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  2. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    The graph of a Gaussian is a characteristic symmetric "bell curve ... raised in the Gaussian function is any negative-definite ... see the effect of changing ...

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    All these extensions are also called normal or Gaussian laws, so a certain ambiguity in names exists. The multivariate normal distribution describes the Gaussian law in the k-dimensional Euclidean space. A vector X ∈ R k is multivariate-normally distributed if any linear combination of its components Σ k j=1 a j X j has a (univariate) normal ...

  4. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The exponentially modified Gaussian distribution, a convolution of a normal distribution with an exponential distribution, and the Gaussian minus exponential distribution, a convolution of a normal distribution with the negative of an exponential distribution. The expectile distribution, which nests the Gaussian distribution in the symmetric case.

  5. 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 .

  6. Multivariate normal distribution - Wikipedia

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

    The distribution N(μ, Σ) is in effect N(0, I) scaled by Λ 1/2, rotated by U and translated by μ. Conversely, any choice of μ , full rank matrix U , and positive diagonal entries Λ i yields a non-singular multivariate normal distribution.

  7. Generalized normal distribution - Wikipedia

    en.wikipedia.org/wiki/Generalized_normal...

    The generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on the real line. Both families add a shape parameter to the normal distribution. To distinguish the two families, they are referred to below as "symmetric" and "asymmetric"; however ...

  8. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In the social sciences, a result may be considered statistically significant if its confidence level is of the order of a two-sigma effect (95%), while in particle physics and astrophysics, there is a convention of requiring statistical significance of a five-sigma effect (99.99994% confidence) to qualify as a discovery. [3]

  9. Half-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Half-normal_distribution

    Alternatively, since a half-normal distribution is always positive, the one bit it would take to record whether a standard normal random variable were positive (say, a 1) or negative (say, a 0) is no longer necessary. Thus,