Normal Distribution

The normal distribution is the famous symmetric bell curve, where values cluster around the mean and become rarer the farther out you go. It is fully described by just two numbers: its mean (the center) and its standard deviation (the spread).

It is everywhere in statistics partly because of the central limit theorem, which makes averages of many things tend toward normal even when the things themselves are not. A handy rule of thumb is the 68–95–99.7 rule: about 68% of values fall within one standard deviation of the mean, 95% within two, and 99.7% within three.