Index: The Book of Statistical ProofsStatistical Models ▷ Univariate normal data ▷ Univariate Gaussian ▷ Definition

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 $\sigma^2$:

\[\label{eq:ug} y_i \sim \mathcal{N}(\mu, \sigma^2), \quad i = 1, \ldots, n \; .\]

Metadata: ID: D124 | shortcut: ug | author: JoramSoch | date: 2021-03-03, 07:21.