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The general form of the normal probability density function is:

$$ f(x) = \frac{1}{\sigma \sqrt{2\pi} } e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^2} $$

The parameter $\mu$ is the mean or expectation of the distribution. $\sigma$ is its standard deviation. The variance of the distribution is $\sigma^{2}$.

Quiz

What is the parameter $\mu$?

The parameter $\mu$ is the mean or expectation of the distribution.

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