**
Normal
(
Gaussian
)
distribution
**

A
random
variable
*
X
*
has
**
normal
**

**, if its density distribution is defined by the dependence:**

*( Gaussian ) distribution*

If
*
m
*
= 0,
= 1,
the normal distribution is
called
**
standard
**
. A graph of the normal density
distribution is presented on
Fig.1.