Univariate Normal/Gaussian/Gauss/Laplace-Gaussο»Ώ Distribution/Model/Process (Bell Curve)
Univariate Normal/Gaussian/Gauss/Laplace-Gauss Distribution/Model/Process (Bell Curve)
- is a type of Gaussian/Normal Distribution/Model/Process
- is a type of gaussian Radial Basis Function (RBF) scaled by (1/[π*π πππ‘(2π)]) which turns it into a probability distribution (i.e. area under curve = 1)
Probability Density Function
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- π(π=π₯) = (1/[π*π πππ‘(2π)])·(π-(π₯-π)²/(2π²)) # for -∞ < π₯ <∞
where:
- π - expectation/mean, location parameter
- π - standard deviation, scale/spread parameter
Probability Density Function (Using Precision)
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- π(π=π₯) = π πππ‘[π½/(2π)] π-π½(π₯-π)²/(2) # for -∞ < π₯ <∞
where:
- π½ - precision with interval: (0,∞)
Expectation
- π[π] = π
Variance
πππ(π) = π²
Regression / Learning π & π Parameters
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