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7.4 Normal Distribution: 𝒩(μ,σ2) (non-examinable)

A random variable X has a normal distribution, also known as a Gaussian distribution, with parameters μ and σ2 if its pdf is given by

fX(x)=12πσ2exp{-(x-μ)22σ2}

for x.

This is the most commonly used random variable, cropping up all over the place, for good theoretical reasons. However it will be studied in MATH104, alongside its uses in statistics.