The Normal Distribution
The normal distribution in one dimension is described by the probability distribution $$ f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}} $$ where \(\mu\) is the mean and \(\sigma\) is the standard deviation. While the mean is easily understood, the standard deviation measures how spread out the distribution is.