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The Normal (or Gaussian) distribution is a symmetrical probability function whose shape is determined by two values: the mean and variance (or standard deviation).

According to the law of large numbers, if you take repeated independent samples from any distribution, the means of those samples are distributed approximately normally. The greater the size of each sample, or the greater the number of samples, the more closely the results will match the normal distribution. This characteristic makes the Normal distribution central to statistical theory.

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Q: What is the characteristic of a normal distribution?
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