The Gaussian probability density function: understanding the equation

The equation for the Gaussian probability density function looks a little scary at first, but this video should help you understand what each of the terms is doing, and how they fit together.

After watching the video

  • download the spreadsheet which shows the calculations and plots from this video (tip: the Apple Numbers.app version includes images of the equations) – try changing the mean and variance and see what happens to the various plots
  • try this interactive  demo to get a feel for how the mean and standard deviation affect the shape of the distribution