We have had some really weird hot weather here (UK), and I've been looking at the Central England Temperature Series (CET). This is an event that is but a small part of a massive heatwave impacting Europe...
The Normal Distribution is a consequence of the Central Limit Theorem, and from any one of a stack of websites:
The central limit theorem states that if you have a population with mean μ and standard deviation σ and take sufficiently large random samples from the population with replacement , then the distribution of the sample means will be approximately normally distributed.
But what is a normal distribution? It is a probability distribution.