{"id":641,"date":"2020-07-20T21:47:23","date_gmt":"2020-07-21T01:47:23","guid":{"rendered":"https:\/\/openbooks.macewan.ca\/rcommander\/?post_type=chapter&#038;p=641"},"modified":"2025-06-19T16:58:38","modified_gmt":"2025-06-19T20:58:38","slug":"5-2-normal-density-curve","status":"publish","type":"chapter","link":"https:\/\/openbooks.macewan.ca\/introstats\/chapter\/5-2-normal-density-curve\/","title":{"raw":"5.2 Normal Density Curve","rendered":"5.2 Normal Density Curve"},"content":{"raw":"The normal density curve characterizes the normal distribution, which is the most widely used probability distribution for continuous variables. The normal distribution is symmetric and bell-shaped (for this reason it is often referred to as the \u201cbell curve\u201d). The normal density function has two parameters: the mean [latex]\\mu[\/latex]\u00a0and the standard deviation [latex]\\sigma[\/latex].\u00a0The parameter [latex]\\mu[\/latex]\u00a0controls the centre (location) of the distribution and [latex]\\sigma[\/latex]\u00a0controls the shape of the distribution. When\u00a0[latex]\\sigma[\/latex]\u00a0is larger, the curve appears shorter and fatter; when [latex]\\sigma[\/latex]\u00a0is smaller, the curve appears taller and slimmer.\r\n\r\nFigure 5.2 shows three normal density curves--[latex]N(0, 2), N(0, 1)[\/latex] and [latex]N(4, 1)[\/latex]. [latex]N(0,1)[\/latex] and [latex]N(4, 1)[\/latex] have the same standard deviation; therefore, they have the same shape; if you shift the location of [latex]N(0, 1)[\/latex] to the right by 4, the two distributions are exactly the same. [latex]N(0,1)[\/latex] and [latex]N(0, 2)[\/latex] have the same mean; therefore, they center at the same location. [latex]N(0, 2)[\/latex] has a larger standard deviation; therefore, the density curve is shorter and fatter.<a id=\"retfig5.2\"><\/a>\r\n\r\n[caption id=\"attachment_2756\" align=\"aligncenter\" width=\"600\"]<img class=\"wp-image-2756\" src=\"https:\/\/openbooks.macewan.ca\/rcommander\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-1024x921.png\" alt=\"Three normal density curves showing how mean and standard deviation affects the shape of the curve. Image description available.\" width=\"600\" height=\"540\" \/> <strong>Figure 5.2<\/strong>: Three normal density curves. [<a href=\"https:\/\/openbooks.macewan.ca\/introstats\/back-matter\/image-description\/#fig5.2\">Image Description (See Appendix D Figure 5.2)<\/a>][\/caption]If a random variable [latex]X[\/latex] follows a normal distribution with mean [latex]\\mu[\/latex]\u00a0and standard deviation [latex]\\sigma[\/latex], we write [latex]X \\sim N(\\mu, \\sigma)[\/latex]. The probability density function of a normal random variable [latex]X[\/latex]\u00a0is given by:\r\n<p align=\"center\">[latex]f(x) = \\frac{1}{\\sqrt{2 \\pi} \\sigma} e^{-\\frac{(x- \\mu)^2}{2\\sigma^2}}, -\\infty &lt; x &lt; \\infty \u00a0\\text { with } \\pi \\approx 3.142 \\text { and } e \\approx 2.718[\/latex].<\/p>\r\nThe normal density curve has the following properties:\r\n<div class=\"textbox textbox--key-takeaways\"><header class=\"textbox__header\">\r\n<p class=\"textbox__title\">Key Facts: Properties of a Normal Density Curve<\/p>\r\n\r\n<\/header>\r\n<div class=\"textbox__content\">\r\n<ul>\r\n \t<li>The curve extends from negative infinity [latex](-\\infty)[\/latex]\u00a0to positive infinity [latex](\\infty)[\/latex], i.e., the entire real line.<\/li>\r\n \t<li>The total area under the curve is 1. This is a common property for all density curves.<\/li>\r\n \t<li>The curve is bell-shaped, unimodal, and symmetric at the mean [latex]\\mu[\/latex].<\/li>\r\n \t<li>Empirical rule (68.3-95.4-99.7 rule) for a normal curve:\r\n<ol>\r\n \t<li>68.26% of the observations are within the interval [latex][\\mu - \\sigma, \\mu + \\sigma][\/latex] (one standard deviation to either side of the mean), i.e., [latex]P(\\mu - \\sigma \\leq X \\leq \\mu + \\sigma) = 0.6826.[\/latex]<\/li>\r\n \t<li>95.44% of the observations are within the interval [latex][\\mu - 2\\sigma, \\mu + 2\\sigma][\/latex] (two standard deviations to either side of the mean), i.e., [latex]P(\\mu - 2\\sigma \\leq X \\leq \\mu + 2\\sigma) = 0.9544.[\/latex]<\/li>\r\n \t<li>99.74% of the observations are within the interval [latex][\\mu - 3\\sigma, \\mu + 3\\sigma][\/latex] (three standard deviations to either side of the mean), i.e., [latex]P(\\mu - 3\\sigma \\leq X \\leq \\mu + 3\\sigma) = 0.9974.[\/latex]<a id=\"retfig5.3\"><\/a><\/li>\r\n<\/ol>\r\n<\/li>\r\n<\/ul>\r\n[caption id=\"attachment_1684\" align=\"aligncenter\" width=\"557\"]<img class=\"wp-image-1684\" src=\"https:\/\/openbooks.macewan.ca\/rcommander\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803.png\" alt=\"A normal curve demonstrating the empirical rule. Image description available.\" width=\"557\" height=\"515\" \/> <strong>Figure 5.3<\/strong>: Empirical Rule of Normal Distribution. [<a href=\"https:\/\/openbooks.macewan.ca\/introstats\/back-matter\/image-description\/#fig5.3\">Image Description (See Appendix D Figure 5.3)<\/a>][\/caption]<\/div>\r\n<\/div>","rendered":"<p>The normal density curve characterizes the normal distribution, which is the most widely used probability distribution for continuous variables. The normal distribution is symmetric and bell-shaped (for this reason it is often referred to as the \u201cbell curve\u201d). The normal density function has two parameters: the mean [latex]\\mu[\/latex]\u00a0and the standard deviation [latex]\\sigma[\/latex].\u00a0The parameter [latex]\\mu[\/latex]\u00a0controls the centre (location) of the distribution and [latex]\\sigma[\/latex]\u00a0controls the shape of the distribution. When\u00a0[latex]\\sigma[\/latex]\u00a0is larger, the curve appears shorter and fatter; when [latex]\\sigma[\/latex]\u00a0is smaller, the curve appears taller and slimmer.<\/p>\n<p>Figure 5.2 shows three normal density curves&#8211;[latex]N(0, 2), N(0, 1)[\/latex] and [latex]N(4, 1)[\/latex]. [latex]N(0,1)[\/latex] and [latex]N(4, 1)[\/latex] have the same standard deviation; therefore, they have the same shape; if you shift the location of [latex]N(0, 1)[\/latex] to the right by 4, the two distributions are exactly the same. [latex]N(0,1)[\/latex] and [latex]N(0, 2)[\/latex] have the same mean; therefore, they center at the same location. [latex]N(0, 2)[\/latex] has a larger standard deviation; therefore, the density curve is shorter and fatter.<a id=\"retfig5.2\"><\/a><\/p>\n<figure id=\"attachment_2756\" aria-describedby=\"caption-attachment-2756\" style=\"width: 600px\" class=\"wp-caption aligncenter\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-2756\" src=\"https:\/\/openbooks.macewan.ca\/rcommander\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-1024x921.png\" alt=\"Three normal density curves showing how mean and standard deviation affects the shape of the curve. Image description available.\" width=\"600\" height=\"540\" srcset=\"https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-1024x921.png 1024w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-300x270.png 300w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-768x691.png 768w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-1536x1381.png 1536w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-2048x1842.png 2048w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-65x58.png 65w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-225x202.png 225w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/08\/normal_density_crop-350x315.png 350w\" sizes=\"auto, (max-width: 600px) 100vw, 600px\" \/><figcaption id=\"caption-attachment-2756\" class=\"wp-caption-text\"><strong>Figure 5.2<\/strong>: Three normal density curves. [<a href=\"https:\/\/openbooks.macewan.ca\/introstats\/back-matter\/image-description\/#fig5.2\">Image Description (See Appendix D Figure 5.2)<\/a>]<\/figcaption><\/figure>\n<p>If a random variable [latex]X[\/latex] follows a normal distribution with mean [latex]\\mu[\/latex]\u00a0and standard deviation [latex]\\sigma[\/latex], we write [latex]X \\sim N(\\mu, \\sigma)[\/latex]. The probability density function of a normal random variable [latex]X[\/latex]\u00a0is given by:<\/p>\n<p style=\"text-align: center;\">[latex]f(x) = \\frac{1}{\\sqrt{2 \\pi} \\sigma} e^{-\\frac{(x- \\mu)^2}{2\\sigma^2}}, -\\infty < x < \\infty \u00a0\\text { with } \\pi \\approx 3.142 \\text { and } e \\approx 2.718[\/latex].<\/p>\n<p>The normal density curve has the following properties:<\/p>\n<div class=\"textbox textbox--key-takeaways\">\n<header class=\"textbox__header\">\n<p class=\"textbox__title\">Key Facts: Properties of a Normal Density Curve<\/p>\n<\/header>\n<div class=\"textbox__content\">\n<ul>\n<li>The curve extends from negative infinity [latex](-\\infty)[\/latex]\u00a0to positive infinity [latex](\\infty)[\/latex], i.e., the entire real line.<\/li>\n<li>The total area under the curve is 1. This is a common property for all density curves.<\/li>\n<li>The curve is bell-shaped, unimodal, and symmetric at the mean [latex]\\mu[\/latex].<\/li>\n<li>Empirical rule (68.3-95.4-99.7 rule) for a normal curve:\n<ol>\n<li>68.26% of the observations are within the interval [latex][\\mu - \\sigma, \\mu + \\sigma][\/latex] (one standard deviation to either side of the mean), i.e., [latex]P(\\mu - \\sigma \\leq X \\leq \\mu + \\sigma) = 0.6826.[\/latex]<\/li>\n<li>95.44% of the observations are within the interval [latex][\\mu - 2\\sigma, \\mu + 2\\sigma][\/latex] (two standard deviations to either side of the mean), i.e., [latex]P(\\mu - 2\\sigma \\leq X \\leq \\mu + 2\\sigma) = 0.9544.[\/latex]<\/li>\n<li>99.74% of the observations are within the interval [latex][\\mu - 3\\sigma, \\mu + 3\\sigma][\/latex] (three standard deviations to either side of the mean), i.e., [latex]P(\\mu - 3\\sigma \\leq X \\leq \\mu + 3\\sigma) = 0.9974.[\/latex]<a id=\"retfig5.3\"><\/a><\/li>\n<\/ol>\n<\/li>\n<\/ul>\n<figure id=\"attachment_1684\" aria-describedby=\"caption-attachment-1684\" style=\"width: 557px\" class=\"wp-caption aligncenter\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-1684\" src=\"https:\/\/openbooks.macewan.ca\/rcommander\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803.png\" alt=\"A normal curve demonstrating the empirical rule. Image description available.\" width=\"557\" height=\"515\" srcset=\"https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803.png 981w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803-300x277.png 300w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803-768x710.png 768w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803-65x60.png 65w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803-225x208.png 225w, https:\/\/openbooks.macewan.ca\/introstats\/wp-content\/uploads\/sites\/8\/2021\/07\/normal_empirical_corrected-e1627593898803-350x324.png 350w\" sizes=\"auto, (max-width: 557px) 100vw, 557px\" \/><figcaption id=\"caption-attachment-1684\" class=\"wp-caption-text\"><strong>Figure 5.3<\/strong>: Empirical Rule of Normal Distribution. [<a href=\"https:\/\/openbooks.macewan.ca\/introstats\/back-matter\/image-description\/#fig5.3\">Image Description (See Appendix D Figure 5.3)<\/a>]<\/figcaption><\/figure>\n<\/div>\n<\/div>\n","protected":false},"author":19,"menu_order":2,"template":"","meta":{"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":[],"pb_section_license":""},"chapter-type":[],"contributor":[],"license":[],"class_list":["post-641","chapter","type-chapter","status-publish","hentry"],"part":588,"_links":{"self":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapters\/641","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/wp\/v2\/users\/19"}],"version-history":[{"count":30,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapters\/641\/revisions"}],"predecessor-version":[{"id":5566,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapters\/641\/revisions\/5566"}],"part":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/parts\/588"}],"metadata":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapters\/641\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/wp\/v2\/media?parent=641"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/pressbooks\/v2\/chapter-type?post=641"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/wp\/v2\/contributor?post=641"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/openbooks.macewan.ca\/introstats\/wp-json\/wp\/v2\/license?post=641"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}