normal distribution

If a random variable is normally distributed with mean and the standard deviation , we can express it as

Equations

The probability density function of normal distribution is

See unpack the normal distribution for an intuition of the above equation.

The CDF of the normal distribution does not have a closed-form analytical solution, so people often calculate it via either via numerical integration on the computer or using a lookup table for the standard normal distribution .

Subtopics

• 68-95-99.7 rule
• normal approximation
• central limit theorem

See Also

• Gaussian function