Gaussian samples – Part (1)

* Technically, PDF, and CDF are functions that transform one variable to another, while density and cumulative probability are outputs of these functions respectively. However, the word PDF is often used interchangeably with density and CDF with cumulative probability.

Relationship between Gaussian PDF, CDF, and generated samples

Knowing what the PDF (density) and the CDF (cumulative probability / left-side area) are, we observe some interesting relationships between them. More specifically, the higher the density at some point 

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