One of the popular data analyst interview questions. Normal distribution, better known as the Bell Curve or Gaussian curve, refers to a probability function that describes and measures how the values of a variable are distributed, that is, how they differ in their means and their standard deviations. In the curve, the distribution is symmetric. While most of the observations cluster around the central peak, probabilities for the values steer further away from the mean, tapering off equally in both directions.