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).