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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        //
+///////////////////////////////////////////////////////////////////////////
+
+#ifndef GAUSSIAN_H
+#define GAUSSIAN_H
+
+#include "misc.h"
+
+class Gaussian {
+  int _nb_samples;
+  scalar_t _sum, _sum_sq;
+public:
+  Gaussian();
+  void add_sample(scalar_t x);
+  scalar_t expectation();
+  scalar_t variance();
+  scalar_t standard_deviation();
+};
+
+#endif