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Normal Distribution¶
f(x)=e−x2/2√2πF(x)=Φ(x)=12+12erf(x√2)G(q)=Φ−1(q)
md=mn=μ=0μ2=1γ1=0γ2=0
h[X]=log(√2πe)≈1.4189385332046727418
Implementation: scipy.stats.norm