# What’s the normal distribution? Why do we care about it?

The normal distribution is a continuous probability distribution whose probability density function takes the following formula:

where μ is the mean and σ is the standard deviation of the distribution.

The normal distribution derives its importance from the **Central Limit Theorem**, which states that if we draw a large enough number of samples, their mean will follow a normal distribution regardless of the initial distribution of the sample, i.e **the distribution of the mean of the samples is normal**. It is important that each sample is independent from the other.

This is powerful because it helps us study processes whose population distribution is unknown to us.