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 is defined as:
where \(\mu\) is the mean and \(\sigma\) is the standard deviation.
It can be viewed as:
Here is an example for different \(\mu\) and \(\sigma^2\).
Standard Normal Distribution.
If \(\mu = 0\) and \(\sigma = 1 \), it is the standard normal distribution, the equation of it is:
The value of standard normal distribution looks like: