Statistics & Probability / Gaussian Distribution & erf
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LABORATORY 15 · STATISTICS & PROBABILITY

Continuous Gaussian Distribution, Z-Scores, and Error Function Numerical Integration

Investigate the continuous normal distribution, standardize observations using z-scores, evaluate the Gauss error function erf(z) via numerical integration, and determine the Full Width at Half Maximum (FWHM) proportionality factor. Explore interactive statistical sampling, probability models, and empirical regression.

SAMPLE · INFER · CONVERGE

Your virtual statistics laboratory.

FULL WIDTH AT HALF MAXIMUM (FWHM)—
SAMPLING TELEMETRY

Ready to sample with Std Dev σ = 1.0.

1.0 σ
Mean centered at μ = 0.0

Adjust Std Dev σ, then execute statistical trial.

Probabilistic samples are evaluated rigorously using 64-bit IEEE 754 precision. Residuals reflect ordinary least-squares regression across successive observations. Continuous data structures support high-fidelity empirical probability functions.

Statistical assumptions and distribution limits

Real physical measurements have bounded support, whereas the mathematical Gaussian distribution has infinite tails. The empirical regression of Full Width at Half Maximum against standard deviation σ yields a gradient of m = 2.3550, confirming the theoretical factor 2√(2 ln 2) with R² = 1.000000.

Statistical tools & sampling modules.

Box-Muller Normal Generator

Transforms pairs of independent uniform variates into exact standard normal variates using polar Box-Muller trigonometric equations.

Standardized Z-Score Normalizer

Applies affine scaling z = (x - μ)/σ to map arbitrary normal observations onto the standard normal domain N(0, 1).

Gauss Error Function Integrator

Evaluates erf(z) = (2/√π) ∫_0^z e^(-t^2) dt using high-order adaptive Gauss-Legendre quadrature.

Gaussian Peak Profile Analyzer

Measures the peak amplitude f(μ) = 1/(σ√(2π)) and evaluates half-maximum inflection coordinates.

Empirical Rule Cumulative Auditor

Computes cumulative probability mass within 1σ (68.27%), 2σ (95.45%), and 3σ (99.73%) intervals.

FWHM Proportionality Regression Engine

Performs linear regression of peak width FWHM versus σ to verify the theoretical factor 2√(2 ln 2) ≈ 2.35482.

FOLLOW THE METHOD

A reason behind every step.

Investigate the continuous normal distribution, standardize observations using z-scores, evaluate the Gauss error function erf(z) via numerical integration, and determine the Full Width at Half Maximum (FWHM) proportionality factor. Standardized parameter settings: 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 σ.

01

Initialize Normal Parameters and Density Grid

Set mean μ = 0.0 and initial standard deviation σ = 1.0. Generate a high-resolution grid of 2,000 points spanning x ∈ [-5σ, +5σ] to map the probability density function.

02

Execute Box-Muller Stochastic Sampling

Draw 50,000 independent normal variates via the Box-Muller algorithm: Z_0 = √(-2 ln U_1) cos(2π U_2). Verify sample mean and variance convergence.

03

Evaluate the Gauss Error Function and Normal CDF

Compute cumulative normal probabilities Φ(z) = (1/2)[1 + erf(z/√2)] across z ∈ {1.0, 2.0, 3.0}, verifying compliance with the 68-95-99.7% empirical rule.

04

Measure the Full Width at Half Maximum (FWHM)

Locate the peak density amplitude f(0) = 1/(σ√(2π)) and determine the two horizontal coordinates where f(x) = f(0)/2. Calculate FWHM = x_right - x_left.

05

Step Standard Deviation Across σ = 1.0 to 6.0

Increment the scale parameter across standardized settings σ ∈ {1.0, 2.0, 3.0, 4.0, 5.0, 6.0}, recording the broadening of the density curve and corresponding FWHM values.

06

Conduct Linear Regression on Gaussian FWHM Scaling

Fit a linear regression model y = mx to the coordinate pairs (x = σ, y = FWHM). Confirm that empirical slope m = 2.3550 matches the theoretical value 2√(2 ln 2) = 2.35482.

YOUR NOTEBOOK · 0 OBSERVATIONS

Turn measurements into empirical insight.

See a complete example report ↗

Points are your recorded observations. The solid regression line validates Gaussian Distribution & erf mathematical scaling.

LINEAR REGRESSION FIT · y = mx + b
y = 2.3550 · x
#Standard Deviation Scale σ (σ)Full Width at Half Maximum (FWHM) (FWHM)Standard Deviation σFull Width at Half Maximum (FWHM)Remove

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CHECK YOUR UNDERSTANDING

Explain what the statistical metrics mean.

What is the exact theoretical ratio between the Full Width at Half Maximum (FWHM) and standard deviation σ for a normal distribution?

At which points do the inflection points of the normal probability density curve occur?

How is the standard normal cumulative distribution function Φ(z) expressed in terms of the error function erf?

What percentage of observations lie within 2 standard deviations (μ ± 2σ) of the mean in a Gaussian distribution?