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  2. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    Gaussian functions are the Green's function for the (homogeneous and isotropic) diffusion equation (and to the heat equation, which is the same thing), a partial differential equation that describes the time evolution of a mass-density under diffusion.

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable.The general form of its probability density function is [2] [3] = ().

  4. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    The logarithm must be taken to base e since the two terms following the logarithm are themselves base-e logarithms of expressions that are either factors of the density function or otherwise arise naturally. The equation therefore gives a result measured in nats. Dividing the entire expression above by log e 2 yields the divergence in bits.

  5. Wave packet - Wikipedia

    en.wikipedia.org/wiki/Wave_packet

    1D Gaussian wave packet, ... the probability density function satisfies the diffusion equation ... A solution of this equation is the time-varying Gaussian function ...

  6. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.

  7. Skew normal distribution - Wikipedia

    en.wikipedia.org/wiki/Skew_normal_distribution

    The exponentially modified normal distribution is another 3-parameter distribution that is a generalization of the normal distribution to skewed cases. The skew normal still has a normal-like tail in the direction of the skew, with a shorter tail in the other direction; that is, its density is asymptotically proportional to for some positive .

  8. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the ...

  9. Density estimation - Wikipedia

    en.wikipedia.org/wiki/Density_Estimation

    The density estimates are kernel density estimates using a Gaussian kernel. That is, a Gaussian density function is placed at each data point, and the sum of the density functions is computed over the range of the data. From the density of "glu" conditional on diabetes, we can obtain the probability of diabetes conditional on "glu" via Bayes ...