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Chapter 9: The Normal Probability Distribution

357

CHAPTER 9

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The Normal Probability Distribution

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You should study the topics in this chapter if you need to review

or want to learn about

The normal probability distribution

The standard normal probability distribution

z

scores

Probability associated with any normal probability distribution

The normal approximation to the binomial distribution

9 - 1 Introduction

Here we will focus on a special continuous random variable that can assume

any value in the interval (-

, +

). That is, the random variable can assume

any value on the real number line. The distribution for this continuous

random variable is called the normal distribution and was originally called

the Gaussian distribution in honor of Karl Gauss, who in 1833 published a

work describing it. This probability distribution may be considered as the

most important probability distribution in all of statistics.

The following data set summarizes the chest sizes of Scottish militiamen in

the early 19

th

century. Chest sizes are measured in inches, and each

observation reports the number of soldiers with that chest size.

Source

:

http://lib.stat.cmu.edu/DASL/Datafiles/MilitiamenChests.html