The normal distribution is the most important mathematical object in all of statistics, and understanding it is not optional for anyone who wants to reason clearly about the world. It appears with such regularity across nature, science, and human affairs that its discoverers initially believed they had found a law of nature itself rather than a mathematical consequence of how variation accumulates. It describes the distribution of human heights, measurement errors, IQ scores, blood pressure readings, standardized test results, and an enormous range of biological and physical measurements. It is the foundation on which parametric statistics rests, which means it...