Hi Jan,
I have always understood that the word 'normal' in this context means
'perpendicular'. You might remember calculus exercises in which you were asked
to find 'the equation to the normal to a curve', just after you were asked to
find the equation to the tangent.
The reason why this name applies is because of the orthogonality properties of
the (multi)normal distribution.
If you take a simple random sample from a normal distribution, and represent
each Xi by a different axis, the axes will be mutually perpendicular.
Obviously there is more to it than this, but I can't remember the details. But
you should be able to chase it up.
Regards,
Alan
Jan Souman wrote:
> Does anybody know why the normal distribution is called 'normal'? The most
> plausible explanations I've encountered so far are:
>
> 1. The value of a variable that has a normal distribution is determined by
> many different factors, each contributing a small part of the total value.
> Because this is the case with many real life variables, like length and
> intelligence, the resulting distribution of values is called normal.
>
> 2. Many probability distributions are approximated by the normal
> distribution for large sample sizes.
>
> Maybe there are other explanations and maybe someone knows the source of the
> name?
>
> Jan Souman
> Dpt. of Social Sciences
> University of Utrecht, Netherlands
>
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--
Alan McLean ([EMAIL PROTECTED])
Department of Econometrics and Business Statistics
Monash University, Caulfield Campus, Melbourne
Tel: +61 03 9903 2102 Fax: +61 03 9903 2007
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problem of inappropriate messages and information about how to
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