The normal distribution with parameters m

and s , denoted as N(m,s_{2})

, is the continuous probability distribution with the following

probability density function:

where p = 3.14159..... and *e*

= 2.71828..... .

A random variable that has a normal distribution is called a **normal
random variable **and is said to be normally distributed.

Also known as the Gaussian distribution, the normal distribution

is the cornerstone of the field of statistical inference, and

definitely the most important continuous probability distribution

in the study of statistics.