Normal distribution - Wikipedia, the free encyclopedia

The normal distribution is considered the most prominent probability distribution in statistics. There are several reasons for this:[1] First, the normal distribution arises from the central limit theorem, which states that under mild conditions, the mean of a large number of random variables independently drawn from the same distribution is distributed approximately normally, irrespective of the form of the original distribution. This gives it exceptionally wide application in, for example, sampling. Secondly, the normal distribution is very tractable analytically, that is, a large number of results involving this distribution can be derived in explicit form.

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