Normal approximation method is a mathematical technique that estimates the probability distribution of a data set. There are several synonyms to describe this method, such as the Gaussian approximation method, the Central Limit Theorem approximation, or the Normal Distribution approximation. The Central Limit Theorem approximation is particularly useful when dealing with large data sets or when the data follows a normal distribution. The Normal Distribution approximation is often used in statistical analysis to estimate the behavior of a population. These terms can be used interchangeably to refer to the same concept, but they all describe a method that involves approximating a probability distribution based on a sample from that distribution.