This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution.
Gaussian) distribution is a very common continuous probability distribution. Normal distributions are important instatistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known.[1][2]
The normal distribution is remarkably useful because of the central limit theorem. In its most general form, under mild conditions, it states that averages ofrandom variables independently drawn from independent distributions are normally distributed. Physical quantities that are expected to be the sum of many independent processes (such as measurement errors) often have distributions that are nearly normal.[3] Moreover, many results and methods (such aspropagation of uncertainty and least squares parameter fitting) can be derived analytically in explicit form when the relevant variables are normally distributed.