This GSEB Class 12 Commerce Statistics Notes Part 2 Chapter 3 Normal Distribution Posting covers all the important topics and concepts as mentioned in the chapter.

## Normal Distribution Class 12 GSEB Notes

**Normal Distribution:**

Continuous Random Variable:

A random variable X which assumes any value of real set R or within any interval of real set R, is called continuous random variable.

Probability Density Function:

A function for obtaining probability that a continuous random variable assumes value between specified interval is called probability density function of continuous random variable. It is denoted by f(x).

- The probability that the value of random variable lies within the specified interval is non-negative.
- The total probability that the random variable assumes any value within the specified interval is 1.
- f(x) = P [a < x < b]
- The probability that X assumes a definite value a is zero, i.e., P (x = a) = 0.

âˆ´ P [a < x < b] = P [a â‰¤ x â‰¤ b]

**Normal Variable:**

The continuous random variable X is called normal variable. Its probability density function is denoted by f(x).

**Normal Distribution:**

The distribution of a normal variable X is called normal distribution. It is expressed by symbol N (Âµ, Ïƒ^{2}); where, Âµ = mean of normal variable X and Ïƒ^{2} = variance of normal variable X. Normal distribution is symmetrical distribution.

**Probability Density Function of Normal Distribution:**

The probability density function f(x) of normal distribution is defined as follows:

f(x) = \(\frac{1}{\sigma \cdot \sqrt{2 \pi}} e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^{2}}\) v a , -âˆž < x < âˆž

Where, x = Value of random variable X

H = Mean of normal distribution

a = Standard deviation of normal distribution

Ï€ = Constant = 3.1416

e = Constant = 2.7183

Âµ and Ïƒ are the parameters of the normal distribution.

**Normal Curve:**

The curve obtained by plotting the values of probability density function f(x) corresponding the different values of normal random variable X is called normal curve. The normal curve is completely bell-shaped.

**Standard Normal Variable and Standard Normal Distribution:**

Standard Normal Variable:

If a random variable X is a normal variable with mean fi and standard deviation Ïƒ, then the random variable Z = \(\frac{X-\mu}{\sigma}\) is called the standard normal variable. It is free from unit of measurement.

Standard Normal Distribution:

The probability distribution of standard normal variable Z is called standard normal distribution. Itâ€™s density function is as follows:

f(z) = \(\frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} z^{2}}\), -âˆž < z < âˆž; where z = \(\frac{x-\mu}{\sigma}\)

Mean of standard normal distribution = 0, Variance = 1 âˆ´ S.d. = 1

**Standard Normal Curve:**

The curve of probability density function f(z) of standard normal variable Z is called standard normal curve. It is completely bell-shaped.

**Area Under Standard Normal Curve:**

- Total area of the region bounded between standard normal and X-axis is = Total Probability 1.
- Standard normal curve is symmetric about Z = 0. Hence, the area of the standard normal curve on both sides of vertical line Z = 0 is equal to 0.5.
- P [0 â‰¤ Z â‰¤ a] = Area of standard normal curve bounded by X-axis and vertical lines Z = 0 and Z = a.

Use the ready-made tables of area under the standard normal curve. These tables show the area or probability of standard normal variable Z for the value between

P [Î¼ â‰¤ X â‰¤ a] = P [0 â‰¤ z â‰¤ z1] = Area under the standard normal curve bounded by X-axls and vertical lines Z = 0 and Z = z1.

( 5 ) Standard normal is completely symmetric about mean (i.e., Z = 0). Hence,

P [-z1 â‰¤ Z â‰¤ 0] = P [0 â‰¤ Z â‰¤ z1] = 0.5.

( 6) Probability indicates the area under the standard normal curve, while z1 indicates a value of standard normal variable.

**Standard score or Z-score:**

For the given value x of a normal variable X and for the given values of p and a, the value of Z is called standard score or Z-score.

**Symbols:**

- X = Normal variate
- x = Value of normal variate X
- Z = Standard normal variate
- z = Value of standard normal variate Z
- Î¼ = Mean (Mu)
- Ïƒ = Standard deviation (Sigma)
- f(x) = Probability density function
- Ï€ = Constant
- e = Constant
- p = Probability

**Formulae:**

1. Probability density function of Normal Distribution:

f(x) = \(\frac{1}{\sigma \sqrt{2 \pi}} e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^{2}}\) , -âˆž < X < âˆž

Where, x = Value of normal variate X

Î¼ = Mean of normal distribution

Ïƒ = Standard deviation of normal distribution

Ï€ = Constant = 3.1416

e = Constant = 2.7183

2. Standard Normal Variate:

Z = \(\frac{\mathrm{x}-\mu}{\sigma}\)

Where, X = Normal variate

Î¼ = Mean of normal distribution

Ïƒ = Standard deviation of normal distribution

3. Probability density function of Standard

Normal Distribution:

f(z) = \(\frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} z^{2}}\), -âˆž < z < âˆž

Where, z = \(\frac{x-\mu}{\sigma}\)

4. Parameters of Normal Distribution:

Î¼ = Mean, Ïƒ = Standard deviation

5. Mean and S.d. of Standard Normal Distribution:

Mean = 0, S.d. = 1

Hence, variance = 1

6. For Normal Distribution:

- X = M = M
_{0} - Q
_{3}– M = M – Q_{1}

âˆ´ M = \(\frac{\mathrm{Q}_{3}+\mathrm{Q}_{1}}{2}\) - Skewness = 0
- Q
_{1}â‰ˆ Î¼ – 0.675Ïƒ, Q_{3}â‰ˆ Î¼ + 0.675Ïƒ - Quartile deviation â‰ˆ \(\frac{2}{3}\)Ïƒ

âˆ´ \(\frac{Q_{3}-Q_{1}}{2} \approx \frac{2}{3}\)Ïƒ - Mean deviation â‰ˆ \(\frac{4}{5}\)Ïƒ
- Area of region between Î¼ Â± Ïƒ = 0.6826

Area of region between Î¼ Â± 2Ïƒ = 0.9545

Area of region between Î¼ Â± 3Ïƒ = 0.9973

Area of region between Î¼ + 1.96Ïƒ = 0.95

Area of region between Î¼ Â± 2.575Ïƒ =0.99

7. For Standard Normal Distribution:

- XÌ„ = M = M0 = 0
- Q
_{1}â‰ˆ – 0.675 - Q
_{3}â‰ˆ 0.675 - Area of region between z = Â± 1 = 0.6826

Area of region between z = Â± 2 = 0.9545

Area of region between z = Â± 3 = 0.9973

Area of region between z = Â± 1.96 = 0.95

Area of region between z = Â± 2.575 = 0.99