NormalDistribution
The normal or Gaussian probability distribution is actually a family of distributions of the same general form, differing only in their location and scale parameters, commonly called the mean and standard deviation. The shape consists of a central bulge centered on the mean with about 99% of the area under the density curve between the mean plus and minus three standard deviations.
One reason that this distribution occurs so often in statistical work is the Central Limit Theorem. Simply stated, this theorem says that if you add up a lot of little things, the resulting distribution will resemble the normal distribution.