Written by the Fiveable Content Team • Last updated September 2025
Written by the Fiveable Content Team • Last updated September 2025
Definition
A normally distributed variable follows a symmetric, bell-shaped curve where most values cluster around the mean. It is characterized by its mean and standard deviation.
5 Must Know Facts For Your Next Test
The total area under the normal distribution curve is equal to 1.
Approximately 68% of data falls within one standard deviation of the mean, 95% within two, and 99.7% within three.
The Central Limit Theorem states that the sampling distribution of the sample mean approaches a normal distribution as the sample size increases.
In hypothesis testing, if a population is normally distributed, z-scores can be used to determine probabilities.
A normal distribution is denoted as $N(\mu, \sigma^2)$ where $\mu$ is the mean and $\sigma^2$ is the variance.