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14. Normal Probability Distributions

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Notation

We use upper case variables (like X and Z) to denote random variables, and lower-case letters (like x and z) to denote specific values of those variables.

The Normal Probability Distribution is very common in the field of statistics.

Whenever you measure things like people's height, weight, salary, opinions or votes, the graph of the results is very often a normal curve.

The Normal Distribution

A random variable X whose distribution has the shape of a normal curve is called a normal random variable.