What is the Normal Distribution?
Normal Distribution: A continuous probability distribution characterised by its symmetric, bell-shaped curve, fully described by two parameters: the mean (μ) and the standard deviation (σ). Also called the Gaussian distribution.
The normal distribution is one of the most important distributions in statistics. It arises naturally whenever a large number of independent random factors combine , for example, the heights of people in a population, IQ scores, or measurement errors in experiments. The notation used is:
where is the mean and is the variance (so is the standard deviation).
Think of the normal distribution like a perfectly balanced seesaw. The mean sits right in the middle, and the data spreads out equally on both sides. The further you move from the centre, the fewer data points you find , just like how most people's heights cluster around average, with very few extremely tall or extremely short individuals.