Main Content

Normal Distribution

Fit, evaluate, and generate random samples from normal (Gaussian) distribution

Statistics and Machine Learning Toolbox™ offers several ways to work with the normal distribution.

  • Create a probability distribution objectNormalDistributionby fitting a probability distribution to sample data or by specifying parameter values. Then, use object functions to evaluate the distribution, generate random numbers, and so on.

  • Work with the normal distribution interactively by using theDistribution Fitterapp. You can export an object from the app and use the object functions.

  • Use distribution-specific functions with specified distribution parameters. The distribution-specific functions can accept parameters of multiple normal distributions.

  • Use generic distribution functions (cdf,icdf,pdf,random) with a specified distribution name ('Normal') and parameters.

To learn about the normal distribution, seeNormal Distribution.

Objects

NormalDistribution Normal probability distribution object

Apps

Distribution Fitter Fit probability distributions to data
Probability Distribution Function Interactive density and distribution plots

Functions

expand all

CreateNormalDistributionObject

makedist Create probability distribution object
fitdist Fit probability distribution object to data

Work withNormalDistributionObject

cdf Cumulative distribution function
gather Gather properties ofStatistics and Machine Learning Toolboxobject from GPU
icdf Inverse cumulative distribution function
iqr Interquartile range of probability distribution
mean Mean of probability distribution
median Median of probability distribution
negloglik Negative loglikelihood of probability distribution
paramci Confidence intervals for probability distribution parameters
pdf Probability density function
proflik Profile likelihood function for probability distribution
random Random numbers
std Standard deviation of probability distribution
truncate Truncate probability distribution object
var Variance of probability distribution
normcdf Normal cumulative distribution function
normpdf Normal probability density function
norminv Normal inverse cumulative distribution function
normlike Normal negative loglikelihood
normstat Normal mean and variance
normfit Normal parameter estimates
normrnd Normal random numbers
mle Maximum likelihood estimates
mlecov Asymptotic covariance of maximum likelihood estimators
histfit Histogram with a distribution fit
normplot Normal probability plot
normspec Normal density plot shading between specifications
qqplot Quantile-quantile plot
randtool Interactive random number generation

Topics

  • Normal Distribution

    Learn about the normal distribution. The normal distribution is a two-parameter (mean and standard deviation) family of curves. Central Limit Theorem states that the normal distribution models the sum of independent samples from any distribution as the sample size goes to infinity.