Normal distribution

A normal distribution is a continuous model written $N(\mu, \sigma)$: a density curve, symmetric about its mean $\mu$ (mu), single-peaked, and spread out by its standard deviation $\sigma$ (sigma). Two numbers fix the whole curve. Probability is area underneath it, the total area is exactly 1, and half of that area sits on each side of $\mu$. Because the area over a single point is zero, every normal question is really a question about an interval.

Suppose adult male heights are approximately $N(69, 2.8)$ in inches. To find the share above 72 inches, standardize: $z = \frac{72 - 69}{2.8} \approx 1.07$. The area to the left of $z = 1.07$ is 0.8577, so about 0.142, roughly 14 percent, are taller than 72 inches. The same curve puts about 71.6 percent of men between 66 and 72 inches.

The claim that ruins the most work is "the sample is large, so the data are normal." Sample size does not change the shape of the variable being measured. A right-skewed variable such as household income stays right-skewed however many households you collect. What a large sample buys is that the sampling distribution of $\bar{x}$ (x-bar, the sample mean) is close to normal, and that is a statement about the average of a sample, not about the individual values inside it.

A normal curve also runs on forever in both directions, so a normal model always assigns some probability to values the real variable cannot reach, negative heights included. For heights that leftover is far too small to matter. Where the model genuinely fails is shape: strongly skewed, hard-bounded, or clearly bimodal data should not be pushed through a normal calculation, and no amount of extra data repairs that.

The normal distribution is topic 2.11 in Unit 2, Probability, Random Variables, and Probability Distributions. The empirical rule gives the quick version of its areas and the z-table gives the exact ones.

There is a calculus reason the areas have to come from a table or a calculator rather than from an antiderivative. The bell-shaped function $e^{-x^{2}}$ has no elementary antiderivative at all, so no amount of algebra produces a formula for the area under it between two bounds. CalcLearn works through that function's behaviour in the limit of e to the minus x squared.