Friday, July 08, 2011

Module 7 - The Normal Probability Distribution

    Normal probability distribution? If there's a normal probability distribution, is there an abnormal probability distribution too? What a silly question, but that really crossed my mind. All these questions were given answers when Dr. Ava started to explain to us what normal probability distribution is. I have learned that normal probability distribution is considered the most prominent probability distribution in statistics. There are many reasons for this: First, the normal distribution is very tractable analytically, that is, a large number of results involving this distribution can be derived in explicit form. Second, the normal distribution arises as the outcome of the central limit theorem, which states that under mild conditions the sum of a large number of random variables is distributed approximately normally. Finally, the "bell" shape of the normal distribution makes it a convenient choice for modelling a large variety of random variables encountered in practice.
    Guess what.... There really exist an abnormal distribution. The term used for this is Skewness, a distribution can be positively or negatively skewed. Another term for not normal distribution is Kurtosis, a distribution that is more peaked than the normal is leptokurtic while one that is flatter than the normal is called platykurtic.

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