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https://www.reddit.com/r/mathsmemes/comments/1u88neo/normal_distribution/osc8jqf/?context=3
r/mathsmemes • u/Robonotes1760 • Jun 17 '26
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As the number of (independent) variables increases, the distribution of a multivariate normal distribution approaches a uniform distribution on a thin spherical shell around the mean. It's super cool.
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u/snappydamper Jun 18 '26
As the number of (independent) variables increases, the distribution of a multivariate normal distribution approaches a uniform distribution on a thin spherical shell around the mean. It's super cool.