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A probability distribution that describes the behavior of many natural and man- made phenomena. The normal distribution is particularly useful because it can be described with a relatively simple equation and analyzed to reveal detailed characteristics of segments of the distribution. For example, about 68 percent of total observations fall within 1 standard deviation on either side of the mean of a normal distribution. About 95 percent of observations fall within 2 standard deviations, and more than 99 percent fall within 3 standard deviations of the mean. If a population distribution is not normal, a sample standard deviation will not have these distribution characteristics which are often used to estimate the confidence an investigator can have that an observation falls inside or outside the population described by the distribution. Also called Gaussian Distribution. See also Lognormal Distribution (diagram), Confidence Intervals, Standard Deviation (SD), Sigma (s), Fat-Tailed Distribution.
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