4.5 The Normal Distribution
One of the most commonly observed continuous random variables has a bell-shaped probability distribution (or bell curve), as shown in Figure 4.15. It is known as a normal random variable and its probability distribution is called a normal distribution.
Figure 4.15
A normal probability distribution
The normal distribution plays a very important role in the science of statistical inference. Moreover, many phenomena generate random variables with probability distributions that are very well approximated by a normal distribution. For example, the error made in measuring a person’s blood pressure may be a normal random ...
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