Abstract
THE NORMAL DISTRIBUTION is central to much of statistics. In this chapter and the two following, we develop the normal model from the univariate, bivariate, and then, finally, the more general distribution with an arbitrary number of dimensions.
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Notes
- 1.
Abraham de Moivre (1667–1754). French mathematician and probabilist.
- 2.
Carl Friedrich Gauss (1777–1855). German mathematician and physicist.
- 3.
Augustin-Louis Cauchy 1789–1857. French mathematician.
- 4.
Karl Pearson (1857–1936). British historian, lawyer, and mathematician.
- 5.
There is mathematical theory to suggesting \(\,n^{4/5}\,\) is about the correct number of categories needed when drawing a histogram. See Tapia and Thompson (1978, p 53) for details on this.
- 6.
Andrey Nikolaevich Kolmogorov (1903–1987). Soviet mathematician and probabilist.
- 7.
Nikolai Vasil’evich Smirnov (1900–1966). Soviet probabilist.
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Samuel Sanford Shapiro (1930–till date) American statistician and engineer.
- 9.
Martin Bradbury Wilk (1922–2013) Canadian statistician and former Chief Statistician of Canada.
- 10.
William Sealy Gosset (1876–1937). British mathematician.
- 11.
Bernard Lewis Welch (1911–1989). English statistician.
- 12.
Siméon Denis Poisson (1781–1840). French mathematician and physicist.
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Zelterman, D. (2022). The Univariate Normal Distribution. In: Applied Multivariate Statistics with R. Statistics for Biology and Health. Springer, Cham. https://doi.org/10.1007/978-3-031-13005-2_5
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DOI: https://doi.org/10.1007/978-3-031-13005-2_5
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