Normal Distribution Derivation

In summary, the normal distribution formula is derived by applying the definition of standard deviation and using the Central Limit Theorem. It is a probability distribution that can be used to describe many real-life phenomena and its accuracy increases as the number of trials approaches infinity. Plotting histograms of binomial distributions can also approximate the normal distribution.
  • #1
bomba923
763
0
How do you derive the normal distribution formula??

How was it derived?

(mu=population mean,
sigma=std. deviation)

(see below thumbnail for formula)
 

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  • #2
Have you attempted it?

I don't remember it off by heart but I do remember the proof on the board being quite simple once you apply the definition of S.D
 
  • #3
To view the question slightly differently, have you plotted histograms of binomial distributions for a large number of trials? It approximates the normal distribution, ie the graphs agree, and it can be shown that as n goes to infinity that the exponential formula is "correct" (ie the error in using it goes to zero.

Note that ANY function from R to R whose integral over R is 1 defines a probability distribution, it is up to us to find real life situations for when to use them. It so happens that normal distributions appear to describe many real life phenomena.

Look up the Central Limit Theorem to see why it's so powerful.
 
  • #4
matt grime said:
To view the question slightly differently, have you plotted histograms of binomial distributions for a large number of trials? It approximates the normal distribution, ie the graphs agree, and it can be shown that as n goes to infinity that the exponential formula is "correct" (ie the error in using it goes to zero.

Good idea-i'll try just that :smile:
 

1. What is a normal distribution derivation?

A normal distribution derivation is a mathematical process used to derive the formula for the probability density function of a normal distribution. It involves using calculus and statistical concepts to determine the shape and characteristics of a normal distribution.

2. What are the assumptions made in a normal distribution derivation?

The assumptions made in a normal distribution derivation include:

  • The data follows a normal distribution.
  • The mean and standard deviation of the population are known.
  • The sample size is large enough to accurately represent the population.
  • The data points are independent of each other.

3. How is a normal distribution derived?

A normal distribution is derived by using the properties of a Gaussian curve, such as its symmetry and the area under the curve being equal to 1. The derivation involves manipulating the formula for a Gaussian curve, using calculus to find the maximum point of the curve, and then using the mean and standard deviation to shift and scale the curve to fit the data.

4. Why is the normal distribution important in statistics?

The normal distribution is important in statistics because it is a commonly occurring distribution in nature and is often used to model real-world phenomena. Many statistical tests and methods rely on the assumption of normality, and the ability to use the normal distribution allows for simpler and more accurate analyses.

5. What are some real-world applications of normal distribution derivation?

Some real-world applications of normal distribution derivation include:

  • Forecasting stock market trends
  • Measuring human characteristics, such as height or IQ
  • Modeling weather patterns
  • Predicting test scores and academic performance
  • Estimating product demand and sales

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