The normal distribution is the most common statistical distribution because approximate normality occurs naturally in many physical, biological, and social measurement situations. Many statistical analyses require that the data come from normally distributed populations.

The normal distribution is a continuous distribution that is defined by the mean (μ) and the standard deviation (σ). The mean is the peak or center of the bell-shaped curve. The standard deviation determines the spread in the data. Approximately, 68% of observations are within +/- 1 standard deviation of the mean; 95% are within +/- 2 standards deviations of the mean; and 99% are within +/- 3 standard deviations of the mean.
Normal distribution

This curve represents the standard normal distribution, which is defined by a normal distribution that has mean = 0 and standard deviation = 1.

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