Ordinary linear regression assumes that the response variable is normally distributed. Normal distribution, or Gaussian distribution, is a function that describes the probability that an observation will have a value between any two real numbers. Normally distributed data is symmetrical; half of the values are greater than the mean and half of the values are less than the mean. The mean, median, and mode of normally distributed data are also equal. Many natural phenomena are approximately normally distributed. For instance, the height of people is normally distributed: most people are of average height, a few are tall, and a few are short. In some problems the response variable is not normally distributed. For instance, a coin toss can result in two outcomes: heads or tails. Bernoulli distribution describes the probability distribution...
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