The normal (or Gaussian) distribution

I think statistics is very important for a lot of things, and now each time more because we have more and more data. It is necessary to understand it. By this, today’s post is about normal distribution. It is very useful.

In probability theory, the normal (or Gaussian) distribution is a very commonly occurring continuous probability distribution—a function that tells the probability that an observation in some context will fall between any two real numbers. For example, the distribution of grades on a test administered to many people is normally distributed. Normal distributions are extremely important instatistics and are often used in the natural and social sciences for real-valued random variables whose distributions are not known.

The normal distribution is immensely useful because of the central limit theorem, which states that, under mild conditions, the mean of many random variables independently drawn from the same distribution is distributed approximately normally, irrespective of the form of the original distribution: physical quantities that are expected to be the sum of many independent processes (such asmeasurement errors) often have a distribution very close to the normal. Moreover, many results and methods (such as propagation of uncertainty and least squares parameter fitting) can be derived analytically in explicit form when the relevant variables are normally distributed.

The Gaussian distribution is sometimes informally called the bell curve.

Advertisements
This entry was posted in Statistics and tagged , , . Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s