Four characterizations of the normal distribution — The Endeavour

johndcook.com/blog/2008/03/13/four-characterizations-of-the-normal-distribution/ view page cached page
The normal distribution pops up everywhere in statistics. Contrary to popular belief, the name does not come from “normal” as in “conventional.” Instead the term comes from a detail in a proof by Gauss discussed below where he showed that two things were perpendicular in a sense.


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