Continuous Probability Distribution

Uniform Distribution

Gaussian/Normal Distribution

A Gaussian Distribution or Normal Distribution with mean μ and standard deviation σ (variance σ²) is defined as

2 P(x) = --1√----⋅e-(x(2-σμ2))- σ⋅ 2π

(2.6.5)

In a special case of μ = 0 and σ² = 1, we get a standard normal distribution.