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genkuroki/normal dist is a canonical dist.ipynb

Created August 29, 2019 16:39
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normal dist is a canonical dist.ipynb
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"source": "using LinearAlgebra\nusing Plots\ngr(size=(400,250), titlefontsize=10)\n\nrand_unitsphere(n) = let X = randn(n); X/norm(X) end\nsim_normaldist(n) = √(n) * rand_unitsphere(n)\n\nfunction plot_sim_normaldist(n)\n X = sim_normaldist(n)\n histogram(X, norm=true, alpha=0.5, xlim=(-4, 4), label=\"n = $n\", bin=40)\n plot!(x->exp(-x^2/2)/√(2π), -4, 4, lw=2, ls=:dash, label=\"std normal\")\nend\n\nplot_sim_normaldist(2^12)",
"execution_count": 22,
"outputs": [
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},
{
"metadata": {
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},
"cell_type": "code",
"source": "plot_sim_normaldist(2^12)",
"execution_count": 23,
"outputs": [
{
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"cell_type": "code",
"source": "plot_sim_normaldist(2^12)",
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{
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