Home page for accesible maths 7 Models for continuous random variables

Style control - access keys in brackets

Font (2 3) - + Letter spacing (4 5) - + Word spacing (6 7) - + Line spacing (8 9) - +

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)=12⁢π⁢σ2⁢exp⁡{-(x-μ)22⁢σ2}

for x∈ℝ.

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.