(a) Why is the Normal distribution so important, particularly with respect to problems dealing with statistical inference? (b) Ok, now that we accept/believe that the Normal distribution is so widely applicable, computationally why is it so useful? (c) Finally, in QM3341 when we discuss tests like Goodness of Fit, Independence, ANOV, why are other distributions introduced? Solution (a) by central limit theorem distribution function of a random sample of size n taken from an unknownly distributed population is normally distributed as n tends to infinity . general assumption n greater than equal to 30 is sufficient to assume normal distribution of a random sample. hence, normal distribution so important, particularly with respect to problems dealing with statistical inference. (b) Most of the practical problems follow normal distributions..