Normal Distribution
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The normal distribution is
f(x) = (1⁄σ √2π) e-(x-µ) ²⁄2σ ²
| 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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|---|---|
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| CDF | 
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| Mean | µ |
| Median | µ |
| Mode | µ |
| Variance | σ² |
| Skewness | 0 |
| Kurtosis | 0 |
- 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.
