Special distribution for continuous random variable: Normal

distribution
Example: Find (2<X<3) for mean=4, st dev = 2 God, why so hard? (google
“integrating normal density function” – Good luck! haha)

An alternative : use
statistical table

Problem: There will be

infinite combination of mean
and standard deviation

Use standard normal

distribution instead of
normal distribution
68-95-99.7 rule for a Normal Distribution

68% of the data is within 1 standard deviation (σ) of the mean (μ),
95% of the data is within 2 standard deviations (σ) of the mean (μ), and
99.7% of the data is within 3 standard deviations (σ) of the mean (μ).

Examples
Find the estimation (use 68-95-99.7 rule) of P(X>2) for mean=2 and
st dev = 2.

Examples on standard normal distribution