# Normal Distribution

(Redirected from Standard Normal)

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The normal distribution is

f(*x*) = (^{1}⁄_{σ √2π}) *e*^{-(x-µ) ²⁄2σ ²}

- 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**.