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Ivy Fan-Chiang's Blog · Aug 29, 2023

The Normal Distribution: A Derivation through Multi-Variable Calculus

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The normal distribution or Gaussian distribution (informally known as a bell curve) is the most used continuous probability distribution with many applications in statistics and science. Its importance comes from the central limit theorem , which establishes that the distribution of a sum (or sample mean) of many independent and identically distributed random variables will tend to look like a…

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