Normal distribution

Probability density function for the normal distribution (Image Source : Wikipedia)

The normal distribution appears to be a reasonable model of the behavior of certain random phenomena. It is a continuous bell-shape, systematic distribution. The most important distribution in statistics is called normal (Gaussian) distribution.

Definition:

A random variable X is defined to be normally distributed if its density is given by 

Where new satisfies -infinity<x<+infinity and sigma>0 is called a normal distribution.

            The symbols used new and sigma square to represents the parameters. Where new is mean of the distribution and sigma square is the variance of the distribution.