NormalDistribution

Model a zero-mean normal distribution with standard deviation \(\sigma\).

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Declaration

classdef NormalDistribution < Distribution

Overview

NormalDistribution implements the normal distribution with density \(p(z) = \frac{1}{\sigma \sqrt{2\pi}} \exp\!\left(-\frac{z^{2}}{2\sigma^{2}}\right),\) cumulative distribution \(F(z) = \frac{1}{2}\left(1 + \operatorname{erf}\!\left(\frac{z}{\sigma \sqrt{2}}\right)\right),\) and variance \(\sigma^{2}.\)

distribution = NormalDistribution(sigma=0.5);
samples = distribution.rand([1000 1]);

Topics

• Create distributions
  • NormalDistribution Create a normal distribution from its standard deviation.
• Inspect distribution properties
  • sigma Standard deviation \(\sigma\).
• Sample from distributions
  • rand Draw normally distributed random samples.

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