Normal Distribution

Rongwei (Rochelle) Fu

The normal distribution, also known as Gaussian distribution or ‘bell-shaped’ distribution, is the most widely used distribution in statistical work for both theoretical and practical reasons. It was first introduced by French mathematician Abraham de Moivre in an article in 1734. The name Gaussian distribution refers to the German mathematician and scientist Carl Friedrich Gauss, who rigorously applied the distribution to real-life data. This distribution was used in the analysis of errors of experiments during the early 19th century. The normal distribution is the cornerstone of most statistical estimation and hypothesis testing procedures, and statistical methods used in epidemiology are no exception. Many important random variables in epidemiology and health sciences, such as distribution of birthweights, blood pressure, or cholesterol levels in the general population, tend to approximately follow a normal distribution. Moreover, the central limit theorem provides a theoretical basis for its wide applicability. Many random variables do not ...

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