Quite a few statistics and probability textbooks with an introduction to the normal distribution have passed through my hands. They almost always started with the mathematical definition and moved on to the properties and uses of the distribution. For a long time I had not found a book that explained how this formula came about — until at some point a book called Lady Luck fell into my hands which, although old, is a very good introduction to the subject of probability, and in it I found the first clear description of how the normal distribution arises.