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Math Help - How to normalize a probability distribution

  1. #1
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    How to normalize a probability distribution

    This is just a straightforward question that I can't find an answer to anywhere on the internet. I keep seeing examples of "normalizing a vector" but I don't think that's what I want.

    I have this probability distribution:
    {1/8, 1/16, 1/32}

    And I need to normalize it, which I guess means all of the members of the distribution sum to one. I don't know why, but it's apparently important. This isn't a homework question or anything, but I do need to know how to normalize.

    From just moving numbers around, I can see that adding them all together then dividing each member by the total sum appears to do the trick. Is this correct? Is this what "normalizing" is?

    {1/8, 1/16, 1/32}
    --> {(1/8)/(1/8+1/16+1/32),(1/16)/(1/8+1/16+1/32),(1/32)/(1/8+1/16+1/32)}
    --> {4/7, 2/7, 1/7}

    4/7 + 2/7 + 1/7 = 1.


    Any help is appreciated, thanks.
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  2. #2
    Junior Member
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    Re: How to normalize a probability distribution

    Yes, that is correct. That is the general method of normalizing a probability distribution. You add all (or integrate all over the relevant interval) and then divide the distribution function by that sum (integration result).

    Salahuddin
    Maths online
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