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 ?
2] are Gaussian random variables with variance 1 and linear correlation [rho].
The authors (whose affiliations are not stated) explain the scope of the field and the book's arrangement in three parts: the first devoted to classical ensembles, the second to the matrix models, and the third to "ensembles determined by independent but not necessarily Gaussian random variables.

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