History of Normal Distribution

The origin of normal distribution can be traced to a French

mathematician Abraham de Moivre. He had scientific interest in
gambling and often acted as a consultant to gamblers to determine
probabilities. De Moivre allegedly was studying the probability
distribution of coin flips. He was trying to come up with a
mathematical expression such as finding a probability of 60 or more
tails out of one hundred coin flips. As an answer to this question he derived a bell shaped distribution
which is commonly referred as the normal curve.

This was a crucial observation as a large number of phenomena follow approximately normal
distribution. For example, such variables (phenomena) as height, weight and strength are characterized
with normal distribution. That’s why it is possible to determine one’s weight or height standing
compared to others using z score tables. A Belgian astronomer - Lambert Quetelet, was the first one
who noticed the link between weight and height distribution and the normal curve.

Initially the normal curve was used to analyze the errors of measurement in astronomical observations.
These errors happened due to instrument imprecision and observers’ built-in bias.

It was Galileo who saw that errors were symmetric. He also observed that
smaller errors were characterized by higher frequency. This gave an impetus
to a chain of hypotheses about error distribution. However, it was only in
nineteenth century that it was noted that these errors were normally
distributed. Two mathematicians Adrian and Gauss developed formula for
normal distribution independent of each other. Formula demonstrated that
errors were well approximated by the normal curve.

It is worth noting that the same distribution was discovered by Laplace in late
18th century, when he developed very influential central limit theorem. According to this theorem, a
distribution of sample means (even if drawn from a non-normal distribution) follows the normal
distribution. The larger the sample, the more the distribution approximates normal.

Normal distribution and related z score calculation have a wide

application in a large number of fields ranging from social sciences
to medicine. Z score is a useful standardized value which allows
comparison among groups of people based on weight, height, test
results, income and many other variables. If you need to find a z
score use a z table here.
 Z Table

A standard normal table, also called the unit normal table or Z table, is a mathematical table for
the values of Φ, which are the values of the cumulative distribution function of the normal
distribution. It is used to find the probability that a statistic is observed below, above, or
between values on the standard normal distribution, and by extension, any normal distribution.
Since probability tables cannot be printed for every normal distribution, as there are an infinite
variety of normal distributions, it is common practice to convert a normal to a standard normal
and then use the standard normal table to find probabilities.
 Application of Normal Distribution
In probability theory, the normal (or Gaussian or Gauss or Laplace-Gauss)
distribution is a very common continuous probability distribution. Normal
distributions are important in statistics and are often used in the natural and
social sciences to represent real-valued random variables whose distributions are
not known.
There are a number of applications of normal curve in the field of measurement
and evaluation in psychology and education.

These are:
(i) To determine the percentage of cases (in a normal distribution) within given
limits or scores.
(ii) To determine the percentage of cases that are above or below a given score or
reference point.
(iii) To determine the limits of scores which include a given percentage of cases.
(iv) To determine the percentile rank of a student in his group.
(v) To find out the percentile value of a student’s percentile rank.
(vi) To compare the two distributions in terms of overlapping.
(vii) To determine the relative difficulty of test items, and
(viii) Dividing a group into sub-groups according to certain ability and assigning
the grades