Interface of normal distribution - notice about convention

[gustawdaniel]

In this package Normal distribution have two parameters: mean and variance. But in many mathematical programs there is mean and standard derivation used. Examples:

• Matlab

https://www.mathworks.com/help/stats/prob.normaldistribution.html

Parameters: mu, sigma

• Mathematica

https://reference.wolfram.com/language/ref/NormalDistribution.html

Parameters: [μ,σ]

• R

https://www.tutorialspoint.com/r/r_normal_distribution.htm

Parameters [x, mean, sd]

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What we should do now? It is breaking change, so I propose to not change nothing now in this package but:

• change interface of Normal from (mean, variance) to (mean, sigma) in next major breaking release and type it in migration documentation
• now describe it in more visible manner. Because of In my opinion it is default approach that Normal dist should have (mean, sigma) as parameters and it should be marked more bold.