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  2. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...

  3. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr or 3 σ, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean ...

  4. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    In statistics, a standard normal table, also called the unit normal table or Z table, [1] is a mathematical table for the values of Φ, the cumulative distribution function of the normal distribution.

  5. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    Given a random variable X ~ Norm[μ,σ] (a normal distribution with mean μ and standard deviation σ) and a constant L > μ, it can be shown via integration by substitution: [] = + ⁡ ⁡ (()) where A and B are certain numeric constants.

  6. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed.Thus, if the random variable X is log-normally distributed, then Y = ln(X) has a normal distribution.

  7. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional normal distribution to higher dimensions.

  8. Q-function - Wikipedia

    en.wikipedia.org/wiki/Q-function

    In statistics, the Q-function is the tail distribution function of the standard normal distribution. [ 1 ] [ 2 ] In other words, Q ( x ) {\displaystyle Q(x)} is the probability that a normal (Gaussian) random variable will obtain a value larger than x {\displaystyle x} standard deviations.

  9. Normality test - Wikipedia

    en.wikipedia.org/wiki/Normality_test

    A graphical tool for assessing normality is the normal probability plot, a quantile-quantile plot (QQ plot) of the standardized data against the standard normal distribution. Here the correlation between the sample data and normal quantiles (a measure of the goodness of fit) measures how well the data are modeled by a normal distribution. For ...