Normal Distribution

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.