The Normal Distribution


The normal distribution is a continuous probability distribution with the
following characteristics:

1. It is symmetric about the mean
2. The curve extends from minus to plus infinity
3. The limit of the total area under the curve is 1
4. The curve is always above the x-axis, that is f(x) is always positive
   (where x is a random variable and f(x) represents the density function)
5. The mean=mode=median

A random variable that follows a normal distribution is called a normal random
variable.



Standard normal distribution

This is a typical normal distribution where the mean=0 and the variance=1.