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  2. 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 ...

  3. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    The parameter a is the height of the curve's peak, ... Normalized Gaussian curves with expected value ... to form a rectangular Gaussian distribution: (,) = ...

  4. Multivariate normal distribution - Wikipedia

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

    In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional normal distribution to higher dimensions.

  5. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y , the distribution of the random variable Z that is formed as the product Z = X Y {\displaystyle Z=XY} is a product distribution .

  6. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    The partial expectation of a random ... A set of data that arises from the log-normal distribution has a symmetric Lorenz curve ... (i.e., Gaussian) distribution."

  7. Matrix normal distribution - Wikipedia

    en.wikipedia.org/wiki/Matrix_normal_distribution

    The probability density function for the random matrix X (n × p) that follows the matrix normal distribution , (,,) has the form: (,,) = ⁡ ([() ()]) / | | / | | /where denotes trace and M is n × p, U is n × n and V is p × p, and the density is understood as the probability density function with respect to the standard Lebesgue measure in , i.e.: the measure corresponding to integration ...

  8. List of probability distributions - Wikipedia

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

    The normal distribution, also called the Gaussian or the bell curve. It is ubiquitous in nature and statistics due to the central limit theorem: every variable that can be modelled as a sum of many small independent, identically distributed variables with finite mean and variance is approximately normal.

  9. Sum of normally distributed random variables - Wikipedia

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

    This is the characteristic function of the normal distribution with expected value + and variance + Finally, recall that no two distinct distributions can both have the same characteristic function, so the distribution of X + Y must be just this normal distribution.