Summary: Using the Normal Distribution

Key Concepts

  • Normal distribution tables and technology can be used to calculate probabilities of find percentiles associated with the normal distribution.
  • To use a normal distribution table, values need to be converted to z-scores.
  • A cutoff associated with a certain percentile is referred to as a critical value.

Glossary

inverse function: a function where the input of the original function becomes the output of the inverse function​​

normal distribution: a continuous random variable (RV) with pdf [latex]f(x)=\frac{1}{\sigma \sqrt{2 \pi}} e \frac{-(x-M)^{2}}{2 \sigma ^{2}}[/latex] where μ is the mean of the distribution and σ is the standard deviation; notation: X ~ N(μ, σ). If μ = 0 and σ = 1, the RV is called the standard normal distribution.