Normal Random Variables

We introduce continuous random variables, which are random variables that can take on any value in an interval. We show how their probabilities are determined from an associated curve known as a probability density function . A special type of continuous random variable, known as a normal random variable , is studied. The standard normal random variable is introduced, and a table is presented that enables us to compute the probabilities of that variable. We show how any normal random variable can be transformed to a standard one, enabling us to determine its probabilities. We present the additive property of normal random variables. The percentiles of normal random variables are studied.