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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.