The probability distribution is a function from a set of possible outcomes (for example, heads and tails) to a set of probabilities of those outcomes (that is, 50% for both heads and tails).
Distributions
Normal distribution
Random variables of many natural phenomena are modeled by a normal distribution. A normal distribution has the following probability density:
Here, μ is the mean of the distribution and  is the variation of the distribution. A normal distribution graph has the shape of a bell curve; for example, refer to the following graph of a normal distribution with a mean of 10 and a standard deviation of 2:
Normal distribution with a mean of 10 and a standard deviation of 2
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