Non-Gaussianity

Non-Gaussianity refers to the deviation of a probability distribution from a Gaussian (normal) distribution. In a Gaussian distribution, data is symmetrically distributed around the mean, with most values clustering around the center and fewer values appearing as you move farther from the mean. The characteristics of a Gaussian distribution can be completely described by its mean and variance. When data exhibits non-Gaussianity, it means that its distribution does not follow this normal pattern.