September 2012
Intermediate to advanced
486 pages
10h 41m
English
A.1 Normal distribution
X is normal with mean θ and variance
, denoted
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if it has density
![]()
The mean and variance are
![]()
Because the distribution is symmetrical and unimodal, the median and mode both equal the mean, that is,
![]()
If
and
, that is,
, X is said to have a standard normal distribution