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Gaussian distribution

The second one is the Gaussian Distribution \begin{equation*} p(x) = \frac{1}{\sigma\sqrt{2\pi}} \exp{(-\frac{(x-\mu)^2}{2\sigma^2})}, \end{equation*} with mean value \mu and standard deviation \sigma . If \mu=0 and \sigma=1 , it is normally called the standard normal distribution \begin{equation*} p(x) = \frac{1}{\sqrt{2\pi}} \exp{(-\frac{x^2}{2})}, \end{equation*}

The following simple Python code plots the above distribution for different values of \mu and \sigma .