Gaussian probability
explain
The normal or Gaussian probability density function is
Here is the mean of the distribution and the standard deviation.
The standard normal distribution is
which has a mean of 0 and standard deviation 1.
The area under the normal probability curve is 1.
The normal distribution is by far the most important probability distribution. One of the main reasons for that is the Central Limit Theorem (CLT). The CLT states that if you add a large number of random variables, the distribution of the sum will be approximately normal under certain conditions.
Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known.
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