Normal Distribution

What is Normal Distribution?

Normal Distribution is a continuous probability distribution that is symmetric around its mean, meaning that data near the mean are more frequent in occurrence than data far from the mean. It is also known as the Gaussian distribution or bell curve due to its characteristic bell shape.

In a normal distribution:

• About 68% of the data falls within one standard deviation of the mean.
• About 95% of the data falls within two standard deviations of the mean.
• About 99.7% of the data falls within three standard deviations of the mean.

The normal distribution is widely used in statistics for making inferences about populations based on sample data, particularly because of the central limit theorem, which states that the distribution of the sample mean approximates a normal distribution as the sample size grows.