Web Reference: In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. Dec 27, 2025 · Normal distribution is a continuous probability distribution that is symmetric about the mean, depicting that data near the mean are more frequent in occurrence than data far from the mean. The normal distribution is extremely important because: 1. many real-world phenomena involve random quantities that are approximately normal (e.g., errors in scientific measurement); 2. it plays a crucial role in the Central Limit Theorem, one of the fundamental results in statistics; 3. its great analytical tractability make it very popular in sta...
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