Normal distribution

Summary

The normal distribution with mean $\mu$ and variance $\sigma^2$ is the continuous distribution on $\mathbb{R}$ with the bell-shaped density $\frac{1}{\sqrt{2\pi\sigma^2}} e^{-(x-\mu)^2/(2\sigma^2)}$. By the central limit theorem, it is the approximate law of a sum of many small independent effects. The node normal distribution gives the precise definition.