Abstract: The quantum probabilistic analogue of the well-known multivariate normal distribution is called a Gaussian state. It is a nonnegative trace class operator of unit trace in L^2(IR^n) characterized completely by a momentum-position mean vector of dimension 2n and a covariance matrix S of order 2n satisfying the matrix inequality of the Heisenberg uncertainty principle. We shall juxtapose the different properties of the Gaussian state with those of the classical normal distribution and show that it can be a source of lot of fun.