The normal distribution

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The normal distribution

When many measures are taken of something (eg, scores in a test, people's heights, pollution levels in rivers) the spread of the values will have a bell shape, called the normal distribution.

A number of statistical tests use this characteristic distribution (or dispersion) of values to test whether two samples are the same or different.

There are several basic terms that are commonly used with the normal distribution.

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Standard deviation

The normal distribution at right shows the percentage of scores/observations that lie within one, two or three standard deviations either side of the mean. That is, 68%, 95% and 99.7%.

The 95% value, which is used as the standard in tests of significance) lies between 1.96 standard deviations either side of the mean.

Standard deviation of a sample

is the squared difference between each score and the mean

Σ means the sum of all the squared differences (add them all up)

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