𝒩

Normal Distribution

f(x) = (1/σ√2π) e^(-(x-μ)²/2σ²)

The Normal distribution, also known as the Gaussian distribution, is the most important probability distribution in statistics. It describes how data naturally clusters around a central mean value, forming the iconic "bell curve" shape. The distribution is fully characterized by its mean (μ) and standard deviation (σ).

Common Applications

Human heights & weights Measurement errors IQ scores Financial returns
Simulation Results Samples: 0
Show theoretical PDF
Sample Mean
Sample Std Dev
Skewness
Kurtosis