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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.
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How to estimate the parameters of a Gaussian distribution sample with outliers?
I have a sample of length $N$, mostly taken from a Gaussian distribution with unknown mean and variance. Of those $N$ samples, some proportion of them (typically less than 1-2%) are outliers, taken fr …