The Normal Distribution - Probability and Statistics

Explore the fundamental concepts of the normal distribution in this comprehensive lecture on probability and statistics. Learn about the bell curve, its significance in statistical analysis, and the Central Limit Theorem. Discover how to work with standard normal distributions, calculate probabilities, and use the cumulative distribution function. Gain insights into transforming between standard and general normal distributions through affine transformations. Apply these concepts to real-world examples and enhance your understanding of this crucial probability distribution in statistical analysis.

Introduction
Central Limit Theorem
Probability Density
Standard Normal Distribution
General Normal Distribution
Examples
Cumulative distribution
Example