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diff --git a/gaussian.cc b/gaussian.cc
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+
+///////////////////////////////////////////////////////////////////////////
+// This program is free software: you can redistribute it and/or modify  //
+// it under the terms of the version 3 of the GNU General Public License //
+// as published by the Free Software Foundation.                         //
+//                                                                       //
+// This program is distributed in the hope that it will be useful, but   //
+// WITHOUT ANY WARRANTY; without even the implied warranty of            //
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU      //
+// General Public License for more details.                              //
+//                                                                       //
+// You should have received a copy of the GNU General Public License     //
+// along with this program. If not, see <http://www.gnu.org/licenses/>.  //
+//                                                                       //
+// Written by Francois Fleuret, (C) IDIAP                                //
+// Contact <francois.fleuret@idiap.ch> for comments & bug reports        //
+///////////////////////////////////////////////////////////////////////////
+
+#include "gaussian.h"
+
+Gaussian::Gaussian() {
+  _nb_samples = 0;
+  _sum = 0.0;
+  _sum_sq = 0.0;
+}
+
+void Gaussian::add_sample(scalar_t x) {
+  _nb_samples++;
+  _sum += x;
+  _sum_sq += x * x;
+}
+
+scalar_t Gaussian::expectation() {
+  return _sum / scalar_t(_nb_samples);
+}
+
+scalar_t Gaussian::variance() {
+  scalar_t e = _sum / scalar_t(_nb_samples);
+  return (_sum_sq - _sum * e) / scalar_t(_nb_samples - 1);
+}
+
+scalar_t Gaussian::standard_deviation() {
+  return sqrt(variance());
+}
+