Lesson 3: The Normal Distribution

• (sometimes called the bell curve) is a probability function that describes how the values of a variable are distributed.

  normal distribution
• represents different possible values of X, while the ordinate, or vertical axis, is referred to as the density and is related to (but not the same as) the frequency or probability of occurrence of X.

  abscissa, or horizontal axis
• It is a special case of normal distribution that occurs when a normal random variable has a mean of 0 and a standard deviation of 1.

  Standard Normal Distribution
• The normal random variable of a standard normal distribution is

  standard score or a z-score.