Commit 2025-05-16 07:16 52e9c62b

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feat: moments of a real Gaussian distribution (#24834)

  • The mean and variance of a gaussianReal µ v are µ and v respectively.
  • All moments of a real Gaussian are finite.
  • The map of a real Gaussian distribution by a linear map L is Gaussian with mean L µ and variance (L 1 ^ 2).toNNReal * v.

Estimated changes