# Normal Distribution Function

*JavaScript*

The normal distribution derives its importance from
the Central Limit Theorem. If X_{1},...,X_{n} is a sample
from a distribution with mean, μ, and variance, σ^{2},
then for large n, the sample mean has approximately a
normal distribution with mean μ and variance σ^{2}/n.

For example, normal(2,0,1)=.97725

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the script used to perform these calculations.