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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.

1 vote
2 answers
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Is p-value based on CLT?

Please advise if CLT is related to p-value calculation. Suppose there is a Hard Disk Drive (HDD) type 0 called $H_0$. The MTTF (Mean Time to Failure) data has been collected and its mean $\mu=2.97$. T …
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0 votes

Multivariate gaussian vs univariate gaussian

Start from a multivariate gaussian of independent variables Multivariate Gaussian distribution $p(Y)$ of D dimensional $Y = (y_1, ... , y_D)$ is a product of D univariate Gaussians $p(y_i)$ when the r …
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2 votes

Bottom to top explanation of the Mahalanobis distance?

Standardise distance to the mean of normal distribution In my understanding, Z-score and Mahalanobis distance are the standardising methods to measure the closeness to the mean of a distribution, whe …
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