An Introduction to Gaussian Distribution or Normal Distribution – Machine Learning Tutorial

Gaussian Distribution is also called Normal Distribution, which is widely used in machine learning field. In this tutorial, we will introduce it for beginners.

Gaussian Distribution

Gaussian Distribution is defined as:

where $\mu$ is the mean and $\sigma$ is the standard deviation.

It can be viewed as:

$$X\sim N(\mu ,{\sigma }^2)$$

Here is an example for different $\mu$ and ${\sigma }^2$.

Standard Normal Distribution.

If  $\mu =0$ and $\sigma =1$, it is the standard normal distribution, the equation of it is:

The value of standard normal distribution looks like: