On standardization of normal distribution

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Discussion Overview

The discussion revolves around the standardization of the normal distribution, specifically the transformation of a random variable X with a normal distribution into a standardized variable Z. Participants explore the mathematical implications of this transformation and question the notation commonly used in textbooks.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • Some participants describe the standardization process, stating that Z is derived from X by subtracting the mean and dividing by the standard deviation, resulting in Z ~ N(0,1).
  • One participant argues that the notation Z ~ N(0,1) should actually be expressed as Z ~ (1/σ)N(0,1) due to the presence of σ in the transformation.
  • Another participant challenges the method of standardization presented, suggesting that simply substituting the expression for z in the density function is incorrect and that a proper understanding of transformations is necessary.
  • A participant expresses confusion about the meaning of standardization and seeks clarification on how it is performed.
  • One participant emphasizes that the operation of standardization is a mathematical result that requires demonstration beyond mere substitution in the density function.

Areas of Agreement / Disagreement

Participants exhibit disagreement regarding the notation and understanding of standardization. While some agree on the general process of standardization, others contest the interpretation and mathematical justification behind it, leaving the discussion unresolved.

Contextual Notes

Some participants indicate a lack of familiarity with the necessary mathematical techniques for transformations, which may affect their understanding of the standardization process.

Who May Find This Useful

This discussion may be useful for students beginning their studies in statistics, particularly those interested in the properties and transformations of normal distributions.

jwqwerty
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Let X be random variable and X~N(u,σ^2)
Thus, normal distribution of x is
f(x) = (1/σ*sqrt(2π))(e^(-(x-u)^2)/(2σ^2)))

If we want to standardize x, we let z=(x-u)/σ
Then the normal distribution of z becomes
z(x) = (1/σ*sqrt(2π))(e^(-(x^2)/(2))

and we usually write Z~N(0,1)

But as you can see, sigma in z(x) does not disappear. Thus, in my opinion Z~N(0,1) should be actually written as Z~(1/σ)N(0,1). So here goes my question :
why does every textbook use the notation Z~N(0,1), not Z~(1/σ)N(0,1)
 
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By subtracting μ from ##x##, f(x) will become centered at 0 instead of the mean, because all values have been reduced by μ. After this, dividing by σ has the effect of altering the spread of the data, since where x was originally σ, it has now become 1. Similarly, 2σ becomes 2 and so on, and now the curve has standard deviation (and variance) of 1. Hence, if ##Z=\frac{X-μ}{σ}##, then Z ~ N(0,1) .
 
jwqwerty said:
Let X be random variable and X~N(u,σ^2)
Thus, normal distribution of x is
f(x) = (1/σ*sqrt(2π))(e^(-(x-u)^2)/(2σ^2)))

If we want to standardize x, we let z=(x-u)/σ
Then the normal distribution of z becomes
z(x) = (1/σ*sqrt(2π))(e^(-(x^2)/(2))

and we usually write Z~N(0,1)

But as you can see, sigma in z(x) does not disappear. Thus, in my opinion Z~N(0,1) should be actually written as Z~(1/σ)N(0,1). So here goes my question :
why does every textbook use the notation Z~N(0,1), not Z~(1/σ)N(0,1)

You can't do the standardization the way you did (simply by substituting the expression for z in the density). What you are doing is attempting to find the density of a
new random variable Z given an existing density and a transformation. Have you studied that technique?
 
statdad said:
You can't do the standardization the way you did (simply by substituting the expression for z in the density). What you are doing is attempting to find the density of a
new random variable Z given an existing density and a transformation. Have you studied that technique?

Then what does standardization mean? How can we standardize?
Sorry i have just started studying statistics and i need your help, statdad!
 
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Standardization means what you think it means: when you standardize data in this setting you subtract the mean and divide that difference by the standard deviation. The fact that this operation shifts the work from an arbitrary normal distribution to the standard normal distribution is a mathematical result that needs to be demonstrated: simply making the substitution in the density function isn't enough.

Is your course calculus based?
 

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