Gaussian Probability Density Function
Any non-negative function which integrates to 1 (unit total area) is suitable for use as a probability density function (PDF) (§C.1.3). The most general Gaussian PDF is given by shifts of the normalized Gaussian:
(D.28) |
The parameter is the mean, and is the variance of the distribution (we'll show this in §D.12 below).
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Maximum Entropy Property of the Gaussian Distribution
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Why Gaussian?