Normal Distribution

The normal distribution is

$f(x)={\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {(x-\mu )^{2}}{2\sigma ^{2}}}}.$

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.