Aim of the experiment

The aim of the experiment is to explore and understand 1D and 2D Gaussian Random Variables and learn some of their important properties. Specifically, the experiment aims to:

1. Help Understand the meaning of mean and variance of Gaussian RVs visually:

   • How the mean signifies the peak and the variance signifies the width of a gaussian RV
   • How changing mean and variance leads to change in shape of distribution

2. Understand the statistical properties of a Gaussign RV:

   • Understand how most of the Gaussian RVs PDF lies around the mean
   • Validate the same by simulating Gaussian Random Variable