Mathlib
Atlas
Probability
Pathway XXV
ℙ
Probability measures
A probability is a measure with total mass 1. The Gaussian is the most famous density.
01
The Gaussian
The normal density is a bell of area 1. Mean shifts it; variance spreads it.
4 min
02
Expectation
The mean is the centre of mass of the measure. Linearity does not need independence.
4 min
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