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http://curvebank.calstatela.edu/gaussdist/gaussdist.htm

The strength of the Gaussian Distribution is that it is often a very good approximation. This assumption is based on the Central Limit Theorem studied in the Calculus. The "CLT" proves that the mean of any data set, with a distribution having both a finite mean and finite variance, tends to be Gaussian. This implies that test scores, height, weight, etc., when graphed will tend to have a "bell" shape, with very few at either the high or low end.

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