Normal Distribution

The normal distribution is

f(x) = (¹⁄_{σ √2π} ) e^{-((x-µ)2 ⁄ _2σ2)}

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.