Normal distribution

The normal distribution, also called Gaussian distribution, is an extremely important probability distribution in many fields.

Overview

The normal distribution is a convenient model of quantitative phenomena in the natural and behavioral sciences. A variety of psychological test scores and physical phenomena like photon counts have been found to approximately follow a normal distribution. While the underlying causes of these phenomena are often unknown, the use of the normal distribution can be theoretically justified in situations where many small effects are added together into a score or variable that can be observed. The normal distribution also arises in many areas of statistics: for example, the sampling distribution of the mean is approximately normal, even if the distribution of the population the sample is taken from is not normal. In addition, the normal distribution maximizes information entropy among all distributions with known mean and variance, which makes it the natural choice of underlying distribution for data summarized in terms of sample mean and variance. The normal distribution is the most widely used family of distributions in statistics and many statistical tests are based on the assumption of normality. In probability theory, normal distributions arise as the limiting distributions of several continuous and discrete families of distributions.

Related Topics:
Natural - Behavioral sciences - Psychologi - Physi - Photon - Statistics - Sampling distribution - Mean - Information entropy - Probability theory - Limiting distributions - Discrete

~ ~ ~ ~ ~ ~ ~ ~ ~ ~