What is it
The normal distribution is a continuous, symmetric, bell-shaped probability distribution used to model naturally occurring data like heights or measurement errors, defined by its mean and standard deviation.
Why it matters
The normal distribution appears throughout statistics, science, and social science because so many natural and measured quantities cluster around an average in this specific, predictable pattern — it's arguably the single most important distribution in all of statistics.
Exam tip
Always sketch the normal curve and shade the region you need before calculating a probability — a quick sketch prevents the common error of finding the wrong side or wrong region of the distribution.
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