By Saul McLeod, published 2019

The normal distribution is a continuous probability distribution that is symmetrical on both sides of the mean, so the right side of the center is a mirror image of the left side.

The area under the normal distribution curve represents probability and the total area under the curve sums to one.

Most of the continuous data values in a normal distribution tend to cluster around the mean, and the further a value is from the mean, the less likely it is to occur. The tails are asymptotic, which means that they approach but never quite meet the horizon (i.e. x-axis).

For a perfectly normal distribution the mean, median and mode will be the same value, visually represented by the peak of the curve.

The normal distribution is often called the bell curve because the graph of its probability density looks like a bell. It is also known as called Gaussian distribution, after the German mathematician Carl Gauss who first described it.

The normal distribution is the most important probability distribution in statistics because many continuous data in nature and psychology displays this bell-shaped curve when compiled and graphed.

For example, if we randomly sampled 100 individuals we would expect to see a normal distribution frequency curve for many continuous variables, such as IQ, height, weight and blood pressure.

The most powerful (parametric) statistical tests used by psychologists require data to be normally distributed. If the data does not resemble a bell curve researchers may have to use a less powerful type of statistical test, called non-parametric statistics.

We can standardized the values (raw scores) of a normal distribution by converting them into z-scores.

This procedure allows researchers to determine the proportion of the values that fall within a specified number of standard deviations from the mean (i.e. calculate the empirical rule).

The empirical rule in statistics allows researchers to determine the proportion of values that fall within certain distances from the mean. The empirical rule is often referred to as the three-sigma rule or the 68-95-99.7 rule.

If the data values in a normal distribution are converted to z-scores in a standard normal distribution the empirical rule describes the percentage of the data that fall within specific numbers of standard deviations (σ) from the mean (μ) for bell-shaped curves.

For example, in a normal distribution, 68% of the observations fall within +/- 1 standard deviation from the mean.

About 95% of the values fall within two standard deviations from the mean.

Almost all of the values — about 99.7% — fall within three standard deviations from the mean.

Statistical software (such as SPSS) can be used to check if your dataset is normally distributed by calculating the three measures of central tendency. If the mean, median and mode are very similar values there is a good chance that the data follows a bell-shaped distribution (SPSS command here).

It is also advisable to a frequency graph too, so you can check the visual shape of your data (If your chart is a histogram, you can add a distribution curve using SPSS: From the menus choose: Elements > Show Distribution Curve).

Normal distributions become more apparent (i.e. perfect) the finer the level of measurement and the larger the sample from a population.

You can also calculate coefficients which tell us about the size of the distribution tails in relation to the bump in the middle of the bell curve. For example, Kolmogorov Smirnov and Shapiro-Wilk tests can be calculated using SPSS.

These tests compare your data to a normal distribution and provide a p-value, which if significant (p < .05) indicates your data is different to a normal distribution (thus, on this occasion we do not want a significant result and need a *p*-value higher than 0.05).

Further Information

Deep Definition of the Normal Distribution (Kahn Academy)
Standard Normal Distribution and the Empirical Rule (Kahn Academy)
What Is the Central Limit Theorem?
Sampling Distribution
Z-Score: Definition, Calculation and Interpretation
Kurtosis
What a *p*-value Tells You About Statistical Significance
Statistics for Psychology
Statistics for Psychology Book Download

McLeod, S. A. (2019, May 28). What is a normal distribution in statistics? Simply psychology: https://www.simplypsychology.org/normal-distribution.html

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