Normal distribution

The normal distribution is a bell-shaped curve centered at its mean $\mu$ (mu) and spread out by its standard deviation $\sigma$ (sigma). Many natural measurements, such as heights or measurement errors, are approximately normal. For example, adult heights cluster near an average, with fewer people far above or below it. The empirical rule says about 68, 95, and 99.7 percent of the data fall within 1, 2, and 3 standard deviations of the mean.