Question

Why is the normal model called "normal". The authors give one explanation, but I don't agree with it. Before you post your response do a little research on the web and see if you can find some information regarding who and when the term "normal" started showing up in statistics/mathematics. Please don't just give me characteristics of a normal model.

Answer 1

Initially the normal distribution was named Gaussian distribution. The distribution has never been called after Abraham De Moivre, who worked on it in 1733, we may conclude that he was its originator. According to Kruskal & Stigler, the term normal was used, apparently independently, by Charles S. Peirce (1873) in an appendix. and Francis Galton(1877). Galtonhad most influence on the development of Statistics in Britain and, through his ‘descendants’ Karl Pearson and R. A. Fisher, on Statistics worldwide. Galton does not explain why he uses the term "normal" but the sense of conforming to a norm seems implied.

Karl Pearson wrote, "A frequency-curve, which for practical purposes, can be represented by the error curve, will for the remainder of this paper be termed a normal curve." Later Pearson seemed to imply that he had introduced the term. The importance of the normal curve stems primarily from the fact that the distributions of many natural phenomena are at least approximately normally distributed.

The popularity of the curve was driven further by the advent of central limit theorem and its applications.