[R] [OT] "normal" (as in "Guassian")

Ken Knoblauch knoblauch at lyon.inserm.fr
Sun Mar 2 21:54:32 CET 2008


Johannes Hüsing <johannes <at> huesing.name> writes:

> 
> Am 02.03.2008 um 17:44 schrieb Gabor Csardi:
> 
> > I'm not a statistician, but do i remember well that among all
> > distributions with a given mean and variance, the normal distribution
> > has the highest entropy? This is good enough for me to call it
> > "normal"....
> 

> Also, the formula for the standard normal distribution is
> the only one that is its own Fourier transform. So, if we
> assume the same distribution for a momentum and
> a location of a physical object, according to Heisenberg's
> Law it has to be the normal.
> 
It's not the only one.  There is also the comb function, an infinite train of
evenly spaced impulse functions that is its own transform, and then there is
abs(x)^-0.5 and sech(x), but I'm just reading out of the appendix of 
Bracewell, 1978, The Fourier Transformation and Its Applications, McGraw-Hill.

best,

Ken



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