The normal distribution is a bell-shaped distribution where successive standard deviations from the mean establish benchmarks for estimating the percentage of data observations. These benchmarks are the basis behind many hypothesis tests such as Z- and t-tests.
Example of a normal distribution
The heights of all adult males residing in the state of Pennsylvania are approximately normally distributed. Therefore, the heights of most men will be close to the mean height of 69 inches. A similar number of men will be slightly taller and slightly shorter than 69 inches. Only a few will be much taller or much shorter. The standard deviation is 2.5 inches.