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Normal Distribution (Gaussian)

#statistics #math #distributions #statistics #theory #question

  • It is shaped like a bell
  • The [[h92w-sampling-distribution]] is a normal distribution
  • 68% represent 1 standard deviation, 95% represents 2 standard deviation from the mean
  • Assumptions about the normal distribution is the last resort even when the [[s6vc-bootstrapping]] is not available
  • It also is called Gaussian Distribution
  • Standard Normal: How many standard deviations from the mean
    • Normalization (Standardization): A data point subtract by the mean and divided by the standard deviation
      • z-score
      • z-distribution is the set of z-score
  • QO-plot
    • x-axis: how much standard deviations (quantiles)
    • y-axis: y-score
    • More close to the line more close to the normal distribution
  • Errors are normally distributed, similar to the means and totals in large samples

[!tip] Question To compare two distribution, we can compare the z-distribution of them or sampling distribution of them and calculate a distance between them?