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Interactive Main and Variance

Michael Jacobsen
This article tries to explain multiple concepts from statistics using a small Javascript illustration of the correlation of two variables. The normal distribution in one dimension is described by the probability distribution $$ f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}} $$ where \( \mu \) is the mean and \( \sigma \) is the standard deviation. While the mean is easily understood, the standard deviation measures how spread out the distribution is. A large \( \sigma \) implies that numbers further from the mean are more likely.