The Art of Statistics: Learning from Data

by David Spiegelhalter

Apart from his work on wisdom of crowds, correlation, regression, and almost everything else, Francis Galton also considered it a true marvel that the normal distribution, then known as the Law of Frequency of Error, should arise in an orderly way out of apparent chaos: I know of scarcely anything so apt to impress the imagination as the wonderful form of cosmic order expressed by the ‘Law of Frequency of Error’. The law would have been personified by the Greeks and deified, if they had known of it. It reigns with serenity and in complete self-effacement, amidst the wildest confusion. The huger the mob, and the greater the apparent anarchy, the more perfect is its sway. It is the supreme law of Unreason. Whenever a large sample of chaotic elements are taken in hand and marshalled in the order of their magnitude, an unsuspected and most beautiful form of regularity proves to have been latent all along.

Law of frequency of error