stat normal distribution

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Last updated 7:53 PM on 3/30/26
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5 Terms

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Normal distribution

for continuous RVs, bell shaped, symmetric (unimodal), and centered at the mean

2
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How to write normal distribution

X ~ N (m, sd)

3
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Z scores

Standard normal distribution, says how many standard deviation the value x is to the right (positive) or left of the mean (negative)

4
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empirical rule

68% lies within 1sd, 95% within 2sd, 99.7% within 3sd

5
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Sum of independent normal RVs

sum of their means, and sum of their variances (sd²)

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