Re: Normal distribution
Ludovic Duponchel wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? No. If the mean is 0, x^2 hasa chi-squared distribution with 1 DOF. As the ratio mean/SD - infinity, the distribution of x^2 is asymptotically normal. -Robert Dawson = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Normal distribution
In article [EMAIL PROTECTED], Ludovic Duponchel [EMAIL PROTECTED] wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? The only transformations one is likely to encounter which preserve normality are linear. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399 [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Normal distribution
On Thu, 29 Nov 2001 15:48:48 +0300, Ludovic Duponchel [EMAIL PROTECTED] wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? If z is standard normal [ that is, mean 0, variance 1.0 ] then z^2 is chi squared with 1 degree of freedom. And the sum of S independent z variates is chi squared with S degrees of freedom. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Normal distribution
Rich Ulrich wrote: On Thu, 29 Nov 2001 15:48:48 +0300, Ludovic Duponchel [EMAIL PROTECTED] wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? If z is standard normal [ that is, mean 0, variance 1.0 ] then z^2 is chi squared with 1 degree of freedom. And the sum of S independent z variates is chi squared with S degrees of freedom. Hold it! The sum of S independent z variates is normal. The sum of the _squares_ of S independent z variates is chi squared with S degrees of freedom. (But I am sure you knew that.) = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Normal distribution
And to add on to Rich Ulrich's note, if the mean isn't zero, then z^2 is non-central chi-square. -Dick Startz On Thu, 29 Nov 2001 12:29:47 -0500, Rich Ulrich [EMAIL PROTECTED] wrote: On Thu, 29 Nov 2001 15:48:48 +0300, Ludovic Duponchel [EMAIL PROTECTED] wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? If z is standard normal [ that is, mean 0, variance 1.0 ] then z^2 is chi squared with 1 degree of freedom. And the sum of S independent z variates is chi squared with S degrees of freedom. -- Richard Startz [EMAIL PROTECTED] Lundberg Startz Associates = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: Normal distribution
On Thu, 29 Nov 2001 14:37:14 -0400, Gus Gassmann [EMAIL PROTECTED] wrote: Rich Ulrich wrote: On Thu, 29 Nov 2001 15:48:48 +0300, Ludovic Duponchel [EMAIL PROTECTED] wrote: If x values have a normal distribution, is there a normal distribution for x^2 ? If z is standard normal [ that is, mean 0, variance 1.0 ] then z^2 is chi squared with 1 degree of freedom. And the sum of S independent z variates is chi squared with S degrees of freedom. Hold it! The sum of S independent z variates is normal. The sum of the _squares_ of S independent z variates is chi squared with S degrees of freedom. (But I am sure you knew that.) oops- make that z^2 for z of course - -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: normal distribution table online for download??
If you think you need more precision than given in the usual tables or with a caculator, think again. You are probably fooling yourself since no distribution in the real world is _exactly_ normal. Jon Cryer At 03:55 PM 7/5/00 GMT, you wrote: Trying to use in finacial calcs. Hardcosed one to four decimals. Prefer more precision.Thanks. [EMAIL PROTECTED] === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ === _ - | \ Jon Cryer[EMAIL PROTECTED] ( ) Department of Statistics http://www.stat.uiowa.edu\ \_ University and Actuarial Science office 319-335-0819 \ * \ of Iowa The University of Iowa dept. 319-335-0706\ / Hawkeyes Iowa City, IA 52242FAX319-335-3017 | ) - V === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: normal distribution table online for download??
bet you can find something here ... http://members.aol.com/johnp71/javastat.html At 03:55 PM 7/5/00 +, MRFCLANCY wrote: Trying to use in finacial calcs. Hardcosed one to four decimals. Prefer more precision.Thanks. [EMAIL PROTECTED] === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ === == Dennis Roberts, EdPsy, Penn State University 208 Cedar Bldg., University Park PA 16802 Email: [EMAIL PROTECTED], AC 814-863-2401, FAX 814-863-1002 WWW: http://roberts.ed.psu.edu/users/droberts/drober~1.htm === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: normal distribution table online for download??
We offer six decimals at http://www.stat.ucla.edu/calculators/cdf but also the density, the quantile function, graphs of all these, plus sets of random numbers emailed to you. And this for the most common 20 distributions, including the noncentral ones. At 14:05 -0400 07/05/2000, dennis roberts wrote: bet you can find something here ... http://members.aol.com/johnp71/javastat.html At 03:55 PM 7/5/00 +, MRFCLANCY wrote: Trying to use in finacial calcs. Hardcosed one to four decimals. Prefer more precision.Thanks. [EMAIL PROTECTED] -- === Jan de Leeuw; Professor and Chair, UCLA Department of Statistics; US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554 phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED] http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/ No matter where you go, there you are. --- Buckaroo Banzai http://webdev.stat.ucla.edu/sounds/nomatter.au === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: normal distribution
After I cited Stigler, to the effect that Quetelet never used the term 'normal' for the distribution, on 14 Apr 2000 09:53:05 -0700, [EMAIL PROTECTED] (Alan Hutson) wrote: Kendall and Stuart have a footnote attributing the term to Galton however there is no reference I thought that Stigler had probably followed up on his research, so I looked further. I discovered that he has a 1999 book, too, on the history of statistical concepts and procedures. In that Book, page 404: There must have been a broad, "evolving conceptual understanding" of measurement in the 1870s -- since there seems to have been THREE independent appearances of that name for the Normal curve, from Charles S. Peirce (1873), Francis Galton (1877), and Wilhelm Lexis (1877). He also says, the name "standard" had been proposed as early as 1838. And the "bell-shaped curve" has been dated to Jouffret, 1872 -- who was (particularly) describing the bivariate normal. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: normal distribution -Reply
The normal distribution has often been called the Gaussian distribution, although de Moivre and Laplace spoke of it well before Gauss. The term "normal" had been used for the distribution by Galton (1877) and Karl Person later recommended the routine use of that adjective to avoid "an international question of priority," although Pearson noted that it "has the disadvantage of leading people to believe that all other distributions of frequency are in one sense or another 'abnormal'." Jerrold H. Zar, Professor Department of Biological Sciences Northern Illinois University DeKalb, IL 60115 [EMAIL PROTECTED] === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: normal distribution
Hi Jan, I have always understood that the word 'normal' in this context means 'perpendicular'. You might remember calculus exercises in which you were asked to find 'the equation to the normal to a curve', just after you were asked to find the equation to the tangent. The reason why this name applies is because of the orthogonality properties of the (multi)normal distribution. If you take a simple random sample from a normal distribution, and represent each Xi by a different axis, the axes will be mutually perpendicular. Obviously there is more to it than this, but I can't remember the details. But you should be able to chase it up. Regards, Alan Jan Souman wrote: Does anybody know why the normal distribution is called 'normal'? The most plausible explanations I've encountered so far are: 1. The value of a variable that has a normal distribution is determined by many different factors, each contributing a small part of the total value. Because this is the case with many real life variables, like length and intelligence, the resulting distribution of values is called normal. 2. Many probability distributions are approximated by the normal distribution for large sample sizes. Maybe there are other explanations and maybe someone knows the source of the name? Jan Souman Dpt. of Social Sciences University of Utrecht, Netherlands === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ === -- Alan McLean ([EMAIL PROTECTED]) Department of Econometrics and Business Statistics Monash University, Caulfield Campus, Melbourne Tel: +61 03 9903 2102Fax: +61 03 9903 2007 === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
