What is the significance of a Gaussian or normal distribution?

  • It describes the spread of evenly distributed data
  • It is the distribution that maximizes entropy
  • It is used only for discrete random variables
  • It is used when events occur at a constant rate
The Gaussian or normal distribution has several important properties and is widely used in statistics and natural sciences. It's significant because it is the distribution that maximizes entropy among all distributions with given mean and variance, making it the most "uninformative" and often serving as a good default choice in many scenarios. Also, according to the central limit theorem, the sum of many independent and identically distributed (i.i.d.) random variables tends toward a normal distribution.
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