The [normal or Gaussian probability distribution] is actually a family of distributions of the same general form, differing only in their *location* and *scale* parameters, commonly called the *mean* and *standard deviation*. The shape consists of a central bulge centered on the mean with about 99% of the area under the density curve between the mean plus and minus three standard deviations.

One reason that this distribution occurs so often in statistical work is the [Central Limit Theorem]. Simply stated, this theorem says that if you add up a lot of little things, the resulting distribution will resemble the normal distribution.