Abstract:
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Normal distributions, arguably the most pervasive constructs in statistics, provide us with very important data distribution patterns. As such, they are among the most fundamental concepts introduced in a basic statistics course. Not only are they immensely useful thanks to the Central Limit Theorem derived by Laplace in 1778, but they also afford a very convenient way of establishing the idea of continuous distributions (i.e., a means of computing the probability of an observation x being in an interval (a,b) where a and b are real numbers) without using calculus.
The normal distributions are, of course, widely applicable and numerous examples are given in introductory texts related to such wide-ranging topics from anatomy to finance. One very important application, however, usually goes unmentioned: physical quantities that are expected to be sum of several independent processes (such as measurement errors) often have a distribution that is approximately normal.
Ironically, the development of the normal distributions can, in fact, be traced back to the formal study of errors, starting with Roger Cotes' (1682 - 1716), and continuing on with many distinguished scholars su
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