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graycat 3 days ago

> Hey, wait – is employee performance Gaussian distributed?

Well, the Gaussian distribution gives positive probability to any interval of the real line, including the whole real line (probability 1), so, strictly speaking, no.

But maybe the issue is a distribution with a bell curve or even with just a unique maximum and falling off monotonically from that maximum.

Well, then, in my college teaching, still no: Instead, commonly, roughly, there were three kinds of students: (1) understood the material at least reasonably well, (2) understood some of the material a little, and (3) should have just dropped the course but from me got by with a gentleman C. So, the distribution had a peak for each of (1) -- (3), three peaks, no Gaussian!

Approximate Gaussian is guaranteed, under meager assumptions, from the central limit theorem (CLT) of averaging random variables, the easiest case, independent, identically distributed (IID), and, more depending on how advanced the CLT proof is. A proof due to Lindeberg-Feller long was, maybe still is, regarded as the most powerful CLT.

Apparently ~100 years ago, especially in education, the CLT was commonly regarded as standard, true, without question, maybe some law of nature. Maybe some of the people measuring IQ, SAT scores, etc. also thought this about the Gaussian.

For me, I, in mathematical and applied probability, care first about finite expectation, conditional independence, independence, several convergence results (e.g., the martingale convergence theorem), then IID, and hardly at all, Gaussian.