
126 Handbook of Differential Entropy
FIGURE 4.37
Probability density functions for the normal distribution.
Probability density: p(x) =
1
σ
√
2π
e
−
1
2σ
2
(x−µ)
2
Range: −∞ < x < ∞
Parameters: −∞ < µ < ∞; σ > 0
Mean: µ
Variance: σ
2
r
th
moment about the mean: =
(
0 : r odd
σ
r
r!
2
r/2
(r/2)!
: r even
r
th
moment about the origin: µ
r
+
r
P
k=2
k even
r
k
µ
r−k
σ
k
k!
2
k/2
(k/2)!
Mode: µ