6.24: Introduction to Normal Random Variables

Concepts in Statistics · LibreTexts

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    What you’ll learn to do: Use a normal probability distribution to estimate probabilities and identify unusual events.

    This is a standard normal distribution bell curve, from the left, it moves up in the middle then back down

    The normal random variable is the classic bell curve graph that might look familiar. In statistics, the normal random variable is a powerful tool in estimating probabilities in hypothesis testing. Many statistical tests will use this standard random variable, so building a solid understanding of how to work with the normal random variable is critical to building up our statistical tool box.

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