A pretty reason why Gaussian + Gaussian = Gaussian

A visual trick to compute the sum of two normally distributed variables. For the technically curious who want to go deeper, here's a proof of the central limit theorem using Moment generating functions: And here's a nice discussion of methods using entropy: Relevant previous videos Central limit...

Intermediate - 13 min - AI & Data - 3Blue1Brown

The full course: Learn Math for ML free

What you'll need

Books

  1. Mathematics for Machine Learning by Marc Peter Deisenroth - View on Amazon
  2. Naked Statistics by Charles J. Wheelan - View on Amazon
  3. Practical Statistics for Data Scientists by Peter Bruce - View on Amazon
  4. The Art of Statistics by David Spiegelhalter - View on Amazon
  5. The Elements of Statistical Learning by Trevor Hastie - View on Amazon

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