It is the so-called "half-normal distribution."
Specifically, let X be a standard normal variate with cumulative distribution function F(z). Then its cumulative distribution function G(z) is given by
Prob(|X| < z)
= Prob(-z < X < z)
= Prob(X < z) - Prob(X < -z)
= F(z) - F(-z).
Its probability distribution function g(z), z >= 0, therefore equals
g(z) = Derivative of (F(z) - F(-z))
= f(z) + f(-z) {by the Chain Rule}
= 2f(z)
because of the symmetry of f with respect to zero. In other words, the probability distribution function is zero for negative values (they cannot be absolute values of anything) and otherwise is exactly twice the distribution of the standard normal.
Yes.
If a random variable X has a Normal distribution with mean m and standard deviation s, then z = (X - m)/s has a Standard Normal distribution. That is, Z has a Normal distribution with mean 0 and standard deviation 1. Probabilities for a general Normal distribution are extremely difficult to obtain but values for the Standard Normal have been calculated numerically and are widely tabulated. The z-transformation is, therefore, used to evaluate probabilities for Normally distributed random variables.
30.47
The cumulative frequency distribution for a value x of a random variable X, is a count of the number of observations in which X is less than or equal to x. The cumulative frequency distribution for a value x of a random variable X, is a count of the number of observations in which X is less than or equal to x. The cumulative frequency distribution for a value x of a random variable X, is a count of the number of observations in which X is less than or equal to x. The cumulative frequency distribution for a value x of a random variable X, is a count of the number of observations in which X is less than or equal to x.
means equal the standard deviation
I have included two links. A normal random variable is a random variable whose associated probability distribution is the normal probability distribution. By definition, a random variable has to have an associated distribution. The normal distribution (probability density function) is defined by a mathematical formula with a mean and standard deviation as parameters. The normal distribution is ofter called a bell-shaped curve, because of its symmetrical shape. It is not the only symmetrical distribution. The two links should provide more information beyond this simple definition.
Yes.
Almost all statistical distribution have a mean. It is the expected value of the random variable which is distributed according to that function.
True
Normal Distribution is a key to Statistics. It is a limiting case of Binomial and Poisson distribution also. Central limit theorem converts random variable to normal random variable. Also central limit theorem tells us whether data items from a sample space lies in an interval at 1%, 5%, 10% siginificane level.
No. The variance of any distribution is the sum of the squares of the deviation from the mean. Since the square of the deviation is essentially the square of the absolute value of the deviation, that means the variance is always positive, be the distribution normal, poisson, or other.
no
Exactly "what it says on the tin"! The distribution is nearly, but not quite, the standard normal, or Gaussiam distribution.
You integrate the probability distribution function to get the cumulative distribution function (cdf). Then find the value of the random variable for which cdf = 0.5.
If a random variable X has a Normal distribution with mean M and variance S2, then Z = (X - M)/S
If a random variable X has a Normal distribution with mean m and standard deviation s, then z = (X - m)/s has a Standard Normal distribution. That is, Z has a Normal distribution with mean 0 and standard deviation 1. Probabilities for a general Normal distribution are extremely difficult to obtain but values for the Standard Normal have been calculated numerically and are widely tabulated. The z-transformation is, therefore, used to evaluate probabilities for Normally distributed random variables.
It will be the same as the distribution of the random variable itself.