Many commonĪttributes such as test scores, height, etc., follow roughly normal distributions, Variance tends to the normal distribution. Of variates with any distribution having a finite mean and This theorem states that the mean of any set To a surprising result known as the central limit Normal distributions have many convenient properties, so random variates with unknown distributions are often assumed to be normal, especially in physics and astronomy.Īlthough this can be a dangerous assumption, it is often a good approximation due Where erf is the so-called error function.