The normal distribution with parameters m
and s , denoted as N(m,s2)
, 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.