One of the most important continuous distributions is the Normal Distribution. A continuous random variable X is said to be normally distributed if it has a probability density function

where a and b are real numbers and b > 0. This is denoted by X ~ N(a, b²). The Normal distribution plays a very important role in Statistical Inference and it is often found to be a good model for random variables such as

• scores in an aptitude test.

• yearly rainfall.

• the weights of children.