# A bird’s eye view into distributions of numbers

Statistical distributions are mathematical functions that describe the probability of different outcomes. They are at the very core of statistics and data analysis, helping us understand and interpret data, and make predictions about future observations. Let’s delve into these remarkable mathematical constructs further, with a particular focus on why certain distributions are suitable for specific statistical tests.

## Normal Distribution and Central Limit Theorem

The Normal Distribution, often referred to as the Gaussian distribution, is arguably the most prevalent distribution in statistics and the natural sciences. It’s described by two parameters: the mean (μ), which signifies the distribution’s center, and the standard deviation (σ), which denotes the width or spread.

The Normal Distribution’s symmetry and bell-shaped density curve are defining characteristics. An important property, the empirical rule, states that roughly 68% of the data falls within one standard deviation of the mean, 95% within two standard deviations, and 99.7% within three standard deviations.

The reason for the ubiquity of the Normal Distribution in nature and science is the Central Limit Theorem. This theorem states that, given a sufficiently large sample size, the sum of many independent random variables will approximate a Normal Distribution, irrespective of the original variables’ distribution.

The Central Limit Theorem (CLT) is a big deal in statistics, but let’s break it down in a simple way.

Imagine you’re on a game show, and the host presents you with a huge jar filled with thousands of jelly beans. These jelly beans come in lots of different colors, and each color represents a different flavor. The host challenges you to guess the most common flavor in the jar.

Now, it would be near impossible to taste every single jelly bean in that jar, right? So instead, you decide to take a handful of jelly beans, taste them, and then guess the most common flavor based on that smaller sample.

Let’s say you do this many times, grabbing a new handful each time and noting the most common flavor from each handful. Over time, you’ll start noticing that the most common flavor in each handful starts to look a lot like the most common flavor in the entire jar. Even though each handful is small compared to the total number of jelly beans, it still gives you a pretty good idea of what’s going on in the whole jar. This is a lot like what the Central Limit Theorem tells us.

In more statistical terms, the Central Limit Theorem says that if you take a lot of samples from any population, no matter what shape the population distribution has (just like our jar of jelly beans), and calculate the mean (average) of each sample, the distribution of these sample means will approximate a Normal distribution (also known as a “bell curve”). This happens even if the original population is not normally distributed.

The more samples you take, and the larger these samples are, the closer this distribution of sample means gets to a perfect bell curve. This is super helpful because it allows us to make predictions about the population from which we are sampling.

So, in the end, the Central Limit Theorem is a lot like our game show strategy – it’s a way of making educated guesses about a large population based on smaller samples.

## Other Distributions

The Normal Distribution, while commonly used, is not the only distribution. Other distributions play essential roles in specific scenarios:

• Binomial Distribution: This distribution is useful when an experiment has two mutually exclusive outcomes, often labeled “success” and “failure”. It’s characterized by two parameters: the number of trials (n) and the success probability in a single trial (p).
• Poisson Distribution: This distribution expresses the likelihood of a given number of events occurring in a fixed time or space interval. It assumes a known constant mean rate and independence from the last event’s timing.
• Exponential Distribution: This distribution describes the time between events in a Poisson point process, a process where events occur independently and continuously at a constant average rate.
• Uniform Distribution: This distribution assigns equal probability to all outcomes. An example is the probability distribution of a random variable resulting from rolling a fair die.

## Implications for Statistical Analysis

The distribution of your data is paramount because it influences your statistical analysis approach. Many statistical tests, including t-tests, ANOVAs, and linear regression, presuppose that the data follow a Normal Distribution. This assumption, often referred to as the assumption of normality, is crucial because these tests rely on the properties of the Normal Distribution to derive accurate conclusions.

If your data significantly deviate from normality, these tests can yield misleading results. This is because the tests might underestimate or overestimate the probability of observing the given data, leading to incorrect conclusions about statistical significance.

Non-normal data might require alternative, non-parametric statistical methods, which make fewer assumptions about the data’s distribution. Alternatively, you might be able to transform your non-normal data to approximate a Normal Distribution. Common transformations include the log, square root, and inverse transformations.

Understanding your data’s distribution also allows you to calculate probabilities of different outcomes. For instance, if you know that a process follows a Normal Distribution, you can calculate the likelihood of future observations falling within a specific range.

## Conclusion

In essence, statistical distributions provide a mathematical portrayal of the outcomes of an experiment or a process. They are fundamental to statistical analysis, allowing us to make inferences, predictions, and decisions based on data. Comprehending statistical distributions equips you to perform more rigorous and precise analyses and draw more trustworthy conclusions from your data.