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Normally distributed

Normal Distribution
Probability density function
Probability density function for the normal distribution
The red curve is the standard normal distribution
Cumulative distribution function
Cumulative distribution function for the normal distribution
Notation
Parameters — mean (location)
— variance (squared scale)
Support
PDF
CDF
Quantile
Mean
Median
Mode
Variance
Skewness
Ex. kurtosis
Entropy
MGF
CF
Fisher information

In probability theory, the normal (or Gaussian) distribution is a very common continuous probability distribution. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known. A random variable with a Gaussian distribution is said to be normally distributed and is called a normal deviate.

The normal distribution is useful because of the central limit theorem. In its most general form, under some conditions (which include finite variance), it states that averages of samples of observations of random variables independently drawn from independent distributions converge in distribution to the normal, that is, become normally distributed when the number of observations is sufficiently large. Physical quantities that are expected to be the sum of many independent processes (such as measurement errors) often have distributions that are nearly normal. Moreover, many results and methods (such as propagation of uncertainty and least squares parameter fitting) can be derived analytically in explicit form when the relevant variables are normally distributed.

The normal distribution is sometimes informally called the bell curve. However, many other distributions are bell-shaped (such as the Cauchy, Student's t, and logistic distributions). Even the term Gaussian bell curve is ambiguous because it may be used to refer to some function defined in terms of the Gaussian function which is not a probability distribution because it is not normalized (does not integrate to 1).


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Wikipedia

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