What is Normal Distribution?


One of the most important examples of a continuous probability distribution is the normal distribution. It is sometimes called as the Gaussian distribution.

The density function for this distribution is given by

Normal Distribution

where
is the mean
is the standard deviation.


Do you want to know what the corresponding distribution function is?

The corresponding distribution function is

In the above equation, the random variable X is said to be normally distributed with mean and variance 2.

Some examples of the graphs of a Normal Distribution



= 0.3 = 0.7 = 2.0



Some Properties of Normal Distribution

Mean
Variance2
Standard deviation