Meaning of normal distribution
The normal distribution is also known as the Gaussian (chiefly in Germany) or the Laplace (chiefly in France). It has the unusual property of being completely specified by only two parameters, the mean and the standard deviation. It is conveniently closed to multiplication by a scalar, addition and addition of a scalar. It is somewhat unusual in that it has an identical mean, median and mode. Its most spectacular property is that (by the central limit theorem) it is the inevitable result of a sum of independent identically distributed random variables. It has a variant, the standardized normal, usually denoted z, which has a mean of zero and a standard deviation of one, and which is extensively tabulated.
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