Normal distribution probability density function

Gives the probability density of a normally distributed continuous random variable at a value x, producing the symmetric bell-shaped curve. It is used throughout statistics to model measurement errors, natural variation and as an approximation for many sums of random quantities.

f(x) = \frac{1}{\sigma \sqrt{2 \pi}} e^{-\frac{(x - \mu)^2}{2 \sigma^2}}

What the symbols mean

probability density at x
value of the random variable
mean of the distribution
standard deviation (positive)

About this formula

  • FieldStatistics
  • TopicProbability distributions
  • LevelUniversity
  • Also calledGaussian distribution, bell curve formula, normal density function, Gaussian density, normal distribution pdf, bell curve equation
  • SourceWikidata Q133871

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