Tag: question
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Natural parameterization of the Gaussian distribution
The Gaussian distribution in the usual parameters The Gaussian distribution in one dimension is often parameterized using the mean $\mu$ and the variance $\sigma^2$, in terms of which $$ p(x|\mu, \sigma^2) = {1 \over \sqrt{2\pi \sigma^2}} \exp\left(-{(x – \mu)^2 \over 2 \sigma^2} \right).$$ The Gaussian distribution is in the exponential family. For distributions in this…