In statistics, we use the normal distribution a lot. What is so great about it? In other words, what does it do for us? Tell me something that the normal distribution lets us, as statisticians, do that we cannot do without it.

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The Answer is We love the normal distribution because it allows us to determine the probabilities of events occurring by chance. If I know that a variable has a normal distribution (e.g., height, weight, scores on a test, number of shirts owned, etc.) I can figure out the probability of randomly selecting an individual who is a certain height, weight, with a certain score on a test, etc. This is very useful information.

In Statistics, We Use the Normal Distribution a Lot