Properties of normal distribution

Properties:

• A continuous, symmetric probability distribution (bell-shaped)
• Mean located at its central point.
• Linear combination of normal variables is also normal.
• Completely defined by mean and standard deviation.
• Skewness = 0 , i.e. mean = median = mode.
• Kurtosis = 3 and excess kurtosis = 0
• Range from -infinity to +infinity, the probability outside ± 3 σ is extremely low