normal distribution

noun

normal distribution

noun

US /ˌnɔɹməl ˌdɪstɹəˈbjuʃən/

1

Mathematics, Sciences, Statistics Any of a family of continuous probability distributions such that the probability density function is the Gaussian function

  • φ_(μ,σ²)(x)=1/(σ√),e²)/(2σ²))=1/σφ((x-μ)/σ), x∈ℝ.
  • It begins with the normal distribution, which is the limiting form of the sample sum over an arbitrary population.2008, James L. Johnson, Probability and Statistics for Computer Science, Wiley, page 437:
2 more examples
  • The normal distribution is the backbone of traditional statistics. We learn very early in our statistics training that the distribution of sample means, regardless of the shape of the parent distribution, approaches a normal distribution as the sample size increases.2012, Larry Pace, Beginning R: An Introduction to Statistical Programming, Apress, page 103:
  • The development of the general theories of the normal distributions began with the work of de Moivre (1733, 1738) in his studies of approximations to certain binomial distributions for large positive integer n > 0.2014, Mohammad Ahsanullah, B.M. Golam Kibria, Mohammad Shakil, Normal and Student's t Distributions and Their Applications, Springer (Atlantis Press), page 7:
Derived terms
bivariate normal distribution, log-normal distribution, skew normal distribution, standard normal distribution
Related terms
central limit theorem, Gaussian function, standard normal deviate

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