Gaussian distribution in anomoly detection

Course Q&A Machine Learning Specialization Unsupervised Learning, Recommenders, Reinforcement
4

I am not completely sure about the formula you wrote above. But I assume that you mean this one:

{isplaystyle {rac {1}{igma {qrt {2i }}}}e^{-{rac {1}{2}}eft({rac {x-u }{igma }}ight)^{2}}}

It specifies the PDF of the popular (bell-shaped) normal distribution, also called Gaussian distribution, using the standard deviation σ and the mean μ.

(source)

see also this thread.

Please let me know if anything is open from your end, @Numair.

Best
Christian

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