I gave a talk on this topic exactly two years ago at my undergraduate institution, the Indian Institute of Technology, in Chennai (India). The speech is here, with the powerpoint presentation accompanying it The Normal Distribution is Abnormal And Other Oddities. The general import of the speech was that the Normal Distribution, which is a statistical distribution that applies to random data of a variety of sorts, that’s often used to model the random data, is often not particularly appropriate at all. I presented cases where this is the case and the assumption (of a normal distribution) leads to costly errors.

Enjoy!