History of Normal Distribution
Central Tendency, Variability,
- Name the person who discovered the normal distribution and state the
problem he applied it to
- State the relationship between the normal and binomial distributions
- State who related the normal distribution to errors
- Describe briefly the central limit theorem
- State who was the first to prove the central limit theorem
In the chapter on probability, we saw that the
binomial distribution could be used to solve problems such as
"If a fair coin is flipped 100 times, what is the probability
of getting 60 or more heads?" The probability of exactly x heads
out of N flips is computed using the formula:
where x is the number of heads (60), N is the number of flips
(100), and π is the probability of a head (0.5). Therefore,
to solve this problem, you compute the probability of 60 heads,
then the probability of 61 heads, 62 heads, etc, and add up all
these probabilities. Imagine long it must have taken to compute
binomial probabilities before the advent of calculators and computers.
Abraham de Moivre, an 18th century statistician
and consultant to gamblers was often called upon to make these
lengthy computations. de Moivre noted that when the number of
events (coin flips) increased, the shape of the binomial distribution
approached a very smooth curve.
de Moivre reasoned that if he could find a mathematical
expression for this curve, he would be able to solve problems
such as finding the probability of 60 or more heads out of 100
coin flips much more easily. This is exactly what he did, and
the curve he discovered is now called the "normal curve."
The importance of the normal curve stems primarily
from the fact that the distribution of many natural phenomena
are at least approximately normally distributed. One of the first
applications of the normal distribution was to the analysis of
errors of measurement made in astronomical observations, errors
that occurred because of imperfect instruments and imperfect observers.
Galileo in the 17th century noted that these errors were symmetric
and that small errors occurred more frequently than large errors.
This led to several hypothesized distributions of errors, but
it was not until the early 19th century that it was discovered
that these errors followed a normal distribution. Independently
the mathematicians Adrian in 1808 and Gauss in 1809 developed
the formula for the normal distribution and showed that errors
were fit well by this distribution.
This same distribution had been discovered by Laplace
in 1778 when he derived the extremely important central
limit theorem, the topic of a later
section of this chapter. Laplace showed that even if a distribution
is not normally distributed, the means of repeated samples from
the distribution would be very nearly normal, and that the
larger the sample size, the closer the distribution would be to
a normal distribution. Most statistical procedures for testing
differences between means assume normal distributions. Because
the distribution of means is very close to normal, these tests
work well even if the distribution itself is only roughly normal.