A normal distribution is the most common continuous statistical distribution. It is a probability function that describes how a set of values get distributed or spread out. This bell-shaped curve represents the probabilities for a distribution with a mean of zero and a standard deviation of one. Most of the observations get gathered around this center, while other values will spread out equally. More likely, events will fall closer to the middle, while less likely occurrences will lie toward the tails of this distribution. The relevance of the normal distribution in statistics frequently occurs in daily life, and many natural phenomena fit this distribution. Parameters like height and weight follow this distribution. Knowing the characteristics of the normal distribution allows for making inferences about the population in question and predicting where a member of a sample will fall along this curve.