A random variable uniformly distributed between a and b, where a < b, has a probability density function (PDF) given by
The mean is given by
and the variance is given by
The Gaussian distribution is ubiquitous throughout science and engineering. The Gaussain distribution is also called the normal distribution. A Gaussian random variable has a PDF given by
where μ is the mean and a2 is the variance. For zero mean and unity variance, the ...