Glossary Math & Statistics

Normal distribution

The normal distribution is the symmetric bell-shaped curve that describes many natural measurements, defined by its mean and standard deviation.

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In more detail

About 68.27%, 95.45% and 99.73% of values fall within 1, 2 and 3 standard deviations of the mean. Averages of many independent values tend towards a normal shape, whatever the original distribution.

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See also

  • Glossary z-score
    A z-score says how many standard deviations a value lies above or below the mean: `z = (x − mean) / SD`.
  • Glossary Standard deviation
    Standard deviation measures how far values typically stray from their mean; it is the square root of the variance.
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