Among all the distributions we see in practice, one is overwhelmingly the most common. The symmetric, unimodal, bell curve is ubiquitous throughout statistics. Indeed it is so common, that people often know it as the normal curve or normal distribution,1919It is also introduced as the Gaussian distribution after Frederic Gauss, the first person to formalize its mathematical expression. shown in Figure LABEL:simpleNormal. Variables such as examination scores and heights of UK adult males closely follow the normal distribution.
Normal distribution facts
Many variables are nearly normal, but none are exactly normal. Thus the normal distribution, while
not perfect for any single problem, is very useful for a variety of problems. We will use it in data
exploration and to solve important problems in statistics.