On standardization of normal distribution

In summary: Sorry i have just started studying statistics and i need your help, statdad!Standardization means what you think it means: when you standardize data in this setting you subtract the mean and divide that difference by the standard deviation. The fact that this operation shifts the work from an arbitrary normal distribution to the standard normal distribution is a mathematical result that needs to be demonstrated: simply making the substitution in the density function isn't enough.
  • #1
jwqwerty
43
0
Let X be random variable and X~N(u,σ^2)
Thus, normal distribution of x is
f(x) = (1/σ*sqrt(2π))(e^(-(x-u)^2)/(2σ^2)))

If we want to standardize x, we let z=(x-u)/σ
Then the normal distribution of z becomes
z(x) = (1/σ*sqrt(2π))(e^(-(x^2)/(2))

and we usually write Z~N(0,1)

But as you can see, sigma in z(x) does not disappear. Thus, in my opinion Z~N(0,1) should be actually written as Z~(1/σ)N(0,1). So here goes my question :
why does every textbook use the notation Z~N(0,1), not Z~(1/σ)N(0,1)
 
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  • #2
By subtracting μ from ##x##, f(x) will become centered at 0 instead of the mean, because all values have been reduced by μ. After this, dividing by σ has the effect of altering the spread of the data, since where x was originally σ, it has now become 1. Similarly, 2σ becomes 2 and so on, and now the curve has standard deviation (and variance) of 1. Hence, if ##Z=\frac{X-μ}{σ}##, then Z ~ N(0,1) .
 
  • #3
jwqwerty said:
Let X be random variable and X~N(u,σ^2)
Thus, normal distribution of x is
f(x) = (1/σ*sqrt(2π))(e^(-(x-u)^2)/(2σ^2)))

If we want to standardize x, we let z=(x-u)/σ
Then the normal distribution of z becomes
z(x) = (1/σ*sqrt(2π))(e^(-(x^2)/(2))

and we usually write Z~N(0,1)

But as you can see, sigma in z(x) does not disappear. Thus, in my opinion Z~N(0,1) should be actually written as Z~(1/σ)N(0,1). So here goes my question :
why does every textbook use the notation Z~N(0,1), not Z~(1/σ)N(0,1)

You can't do the standardization the way you did (simply by substituting the expression for z in the density). What you are doing is attempting to find the density of a
new random variable Z given an existing density and a transformation. Have you studied that technique?
 
  • #4
statdad said:
You can't do the standardization the way you did (simply by substituting the expression for z in the density). What you are doing is attempting to find the density of a
new random variable Z given an existing density and a transformation. Have you studied that technique?

Then what does standardization mean? How can we standardize?
Sorry i have just started studying statistics and i need your help, statdad!
 
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  • #5
Standardization means what you think it means: when you standardize data in this setting you subtract the mean and divide that difference by the standard deviation. The fact that this operation shifts the work from an arbitrary normal distribution to the standard normal distribution is a mathematical result that needs to be demonstrated: simply making the substitution in the density function isn't enough.

Is your course calculus based?
 

Related to On standardization of normal distribution

1. What is the normal distribution and why is it important?

The normal distribution, also known as the Gaussian distribution, is a probability distribution that is commonly used in statistics and data analysis. It is important because many natural phenomena and measurements tend to follow a normal distribution, making it a useful tool for understanding and predicting outcomes.

2. How is the normal distribution standardized?

The normal distribution is standardized by transforming it into a standard normal distribution, which has a mean of 0 and a standard deviation of 1. This is achieved by subtracting the mean and dividing by the standard deviation of the original distribution.

3. Why is standardization of normal distribution useful?

Standardization of normal distribution allows for easier comparison and interpretation of data. It also simplifies calculations and makes it possible to use standard normal tables for statistical analysis.

4. What is the z-score and how is it related to standardization of normal distribution?

The z-score is a measure of how many standard deviations a value is above or below the mean of a normal distribution. It is calculated by subtracting the mean and dividing by the standard deviation, and is used to determine the probability of a specific value occurring in a normal distribution.

5. Can any distribution be standardized into a normal distribution?

No, not all distributions can be standardized into a normal distribution. The original distribution must have a bell-shaped curve and follow certain characteristics, such as being symmetrical and having a finite mean and standard deviation. Otherwise, other methods of transformation may need to be used for analysis.

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