A pretty reason why Gaussian + Gaussian = Gaussian
July 11, 2023
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13:16Now PlayingA pretty reason why Gaussian + Gaussian = Gaussian
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as posted by the channelA visual trick to compute the sum of two normally distributed variables.
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For the technically curious who want to go deeper, here's a proof of the central limit theorem using Moment generating functions:
And here's a nice discussion of methods using entropy:
Relevant previous videos
Central limit theorem
Why π is there, and the Herschel-Maxwell derivation
Convolutions and adding random variables
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Thanks to these viewers for their contributions to translations
German: lprecord, qoheniac
Spanish: Pablo Asenjo Navas-Parejo
Vietnamese: Duy Tran
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These animations are largely made using a custom Python library, manim. See the FAQ comments here:
You can find code for specific videos and projects here:
Music by Vincent Rubinetti.
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