Mastering pandas - Second Edition

The normal distribution

The most important distribution in statistics is arguably the normal/Gaussian distribution. It models the probability distribution around a central value with no left or right bias. There are many examples of phenomena that follow the normal distribution, such as the following:

• The birth weights of babies
• Measurement errors
• Blood pressure
• Test scores

The normal distribution's importance is underlined by the central limit theorem, which states that the mean of many random variables drawn independently from the same distribution is approximately normal, regardless of the form of the original distribution. Its expected value and variance are given as follows:

E(X) = μ

Var(X) = σ²

The PDF of the normal distribution is ...