The applet below illustrates the one-dimensional normal distribution case where the variance is assumed to be known.

- Start by generating samples on the left plane. This can be done automatically by choosing the number of samples and then clicking on "Generate" button, or manually by clicking at the desired location just above the horizontal axis.
- In the automatic mode, the mean is selected randomly according to the prior distribution which may also be adjusted.
- The estimated probability distributions will be shown on the right plane. You may select between viewing the estimation of the distribution according to which the samples were drawn, and the estimated density function of the mean (that is p(mean|Samples)).
- Besides graphical representation, the estimated mean and variance will also be shown below the output plane.
- Any time you may click on "Clear" button and start from the beginning.
- If you have comments, bug reports, or just need the source files, feel free to contact me.