
Are symmetric, single-peaked, and bell-shaped
Each normal distribution is determined by its mean and standard deviation (spread)
facts about normal distribution
Most widely used distribution in statistics/data/analysis/machine learning
Often abused and misused
Also known as bell-shaped or Gaussian
Defined by mean and standard deviation
z-scores
The number of standard deviations the observation (data point) is from the mean
The formula is Z = x (standard value given) - mean / standard deviation
mean
average, center of distribution
standard deviation
measures how spread out the data are
unimodal
curve has one peak
larger standard deviation means
wider, flatter curve
smaller standard deviation means
narrower, taller curve
empirical rule
what percentage of data falls within 1,2, and 3 standard deviations of the mean
1 standard deviation
68%
2 standard deviation
95%
3 standard deviation
99.7%
standard normal distribution
mean = 0
sd = 1
is a normal distribution, but instead of working with the orginal values, we convert them into standardized scores called z-scores
z-score
tells us how many standard deviations a value is above or below them
ex. mean = 80
standard deviation = 5
what percentage of students scored between 75 and 85
80 - 5 = 75
80 + 5 = 85
apply empirical rule
answer = 68%
when z score = 0
exactly at the mean
when z-score = 1
exactly one SD above the mean
ex. z score
mean = 80
sd = 5
your score = 90
z = (90 - 80) / 5
z = 10 / 5
z = 2
meaning your score is 2 SD above the mean
percentile
tells you the percentage of observations that fall at or below a particular value
ex. 50th percentile = median
75th percentile = 75% of observations are at or below that value
distributional assumption
where we assume the data comes from a specific probability model
normal
binomial
exponential
distributional assumption visual representations
histogram
qq plot
histograms
used to visualize if data is adequately large
qq plots
A great visual to check a distributional assumption (does not need to be normal)
Shows the relationship between observed (sampled) data and what we would expect in theory
If the relationship = linear, then assumption is valid