One Standard Deviation: Approximately 68% of all data points fall within one standard deviation of the mean ().
Two Standard Deviations: Approximately 95% of all data points fall within two standard deviations of the mean ().
Three Standard Deviations: Approximately 99.7% of all data points fall within three standard deviations of the mean ().
Significance: This rule allows researchers to quickly identify how 'unusual' or 'extreme' a specific data point is relative to the rest of the population.
The Standard Normal Distribution: This is a special case where the mean is and the standard deviation is . It is used as a universal benchmark for comparison.
Z-Score Formula: To compare data from different normal distributions, values are converted into Z-scores using the formula:
Interpretation: A Z-score tells you exactly how many standard deviations a value is from the mean. A positive Z-score indicates a value above the mean, while a negative Z-score indicates a value below it.
| Feature | Normal Distribution | Skewed Distribution |
|---|---|---|
| Symmetry | Perfectly symmetrical | Asymmetrical (leans left or right) |
| Central Tendency | Mean = Median = Mode | Mean, Median, and Mode differ |
| Tails | Equal length on both sides | One tail is significantly longer |
| Predictability | Follows the 68-95-99.7 rule | Does not follow the empirical rule |
Check the Peak: If an exam question asks if a dataset is normally distributed, check if the mean, median, and mode are approximately equal. If they are far apart, the data is likely skewed.
Symmetry Shortcut: Remember that the area to the left of the mean is always . If you know the area for is , then the area for must also be .
Reasonableness Check: If you calculate a probability and get a value greater than or less than , you have made a calculation error, as total probability must equal .
Visualizing Z-scores: Always sketch a quick bell curve and mark your Z-score to ensure your final probability (area) makes sense (e.g., a Z-score of should have a very small area to its right).