Gaussian/Normal Distributions

In this video we discuss the Gaussian (AKA Normal) probability distribution function. We show how it relates to the error function (erf) and discuss how to use this distribution analytically and numerically (for example when analyzing real-life sensor data or performing simulation of stochastic/noisy processes).

Topics and Timestamps:
0:00 – Definition of Gaussian/Normal distribution function
11:43 – The Error Function (erf)
19:40 – Cumulative Normal distribution function
27:02 – The Standard Normal Distribution and Standard Cumulative Distribution
38:23 – Example of using cumulative Normal distribution function
52:03 – Gaussian distribution from real sensor data
1:02:55 – Sampling from a Gaussian distribution using ‘randn’
1:13:59 – The Central Limit Theorem

Lecture notes and code can be downloaded from https://github.com/clum/YouTube/tree/main/Probability04

Downloads:
-custom ‘rand2’ function https://github.com/clum/MatlabLum/blob/main/SDK/Probability/rand2.m

All probability videos in a single playlist https://www.youtube.com/playlist?list=PLxdnSsBqCrrHSzqXIP5bCAIgTzzF3WCUN

#Probability

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