Normal Distribution Demystified
Have you ever wondered why we often use the normal distribution?
How do we derive it anyway?
Why do many probability distributions have the exponential term?
Are they related to each other?
If any of the above questions make you wonder, you are in the right place.
I will demystify it for you.
Fine or Not Fine
Suppose we want to predict if the weather of some place is fine or not.
However, we have no information about the place.
We don’t know if it’s in Japan or US or a country on a planet in a galaxy far far away.
How can we come up with a probability distribution model so that we can predict the probability of “Fine”?
We don’t want to introduce any bias or assumption into our weather model since we know nothing about the weather.
We want to be honest.
