Definition: Univariate Gaussian
Index: The Book of Statistical Proofs ▷ Statistical Models ▷ Univariate normal data ▷ Univariate Gaussian ▷ Definition
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Metadata: ID: D124 | shortcut: ug | author: JoramSoch | date: 2021-03-03, 07:21.
Definition: A univariate Gaussian data set is given by a set of real numbers $y = \left\lbrace y_1, \ldots, y_n \right\rbrace$, independent and identically distributed according to a normal distribution with unknown mean $\mu$ and unknown variance $\sigma^2$:
\[\label{eq:ug} y_i \sim \mathcal{N}(\mu, \sigma^2), \quad i = 1, \ldots, n \; .\]- Bishop, Christopher M. (2006): "Example: The univariate Gaussian"; in: Pattern Recognition for Machine Learning, ch. 10.1.3, p. 470, eq. 10.21; URL: http://users.isr.ist.utl.pt/~wurmd/Livros/school/Bishop%20-%20Pattern%20Recognition%20And%20Machine%20Learning%20-%20Springer%20%202006.pdf.
Metadata: ID: D124 | shortcut: ug | author: JoramSoch | date: 2021-03-03, 07:21.