Normal density, parameters and moments
A normal model has a real mean and positive standard deviation. Its density heights are not probabilities; interval probabilities are areas. Read both the centre and spread before comparing curves
- Read the centre Match x − μ. A term x + c has mean −c. \(\displaystyle x+5=x-(-5)\;\Rightarrow\;\mu=-5\)
- Rearrange the exponent coefficient If the coefficient is b, take its reciprocal, divide by 2, then take the positive square root for the standard deviation \(\displaystyle \frac{1}{2\sigma^2}=b\;\Rightarrow\;\sigma^2=\frac{1}{2b},\quad\sigma>0\)
- Distinguish variance from standard deviation In normal-distribution notation the second parameter is the variance. The front coefficient is 1 divided by σ√(2π) \(\displaystyle X\sim N(\mu,\sigma^2)\)
- Use the complete normal model The curve is symmetric about its mean, which is also its median and mode. The density is positive at every finite real value, its tails approach but never meet the horizontal axis, and its total area is 1. \(\displaystyle f(\mu-d)=f(\mu+d),\quad\int_{-\infty}^{\infty}f(x)\,dx=1\)
- Compare centre and spread separately Changing only the mean translates the curve. A larger standard deviation makes it wider with a lower peak; its total area remains 1. \(\displaystyle f(\mu)=\frac{1}{\sigma\sqrt{2\pi}}\)
- Second moment Add variance to the squared mean \(\displaystyle E(X^2)=\sigma^2+\mu^2\)
- Linear moments An added constant shifts expectation but does not change variance \(\displaystyle E(aX+b)=a\mu+b,\quad\operatorname{Var}(aX+b)=a^2\sigma^2\)
Worked example
A normal variable X has the displayed density. State its mean and variance, then find E(X²)
- \(\displaystyle x+5=x-(-5)\;\Rightarrow\;\mu=-5\)Read the centre by matching x − μ
- \(\displaystyle \frac{1}{2\sigma^2}=\frac18\)Match the coefficient of the squared centred term
- \(\displaystyle 2\sigma^2=8\)Take reciprocals
- \(\displaystyle \sigma^2=8\div2=4\)Divide by 2 to find the variance
- \(\displaystyle X\sim N(-5,4)\)The second parameter is variance, not standard deviation
- \(\displaystyle E(X^2)=4+(-5)^2=29\)Add the variance to the squared mean
Common mistakes
Difficulty levels
Questions about this topic
Can the same normal density be read in more than one way?+
Yes. Match the centred exponent to find the mean; use either the leading factor or the exponent coefficient to find the positive standard deviation. Consistent methods give the same parameters
Why is the variance σ² rather than σ?+
Standard deviation measures spread in the original units; variance is its square, in squared units
Does the graph reaching the edge of a picture mean the distribution ends?+
No. A normal density extends over the whole real line. A finite graph window omits part of each tail; the total area of the full curve is 1
How is a density height different from a probability?+
Density is the height of the curve. Probability is area over an interval. Any single value has probability zero in a continuous normal model
Can an exact normal model describe a quantity that cannot be negative?+
A normal distribution permits every real value. For quantities such as time or length it can only be an approximation; the probability assigned to impossible values must be considered
Can I use a calculator?+
No. This topic is practised without a calculator
Which year level and chapter is this?+
Year 12, VCE Units 3 & 4, Mathematical Methods, chapter 13: Normal distribution