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In this video, I'll derive the formula for the normal/Gaussian distribution. This argument is adapted from the work of the astronomer John Herschel in 1850 and the physicist James Clerk Maxwell in 1860.
A similar argument is presented in this video: • Normal distribution's ...
References / Further Reading:
1. The Evolution of the Normal Distribution: www.ww.ingeniousmathstat.org/s...
2. The Central Gaussian, or Normal, Distribution: www-biba.inrialpes.fr/Jaynes/c...
3. J.C. Maxwell "Illustrations of the Dynamical Theory of Gases" (p. 152-154): hermes.ffn.ub.es/luisnavarro/n...
4. en.wikipedia.org/wiki/Gaussia...
5. en.wikipedia.org/wiki/Functio...
Erratum:
32:35 - the left-hand side should be positive, not negative.