What is the Normal Distribution?
Probability distribution is the function that shows the probabilities of the outcome of an event or experiment. Consider a feature (i.e., column) in a dataframe. This feature is a variable and its probability distribution function shows the likelihood of the values it can take.
Probability distribution function are quite useful in predictive analytics or machine learning. We can make prediction about the population based on the probability distribution function of a sample from that population.
Normal (Gaussian) distribution is a probability distribution that looks like a bell.
The following representation of normal distribution. The percentages indicate the percentage of data that falls in the region. As we move away from the mean, we start to see more extreme values with less probability to be observed.