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  2. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    The product of two Gaussian functions is a Gaussian, and the convolution of two Gaussian functions is also a Gaussian, with variance being the sum of the original variances: = +. The product of two Gaussian probability density functions (PDFs), though, is not in general a Gaussian PDF.

  3. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  4. List of convolutions of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_convolutions_of...

    In probability theory, the probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density ...

  5. Convolution - Wikipedia

    en.wikipedia.org/wiki/Convolution

    Gaussian blur can be used to obtain a smooth grayscale digital image of a halftone print. Convolution and related operations are found in many applications in science, engineering and mathematics. Convolutional neural networks apply multiple cascaded convolution kernels with applications in machine vision and artificial intelligence.

  6. Exponentially modified Gaussian distribution - Wikipedia

    en.wikipedia.org/wiki/Exponentially_modified...

    In probability theory, an exponentially modified Gaussian distribution (EMG, also known as exGaussian distribution) describes the sum of independent normal and exponential random variables. An exGaussian random variable Z may be expressed as Z = X + Y , where X and Y are independent, X is Gaussian with mean μ and variance σ 2 , and Y is ...

  7. Sum of normally distributed random variables - Wikipedia

    en.wikipedia.org/wiki/Sum_of_normally...

    The characteristic function + = ⁡ ((+)) of the sum of two independent random variables X and Y is just the product of the two separate characteristic functions: = ⁡ (), = ⁡ ()

  8. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    The probability density function of the sum of two independent random variables U and V, each of which has a probability density function, is the convolution of their separate density functions: + = () = ()

  9. 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 ] f ( x ) = 1 2 π σ 2 e − ( x − μ ) 2 2 σ 2 . {\displaystyle f(x)={\frac {1}{\sqrt {2\pi \sigma ^{2 ...