What Is a Normal Distribution?
A normal distribution is a symmetric, bell-shaped probability distribution in which values cluster around the mean and become less common further away. It is fully described by its mean and standard deviation. Many natural measurements, such as heights, approximately follow it.
The 68-95-99.7 Rule
About 68% of values fall within one standard deviation of the mean, 95% within two, and 99.7% within three.
Properties
In a normal distribution, the mean, median, and mode are equal.
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Last updated: September 27, 2026. This definition is for general educational purposes only. It is not financial, investment, tax, legal, or medical advice, and it does not recommend any product or course of action. For decisions about your own situation, consult a qualified professional.