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Testing and visualizing the argmax of a Gaussian PDF

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gaussian mle

Code for visualizing the log of a Gaussian Probability Density Function, and finding it's mean and standard deviation with a from-scratch implemented maximum likelihood estimator.

The parameterized mu and sigma output from the MLE are verified by computing the sample mean and sample variance in the following forms:





Probabilities displayed for all gaussian distributions.

Where:



If running from command line you can parameterize the initial gaussian that MLE will be run against with -mu, and -sigma.

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Testing and visualizing the argmax of a Gaussian PDF

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