Normal distribution

Normal distribution [ˈnɔrməl ˌdɪstrəˈbjuːʃən]: The normal distribution is a very common statistical distribution. It’s shape is the typical “bell curve” and it is defined by its mean and variance.

The normal distribution is widely used in social and natural sciences. Its importance derives from the fact that, in most cases, when many independent random variables contribute to an outcome, that outcome tends to be normally distributed. You can even formally prove this: it’s called the central limit theorem.

An example of a normally distributed attribute is height in the general public. Many factors like genes, nutrition and other independent variables influence someone’s height, yet, if you plot a histogram over the entire population, you would find a nice bell curve.

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