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A distribution is a mathematical description of probabilities or frequencies.

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Does higher variance usually mean lower probability density?

If I sample the same number of data points from two distributions of the same type, but one distribution with a lower variance and another one with a higher variance, would the former sample have higher … An example with Gaussian distributions: Sample $\mathbf{X_1}$ from $N(\mu_1, \sigma_1^2)$ Sample $\mathbf{X_2}$ from $N(\mu_2, \sigma_2^2)$, where $\sigma_1 < \sigma_2$, is it true that $P(\mathbf{ …
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