Recap
21 March 2023 14:50
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How to use PDF in Data Science
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2D Density Plots
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Normal Distribution
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1. What is normal distribution?
Normal distribution, also known as Gaussian distribution, is a probability distribution that
is commonly used in statistical analysis. It is a continuous probability distribution that is
symmetrical around the mean, with a bell-shaped curve.
-> Tail
-> Asymptotic in nature
-> Lots of points near the mean and very few far away
The normal distribution is characterized by two parameters: the mean (μ) and the
standard deviation (σ). The mean represents the centre of the distribution, while the
standard deviation represents the spread of the distribution.
Denoted as:
Why is it so important?
Commonality in Nature: Many natural phenomena follow a normal distribution, such as
the heights of people, the weights of objects, the IQ scores of a population, and many
more. Thus, the normal distribution provides a convenient way to model and analyse such
data.
PDF Equation of Normal Distribution
Parameters in Normal Distribution
https://samp-suman-normal-dist-visualize-app-lkntug.streamlit.app/
Equation in detail:
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Standard Normal Variate
20 March 2023 18:08
• What is Standard Normal Variate
A Standard Normal Variate(Z) is a standardized form of the normal distribution with mean
= 0 and standard deviation = 1.
Standardizing a normal distribution allows us to compare different distributions with each
other, and to calculate probabilities using standardized tables or software.
Equation:
• How to transform a normal distribution to Standard Normal Variate
Refer Python code
Kya Fayda Standardize karne ka?
Suppose the heights of adult males in a certain population follow a normal distribution
with a mean of 68 inches and a standard deviation of 3 inches. What is the probability
that a randomly selected adult male from this population is taller than 72 inches?
• What are Z-tables
A z-table tells you the area underneath a normal distribution curve, to the left of the z-
score
https://www.ztable.net/
For a Normal Distribution X~(u,std) what percent of population lie between mean and 1
standard deviation, 2 std and 3 std?
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standard deviation, 2 std and 3 std?
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Properties of Normal Distribution
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1. Symmetricity
The normal distribution is symmetric about its mean, which means that the probability of
observing a value above the mean is the same as the probability of observing a value below
the mean. The bell-shaped curve of the normal distribution reflects this symmetry.
2. Measures of Central Tendencies are equal
3. Empirical Rule
The normal distribution has a well-known empirical rule, also called the 68-95-99.7 rule,
which states that approximately 68% of the data falls within one standard deviation of the
mean, about 95% of the data falls within two standard deviations of the mean, and about
99.7% of the data falls within three standard deviations of the mean.
4. The area under the curve
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Skewness
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• What is skewness?
A normal distribution is a bell-shaped, symmetrical distribution with a specific
mathematical formula that describes how the data is spread out. Skewness indicates that
the data is not symmetrical, which means it is not normally distributed.
Skewness is a measure of the asymmetry of a probability distribution. It is a statistical
measure that describes the degree to which a dataset deviates from the normal
distribution.
In a symmetrical distribution, the mean, median, and mode are all equal. In contrast, in a
skewed distribution, the mean, median, and mode are not equal, and the distribution
tends to have a longer tail on one side than the other.
Skewness can be positive, negative, or zero. A positive skewness means that the tail of
the distribution is longer on the right side, while a negative skewness means that the tail
is longer on the left side. A zero skewness indicates a perfectly symmetrical distribution.
The greater the skew the greater the distance between mode, median and mode.
• How skewness is calculated?
• Python Example
• Interpretation
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CDF of Normal Distribution
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Use in Data Science
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• Outlier detection
• Assumptions on data for ML algorithms -> Linear Regression and GMM
• Hypothesis Testing
• Central Limit Theorem
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