Normal Distribution

The normal distribution is

f(x) = (¹⁄_{σ √2π}) e^{-(x-µ) ²⁄_2σ ²}

Normal distribution

Probability density function Error creating thumbnail: File missing The red curve is the standard normal distribution
Cumulative distribution function Error creating thumbnail: File missing
Notation
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CDF
Mean	µ
Median	µ
Mode	µ
Variance	σ²
Skewness	0
Kurtosis	0

Curve Equation

CDF

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Half Normal Distribution Equations

• 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.