normal distribution

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normal distribution (Gaussian distribution) An important probability distribution for data in the form of continuous measurements. The frequency function is given by (2πσ2)–½ exp[–½(x – μ)2/σ2]

The distribution is symmetric about the mean, μ, and its variance is σ2. The range of x is infinite (–∞, ∞). Many sampling distributions tend to the normal form as the sample size tends to infinity.

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