Normal distribution
![](/Images/godic/202501/14/Normal_Distribution_PDF.svg2922.png")
![](/Images/godic/202501/14/Normal_Distribution_CDF.svg2922.png")
![For the normal distribution, the values less than one standard deviation away from the mean account for 68.27% of the set; while two standard deviations from the mean account for 95.45%; and three standard deviations account for 99.73%.](/Images/godic/202501/14/Empirical_Rule2922.PNG")
![As the number of discrete events increases, the function begins to resemble a normal distribution](/Images/godic/202501/14/De_moivre-laplace2922.gif")
In probability theory, the normal (or Gaussian) distribution is a very common continuous probability distribution. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known.