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Normal
Probability density function

The red line is the standard normal distribution


Cumulative distribution function

Colors match the image above


μ location (real)
Parameters
σ2 > 0 squared scale (real)
Support

Probability
density
function (pdf)

Cumulative
distribution
function (cdf)
Mean μ
Median μ
Mode μ
Variance σ2
Skewness 0
Excess kurtosis 0

Entropy

Moment-
generating
function (mgf)
Characteristic
function

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