Gaussian distribution

GPTKB entity

Statements (53)
Predicate Object
gptkbp:instanceOf gptkb:organization
gptkbp:alsoKnownAs gptkb:normal_distribution
gptkbp:application statistical analysis
hypothesis testing
modeling measurement errors
statistical inference
gptkbp:centralLimitTheorem limit distribution
gptkbp:characteristic exp(iμt - 0.5σ^2t^2)
gptkbp:conjugatePriorFor mean of normal distribution
gptkbp:cumulativeDistributionFunction Φ(x) = 0.5[1 + erf((x-μ)/(σ√2))]
gptkbp:describedBy mean
variance
gptkbp:entropy 0.5*ln(2πeσ^2)
gptkbp:firstDescribed 18th century
gptkbp:hasFeature mean = 0, variance = 1
gptkbp:hasSpecialCase gptkb:exponential_family
gptkb:location-scale_family
gptkb:elliptical_distribution
https://www.w3.org/2000/01/rdf-schema#label Gaussian distribution
gptkbp:infiniteDivisibility yes
gptkbp:kurtosis 3
gptkbp:maximumEntropy for given mean and variance
gptkbp:meanSymbol μ
gptkbp:medium μ
gptkbp:mode μ
gptkbp:momentGeneratingFunction exp(μt + 0.5σ^2t^2)
gptkbp:moments all moments exist
gptkbp:namedAfter gptkb:Carl_Friedrich_Gauss
gptkbp:parameter mean
standard deviation
variance
gptkbp:pdfShape bell curve
gptkbp:probabilityDensityFunction f(x) = (1/(σ√(2π))) * exp(- (x-μ)^2 / (2σ^2))
gptkbp:relatedTo gptkb:standard_normal_distribution
gptkb:chi-squared_distribution
gptkb:log-normal_distribution
gptkb:multivariate_normal_distribution
error function
gptkbp:skewness 0
gptkbp:standardDeviationSymbol σ
gptkbp:standardFormName gptkb:standard_normal_distribution
gptkbp:sumOfNormals gptkb:normal_distribution
gptkbp:supports x ∈ ℝ
gptkbp:symmetry symmetric about mean
gptkbp:usedIn gptkb:machine_learning
gptkb:natural_sciences
gptkb:signal_processing
engineering
finance
statistics
gptkbp:varianceSymbol σ^2
gptkbp:bfsParent gptkb:normal_distribution
gptkbp:bfsLayer 4