Imagine: you drop one marble on this Galton board. On the top pin it rolls to the left or to the right, it’s a 50 percent chance. If the marble falls on a pin in the row below, it can go left or right again. That repeats itself in every row, until the marble ends up in a tray. Can you guess where the marble will end?
Spoiler alert: the chances are most likely that it will end up in the middle tray. And least likely that it will end up in the tray on the far left or far right. That distribution of chance is shown in yellow on the board and we call this a ‘normal distribution’.
Need proof? Then drop all the marbles and see how they are distributed over the trays.
Normal distribution for human heights
If you measure the height of everyone in your class, then you also get such a normal distribution. Most are not very much taller or shorter than the average. Only a few people are much taller or much shorter.