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Standart normal distribution

  1. Apr 11, 2010 #1
    Where does the standart normal distribution function

    [tex]\Phi (x)=\frac{e^{-\frac{x^2}{2}}}{\sqrt{2\pi }}[/tex]

    come from?I wonder it.Please explain to me.Thanks for your helps.
  2. jcsd
  3. Apr 11, 2010 #2


    User Avatar
    Science Advisor

    It comes from the central limit theorem, one of the most important theorems in probability theory. Look it up on google.
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