Here, x is a normal random variable, µ is the mean and σ is the standard deviation of the distribution. The mathematical equation of a normal distribution, also called its probability density function (pdf) is given by The area under the normal distribution curve represents probability and is equal to one. The mean determines the location of the center of the graph, and standard deviation determines the height and width of the graph. The shape of the normal distribution curve is determined by two parameters: the mean ( µ) and the standard deviation ( σ), and it is abbreviated as N( µ, σ). The graph of a normal distribution takes the shape of a bell, hence it is also known as bell curve. Normal distribution, also known as the Gaussian distribution, is a continuous probability distribution that is symmetric about its mean.
