The

function f(x), illustrated in the graph below (which represents a

HTML bell shape curve), is that of the Standard

Normal probability density function or PDF. The Standard Normal PDF has mean=0 and standard deviation=1.

*******
* : | : *
* : | : *
* : | : *
* : | : *
* : | : *
*** : | : ***
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2 -1 a 0 b 1 2

The area under any

continuous PDF is 1, as indicated in the following

equation -

**
∫ [ (e**^{-0.5x²}) / (√2π) ]dx = 1

The area sectiond by '

**:** ' represents the probability that the

random variable X assumes a value between X=a and X=b

OR P(a<X<b).