normal distribution

noun
Updated on: 18 Apr 2018

Definition of normal distribution

: a probability density function that approximates the distribution of many random variables (such as the proportion of outcomes of a particular kind in a large number of independent repetitions of an experiment in which the probabilities remain constant from trial to trial) and that has the form {latex}f(x) = \frac{1}{\sqrt{2\pi\sigma^{2}}}e^{-\frac{(x - \mu)^{2}}{2\sigma^{2}}}{/latex} where μ is the mean and σ is the standard deviation — compare normal curve

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First Known Use of normal distribution

1897


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