Question

Why is the normal distribution so important? What's the big deal behind it, and why do statisticians care so much? Are real-world data really normally distributed?

Answer 1

Normal Distribution is also know as Gaussian Distribution. Normal distribution is simple and hence its simplicity makes it extremely popular. The normal distribution is easy to understand and can be explained to others too very easily because of its simple nature.

Not only that, the normal distribution is the most important probability distribution in statistics because it fits many natural phenomena.

Real world examples of normally distributed variables:

1. Height

Most of the people in a specific population are of average height. The number of people taller and shorter than the average height people is almost equal, and a very small number of people are either extremely tall or extremely short. Hence, height follows normal distribution.

2. IQ

The IQ of a particular population is a normal distribution curve; where IQ of a majority of the people in the population lies in the normal range whereas the IQ of the rest of the population lies in the deviated range.

We can say that not all data in the real world are normally distributed, but there are other variables such as shoe size, birth weight, blood pressure, etc. are normally distributed.

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