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Diff — Standard deviation

Revision #2387 → #3073 · back to history

modifiedCentral limit theorem45e5eaedb4a9
FieldFrom #2387To #3073
noteNo central limit theorem declaration was found in Mathlib.Mathlib has the strong law of large numbers but no CLT statement; only `MeasureTheory.TendstoInDistribution` infrastructure exists.
modifiedNormal cumulative distribution function58ccf51c3d9d
FieldFrom #2387To #3073
mathlib.declProbabilityTheory.gaussianReal
mathlib.match_kindgeneralization
mathlib.moduleMathlib.Probability.Distributions.Gaussian.Real
noteMathlib does not define the normal distribution or its CDF; `Real.erf`/the error function is also not present.The Gaussian measure `gaussianReal` and general `ProbabilityTheory.cdf` are defined, so the normal CDF can be obtained as their composition, but there is no dedicated `normalCDF` declaration.
statusnot_formalizedpartial
addedMahalanobis distancea62b8af34c9e
addedCovariance matrix45c7f8e8bf35
addedVariance of independent sum equals sum of variances156111e3f450