Glossary · Statistics

What is Normal distribution?

Also known as: Gaussian distribution, bell curve

The probability distribution most widely used in statistics for continuous quantities. Its graph is a symmetrical bell shape around the mean: most values are close to the mean, and they become fewer the further they are from it. It is fully defined by two parameters: the mean (centre) and the standard deviation (width). In a normal distribution about 68% of values lie within one standard deviation of the mean, 95% within two and 99.7% within three standard deviations. Quality control, sample surveys and the calculation of confidence intervals rely on this distribution.

Source: Britannica: Normal distribution

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