However, it's easy to work out the latter by simply taking the square root of the variance. It may be the case that you know the variance but not the standard deviation of your distribution. The number of standard deviations from the mean is called the z-score. Generally, 68% of values should be within 1 standard deviation from the mean, 95% within 2 standard deviations, and 99.7% within 3 standard deviations. It describes how widespread the numbers are. As this distribution is symmetric about the center, 50% of values are lower than the mean, and 50% of values are higher than the mean.Īnother parameter characterizing the normal distribution is the standard deviation. In a normal distribution, the mean value is also the median (the 'middle' number of a sorted list of data) and the mode (the value with the highest frequency of occurrence). Many observations in nature, such as the height of people or blood pressure, follow this distribution. Most data is close to a central value, with no bias to left or right. The normal distribution (also known as the Gaussian) is a continuous probability distribution.
