Chapter 5 The Normal Distribution and Some Basics of Probability

A variable’s distribution, you recall, is the way the observations/cases are distributed across the variable’s categories. Frequency tables, graphs, as well as measures of central tendency and dispersion all provide information about the distributions of variables.

All variables have a distribution (of course!) but some variables have a special type of distribution: one whose features and uses in statistics go beyond being simply “a variable’s distribution”. We call this distribution normal distribution.

In the first part of this chapter I introduce the normal distribution, detailing its features that make it so special. The latter half of the chapter is devoted to a concept without which we wouldn’t be able to do any statistical inference and estimation, namely statistical probability. You will learn some basics of probability theory which are necessary for us to eventually proceed to statistical inference.

You might be wondering why these two seemingly unrelated things — a variable’s distribution and probability theory — are in the same chapter together. For now I will just give you a hint: probabilities have distributions too. Read on to find out more.