Normal distribution

Math

Definition

A symmetric, bell-shaped probability distribution where data clusters around the mean. About 68% of data falls within 1 standard deviation of the mean, 95% within 2, and 99.7% within 3.

Examples

  • Heights of adult males in a population
  • Scores on a standardized test like the SAT
  • Measurement errors in scientific experiments
Key Fact

68-95-99.7 rule (Empirical Rule): 68% within ±1σ, 95% within ±2σ, 99.7% within ±3σ

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