Continuous distribution with density (2πσ²)^(-1/2) exp(-(x-μ)²/2σ²). Attractor of the CLT and maximum-entropy distribution for fixed mean and variance.
Gaussian (normal) distribution
Related concepts
- Central limit theorem
- Binomial theorem
- Real numbers (ℝ)
- Lp space
- Brownian motion (Wiener process)
- Maxwell-Boltzmann distribution
- Single-molecule biophysics
- Fluorescence correlation spectroscopy (FCS)
- Langevin equation (biophysical use)
- Glauber coherent state
- Mahalanobis d² = (x−μ)ᵀΣ⁻¹(x−μ): covariance-respecting distance metric