Probability

Explore distributions

10 min

Learning goals

Distribution

μ (mean)0.0

σ (standard deviation)1.0

View

Mean: 0.0000

Variance: 1.0000

Std. deviation: 1.0000

Formulas and worked example

Probability density function (PDF)

f(x) = \frac{1}{\sigma\sqrt{2\pi}} \, e^{-\frac{(x-\mu)^2}{2\sigma^2}}

Expected value

E(X) = \mu

Variance

Var(X) = \sigma^2

Typical business example

Body heights, measurement errors, standardised test scores