Statistics, Statistical Analysis, Normal Distribution, Central Limit Theorem, Cdf.
scale=sigma) # The squared error between y and f e = (y - f) ** 2 # Add it to the mse mse += e # Divide by R to get the average mse mse /= R print(mse) The output is: 0.00011394872683125864 This means that there is a small error between the normal approximation and the empirical distribution. The