During most TV weather reports and some others, you'll see a mention of normals,
particularly normal high
and low temperatures (main site).
Because of weather's inherent variability, many people realize that a day when maximum and
minimum temperatures equal the normals is quite rare. Meteorologically speaking though, the
term does not have the typical connotation - such as something usual or expected. Instead, a
normal refers to the average or smoothed average of a meteorological parameter.
Though seemingly simple, this can become quite complicated; as illustrated below. Thus the
word normal refers more so to a statistical sense - likely chosen because plot of daily
average temperatures for a year :

Tmnorm = (Sy=1,30 Sd=1,k Tyd) / (30 k)
Tmnorm : monthly normal For example, for a 31-day month (k = 31), 30 × 31 = 930 values are averaged if the record is
complete. T above could represent minimum or maximum temperature, for example. The average of
the 12 monthly normals determines the annual normals :
Tanorm = ( Tanorm : annual normal
y : year number of the 30-year period
d : day of month with k days
Tyd : value of parameter T during year y & day d
m : number of month
Daily Normals
As mentioned, calculation of these slightly differs from the definition stated above. Though
people seemingly don't mind monthly normals which irregularly vary, daily variations such as
shown above is not tolerated. Common sense says that if climate were unchanging for an infinite
number of years, such averages should smoothly vary. Thus rather than using discrete averages,
daily normals are calculated from smoothly varying curves. Below I show that this
attempt is only as good as the monthly normals are. (Though many more values determine monthly
normals, persistent spells of unusual weather cause them to significantly differ from the
supposed ideal distribution also).
Cubic Spline
As described in a referenced link above, daily averages are not used for computing daily normals.
Instead, a cubic spline is fit thru monthly normals. These are cubic (3rd degree)
polynomials which are used for interpolating (passing directly thru) a series of data points.
This is done such that the value of a function and its 2nd derivative match at the
interpolation points. Considering the following diagram :

y = A yi + B yi+1 + C yi'' + D yi+1''
A = (xi+1 - x) / (xi+1 - xi)
B = (x - xi) / (xi+1 - xi)
C = (A3 - A)(xi+1 - xi)2 / 6
D = (B3 - B)(xi+1 - xi)2 / 6
Perhaps you recognize equations A & B as linear interpolation formulas between points xi & xi+1, such that A = 1 & B = 0 at x = xi and A = 0 & B = 1 at x = xi+1, with intermediate A & B values between those points. y derivatives are :
y' = (yi+1 - yi)/(xi+1 - xi) - (3A2 - 1)(xi+1 - xi)(yi'')/6 + (3B2 -1)(xi+1 - xi)(yi+1'')/6
y'' = A yi'' + B yi+1''
My purpose for writing all this is to illustrate the interpolation property of a cubic spline. Similarly as for above, for the interval between xi & xi+1, A = 1 & B = 0 for y'' = yi'', and A = 0 & B = 1 for y'' = yi+1''. Thus, yi'', yi+1'', yi+2''... are 2nd derivatives at the interpolation points. Thus values of the interpolation points determine y (the function) and its 2nd derivative (curvature). So the curves pass thru the interpolation points and their curvatures match there, providing the smooth curve thru them sought.
For climate normals, the values xi, xi+1, xi+2... represent months along the abscissa, and the yi, yi+1, yi+2... are mean monthly values (of a weather parameter such as minimum temperature) along the ordinate. Evaluating the equation for 1st derivative (y') for x=xi for the intervals (xi-1,xi) & (xi,xi+1) and equating these yields the following equation for yi-1'', yi'', & yi+1'' :
(xi - xi-1)(yi-1'')/6 + (xi+1 - xi-1)(yi'')/3 + (xi+1 - xi)(yi+1'')/6 = (yi+1 - yi)/(xi+1 - xi) - (yi - yi-1)/(xi - xi-1)
Considering N interpolation points, this provides a system of N-2 equations for the N unknown values of y''. 2 more conditions are needed for a solution. These are typically boundary values, the most common being natural boundary conditions of y1'' = yN'' = 0. Using those, the above equation is typically solved as a matrix equation for the y'' values. Then these values can be inserted into the equation for y to calculate its value at any point x (between each pair of xi & xi+1). I omit these gruesome details here.

After this is done, the problem is then mapping the monthly (x,y) values to daily values.
Considering the number of days during each month, counting February 29 as ¼ day :
the formulas for such mapping can become rather complicated. For example, the mean value for
January corresponds with noon January 16 (day 15.5), but the mean for February with .125 of a
day after midnight February 15 (day 45.125). The period between the means for July & August can
be easily be split as 31 equal periods between noons of the 16th of each month,
because both months are 31 days. Showing all the gruesome details here would be too long, but
doing this provides a first set of smooth daily normals - (36-year period for these) :
Month Days of year Midpoint
JAN 0-31 15.5
FEB 31-59.25 45.125
MAR 59.25-90.25 74.75
APR 90.25-120.25 105.25
MAY 120.25-151.25 135.75
JUN 151.25-181.25 166.25
JUL 181.25-212.25 196.75
AUG 212.25-243.75 227.75
SEP 243.25-273.25 258.25
OCT 273.25-304.25 288.75
NOV 304.25-334.25 319.25
DEC 334.25-365.25 349.75

* August 1960 data for DTW - Detroit Metro airport (in Romulus, MI) used because
that for 1996 was missing.
Text and embedded images are copyright of Joseph Bartlo, though may be used with proper crediting.