{ "id": "2108.00272", "version": "v1", "published": "2021-07-31T15:52:40.000Z", "updated": "2021-07-31T15:52:40.000Z", "title": "On some generalization of the normal distribution", "authors": [ "Krzysztof Zajkowski" ], "comment": "7 pages, 1 figure", "categories": [ "math.PR" ], "abstract": "In this paper we propose some new generalization of the normal distribution. We will call it the $\\alpha$- normal (Gaussian) distribution. For $\\alpha=2$ it becomes the standard normal distribution. We show expression for moments and the differential entropy. We also calculate the (exponential) Orlicz norm of the standard $\\alpha$-normal random variables.", "revisions": [ { "version": "v1", "updated": "2021-07-31T15:52:40.000Z" } ], "analyses": { "subjects": [ "60E05", "46E30" ], "keywords": [ "generalization", "standard normal distribution", "normal random variables", "differential entropy", "orlicz norm" ], "note": { "typesetting": "TeX", "pages": 7, "language": "en", "license": "arXiv", "status": "editable" } } }