29 lines
692 B
ReStructuredText
29 lines
692 B
ReStructuredText
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.. _continuous-norm:
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Normal Distribution
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===================
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.. math::
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:nowrap:
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\begin{eqnarray*} f\left(x\right) & = & \frac{e^{-x^{2}/2}}{\sqrt{2\pi}}\\
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F\left(x\right) & = & \Phi\left(x\right)=\frac{1}{2}+\frac{1}{2}\mathrm{erf}\left(\frac{x}{\sqrt{2}}\right)\\
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G\left(q\right) & = & \Phi^{-1}\left(q\right)\end{eqnarray*}
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.. math::
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:nowrap:
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\begin{eqnarray*} m_{d}=m_{n}=\mu & = & 0\\
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\mu_{2} & = & 1\\
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\gamma_{1} & = & 0\\
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\gamma_{2} & = & 0\end{eqnarray*}
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.. math::
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:nowrap:
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\begin{eqnarray*} h\left[X\right] & = & \log\left(\sqrt{2\pi e}\right)\\
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& \approx & 1.4189385332046727418\end{eqnarray*}
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Implementation: `scipy.stats.norm`
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