An Introduction to Gaussian Distribution or Normal Distribution – Machine Learning Tutorial

By | November 20, 2020

Gaussian Distribution is also called Normal Distribution, which is widely used in machine learning field. In this tutorial, we will introduce it for beginners.

Gaussian Distribution

Gaussian Distribution is defined as:

the equation of Gaussian Distribution

where \(\mu\) is the mean and \(\sigma\) is the standard deviation.

It can be viewed as:

\[X\sim{N(\mu,\sigma^2)}\]

Here is an example for different \(\mu\) and \(\sigma^2\).

the value of Gaussian Distribution

Standard Normal Distribution.

If  \(\mu = 0\) and \(\sigma = 1 \), it is the standard normal distribution, the equation of it is:

the equation of standard norm distribution

The value of standard normal distribution looks like:

the value of standard norm distribution

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