normal_approx: Moment-Matching Normal Approximation

In algebraic.dist: Algebra over Probability Distributions

Moment-Matching Normal Approximation

Description

Constructs a normal (or multivariate normal) distribution that matches the mean and variance-covariance of the input distribution. This is useful as a quick Gaussian approximation for any distribution whose first two moments are available.

Usage

normal_approx(x)

Arguments

x	A dist object to approximate.

Value

A normal distribution (for univariate inputs) or an mvn distribution (for multivariate inputs) with the same mean and variance-covariance as x.

Examples

# Approximate a Gamma(5, 2) with a normal
g <- gamma_dist(shape = 5, rate = 2)
n <- normal_approx(g)
mean(n)
vcov(n)

algebraic.dist documentation built on Feb. 27, 2026, 5:06 p.m.