This article was published as a part of the Data Science Blogathon
The normal distribution is an important class of Statistical Distribution that has a wide range of applications. This distribution applies in most Machine Learning Algorithms and the concept of the Normal Distribution is a must for any Statistician, Machine Learning Engineer, and Data Scientist.
So, In this article, we will explore all the concepts about Normal Distribution in a detailed manner.
1. What is the Normal distribution?
2. Why is Normal Distribution Important?
3. Parameters of Normal Distribution
4. Properties of Normal Distribution
5. Distributions Functions for the Normal Curve
6. Applications of Normal Distribution
The Normal distribution is also known as Gaussian or Gauss distribution. Many groups follow this type of pattern. That’s why it’s widely used in business, statistics, and in government bodies like the FDA:
Let’s understand the concept with the help of the following example:
For Example,
The Normal distribution curve is seen in some of the competitive tests like the SAT, UPSC, JEE-Advanced, and GRE, etc. Here the normal distribution indicated that the bulk of students will score the average marks (grade=C), while smaller numbers of students will score the grades (B or D), and a smaller number of students score an F or an A grade.
All these types of inferences are taken from the empirical formula of Normal Distribution, which we will discuss later in this article.
There are several reasons why the normal distribution is crucial in statistics. Some of those are as follows:
1. The statistical hypothesis test assumes that the data follows a normal distribution.
2. Both linear and non-linear regression assumes that the residual follows the normal distribution.
3. Moreover, the central limit theorem states that as the sample size increases the distribution of the mean follows normal distribution irrespective of the distribution of the original variable
4. Apart from this most of the statistical software programs support some of the probability functions for normal distribution as well.
There are two main parameters of a normal distribution- the mean and standard deviation. With the help of these parameters, we can decide the shape and probabilities of the distribution wrt our problem statement. As the parameter value changes, the shape of the distribution changes.
1. Mean
Image Source: Google Images
2. Standard Deviation
Image Source: Google Images