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I know what a normal distribution is. It is also called Gaussian distribution, the probability density function is

${\displaystyle f(x\mid \mu ,\sigma ^{2})={\frac {1}{\sigma }}\varphi \left({\frac {x-\mu }{\sigma }}\right).} $

where, ${\displaystyle \varphi (x)={\frac {1}{\sqrt {2\pi }}}e^{-{\frac {1}{2}}x^{2}}}$

I also know what a norm is. In linear algebra, a norm is a function that assigns a strictly positive length or size to each vector in a vector space—except for the zero vector.

I am just curious, is there some kind of connection between "norm" and "normal", consider these 2 terms are similar on spelling.

whnlp
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  • I doubt it. They share a common French root word, but mathematically unrelated. See here: https://math.stackexchange.com/a/465425/ – Theo Bendit Sep 17 '19 at 02:25
  • See also this: https://onlinegate.wordpress.com/misc-stuff/why-normal-distribution-called-normal/ – Qi Zhu Sep 17 '19 at 02:59

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