code: def first_order_score(y, mean, scale, shape, skewness):
          
          return (y-mean)/np.power(scale,2)
docs: GAS Normal Update term using gradient only - native Python function
  
          Parameters
          ----------
          y : float
              datapoint for the time series
  
          mean : float
              location parameter for the Normal distribution
  
          scale : float
              scale parameter for the Normal distribution
  
          shape : float
              tail thickness parameter for the Normal distribution
  
          skewness : float
              skewness parameter for the Normal distribution
  
          Returns
          ----------
          - Score of the Normal family