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normal_distribution [2016/03/23 07:55] – created hkimscilnormal_distribution [2024/03/13 08:28] (current) hkimscil
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 Please read [[wp>Normal_distribution|Normal Distribution]] at Wikipedia.org first. Please read [[wp>Normal_distribution|Normal Distribution]] at Wikipedia.org first.
  
 +__좌우대칭__이며 __asymtotic__한 분포를 이루는 것을 정상분포라고 한다. 수학적으로 정상분포는 아래와 같이 정의된다.
 +\begin{equation} 
 +\displaystyle P(x) = \frac{1}{\sqrt{2 \pi \sigma^2}} * e^{\frac{-(x - \mu)^2}{2 \sigma^2}} 
 +\end{equation}  
 +위에서 $\pi$와  $e$ 는 각각 $\pi = 3.1416, e=2.7183 $으로 상수
  
 +특히 평균이 0 이고 그 표준편차가 1인 정상분포를 표준정상분포라고 한다. 
  
 +{{http://math.arizona.edu/~rsims/ma464/standardnormaltable.pdf|표준정규분포 table}}
 +https://www.mathsisfun.com/data/standard-normal-distribution-table.html
 +
 +<code>set.seed(3000)
 +xseq<-seq(-4,4,.01)
 +densities<-dnorm(xseq, 0,1)
 +cumulative<-pnorm(xseq, 0, 1)
 +randomdeviates<-rnorm(1000,0,1)
 + 
 +par(mfrow=c(2,2), mar=c(3,4,4,2))
 +
 +plot(xseq, densities, col="darkgreen",
 +   xlab="", ylab="Density", type="l", lwd=2, cex=2, 
 +   main="PDF of Standard Normal", cex.axis=.8)
 +
 +plot(xseq, cumulative, col="darkorange", 
 +   xlab="", ylab="Cumulative Probability",type="l",lwd=2, cex=2, 
 +   main="CDF of Standard Normal", cex.axis=.8)
 +
 +hist(randomdeviates, main="Random draws from Std Normal", 
 +   cex.axis=.8, xlim=c(-4,4))
 +
 +xseq<-seq(-4,4,.01)
 +y<-2*xseq + rnorm(length(xseq),0,5.5)
 +hist(y, prob=TRUE, ylim=c(0,.06), breaks=20)
 +curve(dnorm(x, mean(y), sd(y)), add=TRUE, col="darkblue", lwd=2)
 +
 +par(mfrow=c(1,1))
 +</code>
 +{{:pasted:20240313-082705.png}}
normal_distribution.1458689156.txt.gz · Last modified: 2016/03/23 07:55 by hkimscil

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