The normal distribution has the following properties:
It has two parameters, the mean a and the width , which can be estimated from a sample by the following estimators:
In the statistical literature the probability density function of the normal distribution is often denoted by ). The standard normal distribution has zero mean and unit variance, i.e.
The corresponding distribution function is denoted by
This is the complement of what is usually denoted as error function (the name is also used in other contexts), i.e. .