It relates to probability density functions by explaining how the distribution of these averages or sums tends to approach a specific shape: the normal distribution (bell curve).

Probability distribution functions (PDFs) describe the expected values of random variables drawn from a sample. The shape of the PDF explains how likely it is that an observed value might occur.

T-distribution, also known as Student’s t-distribution, is a statistical function that creates a probability distribution. The t-distribution is similar to the normal distribution , with its ...

Some data from real-world processes follow this pattern, making the normal distribution an option for their analysis. However, the ideal bell shape is highly unexpected for most data.