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Normal Distribution

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The Concise Encyclopedia of Statistics

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Random variable X is distributed according to a normal distribution if it has a density function of the form:

$$ \begin{aligned} f\left(x\right) &= \frac{1}{\sigma \sqrt{2\pi}} \exp\left(\frac{-\left(x - \mu\right)^2}{2\sigma^2}\right)\:,\\ &(\sigma > 0)\:. \end{aligned} $$
figure 1_285

Normal distribution, \( { \mu=0 } \), \( { \sigma=1 } \)

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(2008). Normal Distribution. In: The Concise Encyclopedia of Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-32833-1_285

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