Normal

Typically used for measuraments clustered symmetrically around a mean.

Notation
$$N(\mu, \sigma^2)$$
Range
$$-\infty < x < \infty$$
Probability mass function p(x)
$$ \frac{1}{\sigma \sqrt{2 \pi}} exp\left(-\frac{1}{2}\left(\frac{x - \mu}{\sigma}\right)^2\right) $$
Mean
$$\mu$$
Median
$$\mu$$
Mode
$$\mu$$
Variance
$$\sigma^2$$

Code examples

Plot normal distribution in R

png(filename="normal-distribution.png") # Opens file

curve(dnorm, -3.5, 3.5, lwd = 1, axes = TRUE, xlab = "x", ylab = "y")

dev.off() # Closes png file