In this paper we discuss the following topic from the history of mathematics and its applications: the normal distribution. In order to understand the origin of this distribution we return to the time where mathematicians tried to relate the binomial distribution and the normal distribution, and to find a distribution for measurements’ errors. Finally we consider one of the best known results involving the normal distribution: the central limit theorem. In this paper we will cover the above themes with both a mathematical and a historical perspective.
NB: Many thanks to Christophe Saad (@xopheS) for his help during this research