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st: RE: Why many things have Normal distribution
From
Nickolas Lyell <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Why many things have Normal distribution
Date
Thu, 29 Aug 2013 15:14:42 -0400
Just for fun, perhaps nature doesn't conform to normal distributions as much as we like to think, but it happens to be our best bet, when we don't have a justification for another type of distribution (a little contradiction there, I suppose)
Poincare quotes a conversation with Gabriel Lippmann in Calcul des probabilités (1912):
"It is extremely convenient to assume that errors are distributed normally, but there exists little justification for this assumption... Poincare is said to have claimed that 'everyone believes in the [Gaussian] law of errors, the experimenters because they think it is a mathematical theorem, the mathematicians because they think it is an empirical fact.'
Here's how Gauss did it.
When we seek the best value to give to z, we have no alternative but to take the average of x1, x2, ..., xn in the absence of any considerations that would justify a choice. Therefore the law of errors fits this mode of operation. Gauss looks for what should be the most likely value of phi, the mean value."
Also see this: http://boards.straightdope.com/sdmb/showpost.php?s=02bbc57d769570e674f97457b9259643&p=14057198&postcount=34
(I hope that doesn't break statalist rules)
I'm not a statistician, but enjoyed the question.
----
Nicholas Lyell
Research Associate
National Association of Counties | NACo
[email protected] | 202.661.8820
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Marcos Vinicius
Sent: Thursday, August 29, 2013 2:28 PM
To: STATA LIST
Subject: st: Why many things have Normal distribution
hello,
Yesterday someone asked me a philosophical question :Why many things have Normal distribution ( or at least approximately)?
My answer: It is a type of symmetry we observe in nature.. maybe a String Theory specialist may have a technical answer.
How do you answer that question?
CLT maybe ?
Regards,
Vinicius
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