statistics

# The normal distribution

Ph.D. Topics : Statistics

The normal distribution, or bell curve, is probably the most important probability distribution in statistics. Many quantities we observe are roughly normally distributed; the central limit theorem provides a mathematical explanation for this.

The probability density function is given by:

$f(x)=\frac{1}{\sqrt{2\pi\sigma^2}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}$