The Normal (or Gaussian) Distribution and Other Continuous Distributions

Abstract

Now we will introduce continuous distributions. By far, the most important of these is the normal or gaussian distribution which appears almost everywhere in probability theory, partially because of the central limit theorem which will be discussed in Chapter 10. In addition, we will introduce a few other distributions of considerable use. The chi-square distribution, in particular, as we will see later, plays a central role when we consider the statistical problem of estimating parameters from data.