The normal distribution is
f(x) = (1⁄σ √) e-(x-µ) ²⁄2σ ²
| Probability density function|
The red curve is the standard normal distribution
| Cumulative distribution function|
- The parameter μ in this formula is the mean or expectation of the distribution (and also its median and mode).
- The parameter σ is its standard deviation; its variance is therefore σ' 2. A random variable with a Gaussian distribution is said to be normally distributed and is called a normal deviate.