Normal Distribution

2
1 % x− µ (
1 − '
2& σ )
*
f (x) = e
σ 2π
For Standard Normal Distribution
µ = 0, σ = 1
1 2
€ 1 − x
f (x) = e 2
2π
 Standard Normal Distribution
Area Under the Curve

−x 2
1 b
=
2π
∫ a
e 2
dx

Numerical Integration
= 1 for a = -∞, b = ∞

€ = 0.67 for a = -1, b = 1

= 0.95 for a = -2, b = 2

= 0.025 for a = -∞, b = -2 (left tail probability)
= 0.025 for a = 2, b = ∞ (right tail probability)
 Standard Normal Distribution
Maximum Frequency at Mean

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1
1 − x2
f (x) = e 2
2π
Take first derivative, set equal to 0, solve for x:
Derivative of e u = due u

1 % − x2 (
1
−x
1
− x2
€ f "(x) = '−xe 2 * = e 2
€ 2π & ) 2π
= 0 only if x = 0 = mean of distribution

€
 Standard Normal Distribution
Inflection Points at Mean ± Standard Deviation

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Take second derivative, set equal to 0, solve for x:

1
−x − x2
f "(x) = e 2
from above
2π
−1
−1 2
x −x % 1 2(
− x −1
−1 2
x
f ""(x) = e 2
+ 2
'−xe * = e (1− x )
2 2

2π 2π & ) 2π
€
= 0 only if x = −1 or 1