The English used in this article or section may not be easy for everybody to understand. (Oct 2016)
The normal distribution is a probability distribution. It is also called Gaussian distribution because it was first discovered by Carl Friedrich Gauss. The normal distribution is a continuous probability distribution that is very important in many fields of science.
|Probability density function|
The green line is the standard normal distribution
|Cumulative distribution function|
Colors match the image above
|Parameters|| location (real)|
squared scale (real)
|Probability density function (pdf)|
|Cumulative distribution function (cdf)|
|Moment-generating function (mgf)|
Normal distributions are a family of distributions of the same general form. These distributions differ in their location and scale parameters: the mean ("average") of the distribution defines its location, and the standard deviation ("variability") defines the scale. These two parameters are represented by the symbols and , respectively.
The standard normal distribution (also known as the Z distribution) is the normal distribution with a mean of zero and a standard deviation of one (the green curves in the plots to the right). It is often called the bell curve, because the graph of its probability density looks like a bell.
Many values follow a normal distribution. This is because of the central limit theorem, which says that if an event is the sum of identical but random events, it will be normally distributed. Some examples include:
- Kirkwood, Betty R; Sterne, Jonathan AC (2003). Essential Medical Statistics. Blackwell Science Ltd.CS1 maint: multiple names: authors list (link)
- "List of Probability and Statistics Symbols". Math Vault. 2020-04-26. Retrieved 2020-08-15.
- Weisstein, Eric W. "Normal Distribution". mathworld.wolfram.com. Retrieved 2020-08-15.
- "Normal Distribution". www.mathsisfun.com. Retrieved 2020-08-15.
- Cumulative Area Under the Standard Normal Curve Calculator from Daniel Soper's Free Statistics Calculators website. Computes the cumulative area under the normal curve (i.e., the cumulative probability), given a z-score.
- Interactive Distribution Modeler (incl. Normal Distribution).
- GNU Scientific Library – Reference Manual – The Gaussian Distribution
- Normal Distribution Table
- Download free two-way normal distribution calculator
- Download free normal distribution fitting software