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normal distribution
(redirected from Gaussian random variable)

   Also found in: Financial, Acronyms, Encyclopedia, Wikipedia, Hutchinson 0.05 sec.
normal distribution,
n a curve representing the frequency with which the values of a variable are obtained or observed when the number is infinite and variation is subject only to chance factors. The curve is a symmetrical, bell-shaped curve with the highest frequency occurring in the middle and gradually tapering toward the extremes. In a normal distribution, 68.2% of all scores cluster around the mean within approximately 1 standard deviation, 95.4% within approximately 2 standard deviations, and 99.7% within approximately 3 standard deviations. Also called
normal curve, Gauss' curve.


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In order to determine quantiles of an inverse Gaussian random variable Y with parameters [mu] > 0 and [lambda] > 0, use the fact that the distribution of X = [lambda] Y/[[mu].
 
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