I looked at the attachment to the post from
@New to statistics. I honestly don't see any difference in the attachment from
@bobdoering. Fifteen years ago, maybe he attached the original by mistake. But I understand the point he was explaining. There is a yellow bell-shaped curve to the left of the vertical axis of the short-term segment, implying a normal distribution. There is a green bell-shaped curve to the left depicting a normal-shape distribution of the entire segment. But just because someone drew a shape, doesn't mean that is an accurate depiction.
Consider what we mean by a normal distribution. We are talking about the frequency of data points as they lie across the range. With your naked eye, looking at the aforementioned attachment, you can see there are 9 points inside the yellow rectangle "The Short term". The range of 9 points inside the yellow rectangle actually extends wider than the yellow bell-shape on the left margin - there are 2 points above the top yellow line and a third point below the bottom yellow line. Between the yellow horizontal lines, there are 6 points. Three of the 6 are near the midpoint of the range; the other 3 points are closer to the upper yellow line. So the yellow bell-shape is not a very good summary of the true lopsided frequency distribution. But in theory, if we inspected all short segments of 9 points in an extended run of an actual dataset, and averaged the frequency counts of all the various samples, on average we might expect a bell-shaped distribution.
Now repeat this exercise on the 38 total points in the entire dataset. In the attached copy of the illustration, I added five (red)horizontal lines (by hand, so spacing is a bit rough) to construct 8 equal sub-ranges between the upper and lower green lines. The frequency of points lying in each sub-range varies between 2 and 6, so not literally equally distributed. I sketched in (by hand, not actually plotted data) a brown ragged line on the left margin, depicting what the frequency distribution might look like {if we had a sufficiently huge number of narrow sub-ranges). Notice there is no concentration of points in the center, as is implied by the green bell-shaped curve, approximating a normal distribution. Instead, the frequency distribution of the 38 points across this range more closely resembles a uniform distribution, where the number of points in each segment is closer to being uniform across the entire range.
Another way to quickly summarize a frequency distribution of data is to imagine the data points are bread crumbs and you use a mental crumb-scraper to move all the crumbs to the sub-range axis. In this graph, that is the vertical axis. This mental exercise will produce small piles of crumbs in each subrange. With only a small bit of imagination, you can visualize the crumb-scraper view of the frequency distribution is closer to the brown line (roughly uniform distribution) than the bell-shaped green curve (depicting a normal curve). [Credit to Dorian Shainin for popularizing the crumb-scraper model.]