The normal distribution is a fundamental concept in statistics and probability, often called the "bell curve" due to its shape. This distribution is characterized by its symmetry around the mean, a specific mean (\(\mu\)) and standard deviation (\(\sigma\)), and the characteristic bell-shaped curve.
Key attributes of a normal distribution include:
- Symmetrical shape, meaning half the data lies below and half above the mean.
- The mean, median, and mode of a normal distribution are all equal.
- Approximately 68% of data falls within one standard deviation of the mean, 95% within two, and 99.7% within three (empirical rule).
The standard normal distribution is a specific type of normal distribution with a mean of 0 and a standard deviation of 1. This makes it extremely useful for standardizing any normal distribution, making comparisons possible across different data sets with varying means and variances. Transformations of these distributions allow statisticians to adjust the data without changing the underlying probability characteristics, which is critical for many statistical procedures and analyses.