正态分布¶
\BEGIN{eqnarray*}f\Left(x\Right)&=&\frac{e^{-x^{2}/2}}{\sqrt{2\pi}}\\
F\Left(x\Right)&=&\Phi\left(x\right)=\frac{1}{2}+\frac{1}{2}\mathrm{erf}\left(\frac{x}{\sqrt{2}}\right)\\
g\Left(Q\Right)&=&\phi^{-1}\Left(Q\Right)\end{eqnarray*}
\BEGIN{eqnarray*}m_{d}=m_{n}=\m&=&0\\
\MU_{2}&=&1\\
\Gamma_{1}&=&0\\
\Gamma_{2}&=&0\end{eqnarray*}
\BEGIN{eqnarray*}h\Left [X\right] &=&\log\Left(\sqrt{2\pi e}\Right)\\
&\约&1.4189385332046727418\end{eqnarray*}
实施: scipy.stats.norm