Continuous Distributions

1 min read Updated Fri Apr 24 2026 03:19:45 GMT+0000 (Coordinated Universal Time)

Normal Distribution

Denoted by $N(\mu, \sigma^2)$ .

P(x) = \frac{1}{\sqrt{2\pi\sigma^2}} \exp\left(-\frac{(x-\mu)^2}{2\sigma^2}\right)

Kurtosis is 3.

Shows a dragged S shape.

Denoted by $N(0, 1)$ . $z$ is used to denote that it is a standard normal distribution.

P(z) = \frac{1}{\sqrt{2\pi}} \exp\left(-\frac{z^2}{2}\right)

Other continuous distributions are explained in separate pages, in detail.