The normal distribution is the most important and most widely used distribution in statistics. It is sometimes called the "bell curve," although the tonal qualities of such a bell would be less than p...The normal distribution is the most important and most widely used distribution in statistics. It is sometimes called the "bell curve," although the tonal qualities of such a bell would be less than pleasing. It is also called the "Gaussian curve" after the mathematician Karl Friedrich Gauss. As you will see in the section on the history of the normal distribution, although Gauss played an important role in its history, Abraham de Moivre first discovered the normal distribution.