What is the Normal Distribution?
Normal Distribution: A continuous probability distribution characterised by its symmetric, bell-shaped curve, fully described by two parameters: its mean (μ) and standard deviation (σ). Also known as the Gaussian distribution.
The normal distribution is one of the most important probability distributions in mathematics and statistics. It arises naturally when a random process with a finite mean and variance is repeated a very large number of times , which is why it appears so frequently in the real world.
You will often hear it called the "bell curve" because of its distinctive shape: high in the middle and tapering symmetrically on both sides.
Imagine dropping thousands of balls through a pegboard (a Galton board). Each ball bounces randomly left or right at each peg. The final distribution of balls at the bottom forms a bell shape , this is the normal distribution emerging naturally from random processes.