Lecture 3 Gaussian Probability Distribution

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Lecture 3 Gaussian Probability Distribution p(x) = 1 s 2p e – (x -m ) 2 2s2 gaussian Plot of Gaussian pdf x P(x) Introduction l Gaussian probability distribution is perhaps the most used distribution in all of science. u also called “bell shaped curve” or normal distribution l Unlike the binomial and Poisson distribution, the Gaussian is a continuous distribution: m = mean of distribution (also at the same place as mode and median) s2 = variance of distribution y is a continuous variable (-∞ £ y

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