Normal Distribution

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Related to Gaussian random variable: Normal random variable, Gaussian density

Normal Distribution

The well known bell shaped curve. According to the Central Limit Theorem, the probability density function of a large number of independent, identically distributed random numbers will approach the normal distribution. In the fractal family of distributions, the normal distribution only exists when alpha equals 2, or the Hurst exponent equals 0.50. Thus, the normal distribution is a special case which in time series analysis is quite rare. See: Alpha, Central Limit Theorem, Fractal Distribution.

Bell Curve

A curve on a chart in which most data points cluster around the median and become less frequent the farther they fall to either side of the median. When plotted on a chart, a bell curve looks roughly like a bell.
References in periodicals archive ?
Because the irrelevance and the independence are equivalent for Gaussian random variables, [s.
m] can be approximated as a complex Gaussian random variable for sufficiently large [N.
m]} converges weakly to a Gaussian random variable with mean zero and variance one.
As the radar range resolution increases, the background clutter may no longer be modeled accurately as a Gaussian random variable (RV).
l,0:k] is a multivariate Gaussian random variable truncated to lie in the region defined by [q.

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