**In ****probability theory****, a normal (or Gaussian or Gauss or Laplace –Gauss) distribution is a type of ****continuous probability distribution**** for a real valued random variable.**

** {\displaystyle f(x)={\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x-\mu }{\sigma }}\right)^{2}}}**

**Normal distributions are important in ****statistics**** and are often used in the ****natural**** and ****social sciences**** to represent real-valued ****random variables**** whose distributions are not known. Their importance is partly due to the ****central limit theorem****. It states that, under some conditions, the average of many samples (observations) of a random variable with finite mean and variance is itself a random variable—whose distribution ****converges**** to a normal distribution as the number of samples increases. Therefore, physical quantities that are expected to be the sum of many independent processes, such as ****measurement errors****, often have distributions that are nearly normal.**

**Moreover, Gaussian distributions have some unique properties that are valuable in analytic studies. For instance, any linear combination of a fixed collection of normal deviates is a normal deviate. Many results and methods, such as ****propagation of uncertainty**** and ****least squares**** parameter fitting, can be derived analytically in explicit form when the relevant variables are normally distributed.**

**A normal distribution is sometimes informally called a bell curve. However, many other distributions are bell-shaped (such as the ****Cauchy****, ****Student’s t**

**, and**

**logistic**

**distributions).**

**The normal distribution is the most important probability distribution in ****statistics**** because it fits many natural phenomena. For example, heights, blood pressure, measurement error, and IQ scores follow the normal distribution. It is also known as the Gaussian distribution and the bell curve.**

**The normal distribution is a probability function that describes how the values of a variable are distributed. It is a symmetric distribution where most of the observations cluster around the central peak and the probabilities for values further away from the ****mean**** taper off equally in both directions. Extreme values in both tails of the distribution are similarly unlikely.**

## Parameters of the Normal Distribution

**As with any probability distribution, the parameters for the normal distribution define its shape and probabilities entirely. The normal distribution has two parameters, the mean and standard deviation. The normal distribution does not have just one form. Instead, the shape changes based on the ****parameter**** values, as shown in the graphs below.**

### Mean

**The mean is the central tendency of the distribution. It defines the location of the peak for normal distributions. Most values cluster around the mean. On a graph, changing the mean shifts the entire curve left or right on the X-axis.**

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