The normal distribution, also called the Gaussian distribution or, informally, as a "bell curve," is a probability distribution that plays a very significant role in the field of statistics. It is used frequently used in the social sciences and the natural sciences.
- The central limit theorem states that the mean of a large number of random variables from the same distribution is distributed approximately normally, regardless of the distribution of the random variable. To take a simple example, if you were to flip a coin a large number of times, the total number of heads would be distributed normally.
- The normal distribution can be applied to describe many phenomena in the natural and human worlds; for example, height and IQ in humans are distributed normally.
- The normal distribution is used to describe the distribution of observational errors (this was its original use).