Gaussian Distribution, Univariate Gaussian
Only 2 or 1 () parameter can represent gaussian distribution. So we don’t loss resolution
Normal distribution 폐쇄성은 Probability Density Function 끼리 곱하거나 적분하거나 Convolution or Random variable 선형결합해도 가우시안이다. (not random variable for multiplication such as chi Square Distribution)
- is dimension of
Normal Distributions
Normal Distribution Notion
Expectation
Variance
Normal distribution
In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
The parameter is the mean or expectation of the distribution, while the parameter is the variance. The standard deviation of the distribution is (sigma). A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate.
https://en.wikipedia.org/wiki/Normal_distribution

Seonglae Cho