Lec. 11 – The Normal Distribution

Differences among these plots?

How to “standardize” (shift and stretch the Gaussian to a mean of 0 and a std. dev. of 1):

Note that “any linear function of the normal variable X, aX+b, where a and b are constants, also has a normal distribution with mean = am+b, and std. dev.= as

* See also “Comparing Normal Populations” in Davis, pp. 55-58.

Standardization and the use of tables…

Standard cumulative percentage table for a normally-distributed population

Table of percentage points for a normally-distributed population

Standardization to calculate exceedence

But, we don’t want to be tethered to these tables…

Write a MATLAB code that calculates the values of the tables and displays them graphically (i.e. plot up the gaussian p.d.f. and its cumulative brother).