Normal distribution
Named by 4 essays across one field — each of them below, with the objects they name alongside it.
A bell curve assembled out of coin flips
Drop six hundred balls through a board of pegs, each bouncing left or right at random, and they pile up in a shape that can be predicted precisely. Nothing coordinated them.
A walk that always comes home, until it does not
Step left or right at random, forever, and the walk returns to where it started with certainty. On a grid it also returns. In space it does not, and about a third of walks leave and never come back.
How far from the average a thing can be
Knowing only an average and a spread — nothing about the shape, nothing about the number of outcomes, nothing about symmetry — the chance of landing three standard deviations out is at most one in nine. And there is a distribution that lands there exactly that often, so the bound cannot be improved.
The average settles and the wobble does not
Two theorems are usually met a page apart and sound as though one is a sharper version of the other. They are the same sums looked at through two different magnifying glasses: divide by the number of them and everything collapses to a point, divide by its square root and a shape appears.
Named alongside it
The objects these essays reach for when they reach for this one.
ConvergenceIndependenceBinomial distributionConvergence rateExpectationHeavy tailsLimitRandom walkVarianceCentral limit theoremConcentration inequalityDiffusion