Gaussians, Gaussians, Gaussians everywhere

We introduce the Bayesian ideas using the beta-binomial model mainly because of its simplicity. Another very simple model is the Gaussian or normal model. Gaussians are very appealing from a mathematical point of view because working with them is easy; for example, we know that the conjugate prior of the Gaussian mean is the Gaussian itself. Besides, there are many phenomena that can be nicely approximated using Gaussians; essentially, almost every time that we measure the average of something, using a big enough sample size, that average will be distributed as a Gaussian. The details of when this is true, when this is not true, and when this is more or less true are elaborated in the central limit theorem (CLT); you may want to stop reading now and search about this really central statistical concept (very bad pun intended). Well, we were saying that many phenomena are indeed averages. Just to follow a cliché, the height (and almost any...