Questions on the Gaussian, or normal probability distribution, which may include multi-dimensional normal distribution.

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Characteristics of a Gaussian on a logarithmic scale?

I have data modelled to be Gaussian-distributed, and then displayed on a logarithmic scale and like to know some properties of the displayed data. Effektively, I ignore that a Gaussian $X$ (with ...
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14 views

Confidence Itervals; $Z_{\alpha}$ & $Z_{\alpha/2}$

I'm confused about what exactly $Z_{\alpha}$ is, does there exist a formula for it in terms of $\alpha$? IF so, is there also one for $Z_{\alpha/2}$?
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31 views

get data to draw a gauss curve

I would like to know how to get some data from a normal distribution to draw its gauss curve. I have the standard deviation, the average and the x, but I don't know how to get some points to draw the ...
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1answer
36 views

How to solve $P(X=a) = P(X=b)$

A random variable X is normally distributed with $\mu = 60$ and $\sigma$ = 3. What is the value of 2 numbers a,b so that $P(X=a) = P(X=b)$. The solution is $a = 60$ and $b = 65$. However, I do not ...
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56 views

Find $f$ and $g$ such that $\Phi(x)f(y)=g(x+y)$

Let $\Phi: \mathbb{R} \to [0,1]$ define the standard normal cdf function. I am trying to find some functions $f$ and $g$ -- if they exist -- such that $$\Phi(x)f(y)=g(x+y)$$ for all $(x,y)\in ...
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1answer
17 views

Combining answers from a group, what proportion would I expect to reject the null hypothesis?

The scenario is that a group of $n$ people carry out this same experiment. Each person generates 11 random numbers based on the normal distribution $\mu=2.7$ and $\sigma=0.6$. Each person must then ...
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59 views

chi squared distribution of independent normal distributions that are not standard normal

I've been working on the following problem. I'm a bit confused about some of the specifics of how to arrive at the correct answer. I hope someone here could point me in the right direction: A dart ...
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24 views

Estimating parameters of a linear model

Suppose there is $n$ data points $(x_i,y_i)$ and $i=1,...,n$, sampled from a line in 2D modelled by $y = m_n x + b_n$ where $m_n \sim \mathcal{N}(0,\sigma^2_m)$ and $b_n \sim ...
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1answer
55 views

From normal to normal standard distribution + a bonus Q

I am failing to see where the $\sigma$ is going in the below. Given that normal distribution's pdf is: $$p(x) = \frac{1}{\sigma \sqrt{2 \pi}}\exp \left( -\frac{(x-\mu)^2}{2 \sigma^2} \right)$$ and ...
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29 views

Is Z in standardized normal distribution always positive?

The question asks me to find the mean, given that: $\sigma$ is $0.8$ when not standardized 96% is over 40 I worked out that $Z = -1.75$ in this case, which then would lead me to $$Z = ...
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1answer
69 views

Difference between the Error function and Normal distribution function?

I have just started reading about the Error function but Distribution theory is not my strong point. So I apologize in advance for asking really simple questions about it. So the Error function is ...
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1answer
47 views

The ratio of WHAT type of independent random variables is normal?

I know that the ratio of two independent normal random variables is a Cauchy random variable. The ratio of WHAT type of independent random variables is normal?
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1answer
93 views

Can I plot a normal probability distribution given the number of trials, average, minimum, maximum, and standard deviation?

I have the information about processing timing of db transactions. I was wondering if the info I have is sufficient to plot a normal probability distribution graph. Data available: 560000 hits ...
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46 views

Using Normal Distributions to find Proportion

The height of a randomly selected woman from a population is normal with $\mu=165cm$ and $\sigma=7cm$. The heights f the men in this population are normal with $\mu=178cm$ and $\sigma = 8cm$. I am ...
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36 views

What's $r$ going to be when you get the summation of $36$ Geometric $X_i$'s

Let $X_1,X_2,\ldots,X_{36}$ be a random sample of size $n=36$ from the geometric distribution with the p.d.f: $$f(x) = \left(\frac{1}{4}\right)^{x-1} \left(\frac{3}{4}\right), x = 0,1,2,\ldots$$ Now ...
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54 views

Normal distribution with sample

I'm trying to figure out the best approach to this problem. I would assume that I can use the Central Limit theorem first and then a binomial cdf: Chocolate is packaged into jars using a computerized ...
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66 views

How to I use the standard normal table to get the following Z value?

So I am given that $P(X \le 31.5) = 0.05$ and according to the textbook, after standardizing and using the standard normal table we get $$(31.5 - \text{mean})/(\text{standard deviation}) = ...
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104 views

Ratio of CDF to PDF increasing?

Let $\Phi(x)$ be a cumulative normal distribution function and $\phi(x)$ the associated probability density function. Is the ratio $\frac{\Phi(x)}{\phi(x)}$ increasing in x? Numerically it seems to ...
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1answer
22 views

Normal approximation to Binomial probability distribution

Where did this 0.5 come from? I understand we are using Z-score but in my calculations I basically omit the 0.5 to get a probability of .9616.
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48 views

How should I interpret this notation?

I am reading some lecture notes and I'm not sure how to interpret this: $$ b_j(x)=p(x\mid s_j)=N(x;\mu,\sigma^2)$$ It is clear from the context that $N$ refers to normal distribution, but what exactly ...
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37 views

Teasing apart an explanation of the Central Limit Theorem

I'm looking at the central limit theorem, and cannot see in the explanation given to me how the average of identical distributions results in the normal distribution. I am told to consider a sequence ...
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74 views

PDF of $Z=\frac{X^2+Y^2}{2}$ where $X\sim N(0,1)$ and $Y\sim N(0,1)$

Say $X \sim N(0,1)$ and $Y\sim N(0,1)$ are independent random variables. So: $f_X(x) = \frac{1}{\sqrt{2\pi}}e^{\frac{-1}{2}x^2}$ and $f_Y(y) = \frac{1}{\sqrt{2\pi}}e^{\frac{-1}{2}y^2}$. Now I am ...
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1answer
48 views

Conditional density, bivariate normal

Let $Z=X+Y$ where $X \sim N(\mu,\sigma^2)$ and $Y \sim N(0,1)$ are independent. What is the conditional density of X given Z, $f_{X|Z}(x|z)$? I already found that ...
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73 views

grading on a curve using normal distribution

suppose we have a grade list: $ \text{grades}=\{2,3,5,7,8,10,9,9.75,8,0,11,10,10,3,5.25,13,14,20,18,9\}; $ which mean equals to 8.75 and Standard deviation is 5.06471. we want to improve the grade ...
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29 views

Formula to get mean and standard deviation of this multi-variable equation

$$ \binom n x \times\left(\frac1r\right)^x\times\left(\frac{r-1}r\right)^{n-x} $$ If you have $n$ boxes and have a $\frac1r$ chance to fill each one, this equation returns the chance that you fill ...
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1answer
91 views

Calculating probability of a normal distribution, not getting correct answer

I'm doing a homework assignment and having some trouble matching the correct answers from my professor. As a reference, I'm calculating these answers using R. The question is as follows: Assuming ...
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1answer
71 views

Integral of multplication of normal pdf and Rayleigh pdf distribution

I need to calculate following definite integral $$\frac{1}{2\pi }\int_0^\infty \frac{x^2 e^{-x^2/\sigma^2 } }{\sigma} \frac{e^{-\frac{\lambda}{{ax^2+b}}}}{\sqrt{ax^2+b}} ~~dx$$ It is actually ...
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1answer
70 views

Finding expected value of $|X_1+X_2|$, given that the two roots $X_1, X_2$ of $X^2 + 2BX + 1 =0 $ are real

$X^2 + 2BX + 1 =0 $ The random variable B is normally distrubuted with mean zero and unit variance. Given that the two roots $X_1, X_2$ are real, find, giving your answers to three s.f. the ...
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123 views

Gaussian distribution raised to a power

Given that $X$ follows a Gaussian distribution $e^{-x^2/2\sigma^2}$, what distribution is followed by $X^{1/3}$? How does one start to solve this problem? I guess it isn't ...
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1answer
35 views

Solving for an unknown $\mu$ in a probability problem involving normal random variables.

(a): $P[X < 355] = P[Z < \frac{355 - 360}{4}] = P[Z < -1.25] = 1 - \Phi[1.25] = .1056$. Part (a) is simple, but I included it because I was not sure if I should somehow use it to solve ...
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59 views

Determine $A$ such that $Q=X'AX$ has chi-squared distribution.

Let $\boldsymbol X\sim N_n(\boldsymbol\mu,\boldsymbol\Sigma)$, where $\boldsymbol\Sigma$ positive-definite. I am trying to determine, in general, what form $\boldsymbol A$ (one example is ...
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107 views

Proving completeness of the average of a random normal sample

Suppose that $n$ is a fixed positive integer and $\theta$ is a parameter belonging to $\Theta=\mathbb{R}$. Suppose that we are given that $Y_1,\ldots,Y_n$ are i.i.d. $N(\theta,1)$. I'm trying to show ...
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1answer
180 views

How to derive the expected value of even powers of a standard normal random variable?

I am trying to prove that, for a standard normal random variable $Z \sim N(0,1)$, ${\mathbb E}[z^n]=n!!$ for even values of $n$. What I'm doing is integrating the p.d.f. of $Z$ which is ...
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1answer
43 views

$P(X=c)=0$ for normally distributed $X$?

Let $X$ be norm $(a, b)$-distributed and let $c$ be some real number. Does this imply $P(X=c)=0$? What if $b=0$?
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1answer
490 views

What does rotational invariance mean in statistics?

What does rotational invariance mean in statistics? The property that the normal distribution satisfies for independent normal distributed $X_i$, $\Sigma_i X_i$ is also normal with variance $\Sigma_i ...
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66 views

Characteristic function of a square of normally distributed RV

Let's assume that $ X \sim \mathcal{N}(0,1) $. I'm supposed to compute the characteristic function of $ X^2 $. As far as I got is that the density of $ X^2 $ is $ g(y) = \frac{1}{2\sqrt{2\pi}} ...
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38 views

statistics z score

I'm curious what the phrase "on average" means. Here is an example: On average, 30% were further than ___ kilometers away when they had their accident. Is $30\%$ a $z$-score or is it a mean? ...
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187 views

Solving integral related to second moment of normal distribution restricted to interval. CAS answer acceptable

Let $f(x)=\frac{1}{\sigma\sqrt{2\pi}}\, e^{-\frac{(x - \mu)^2}{2 \sigma^2}}$, the pdf of the 1-dimensional normal distribution. Is it possible to compute $\int_{-a}^a x^2 ...
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89 views

What is the expected value of a standard normal random variable given value is positive?

Am not sure if I'm wording this correctly. But say we take huge sample of standard normal random variables. Then we separate out positive values. What would be average of the positive values ? What ...
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1answer
99 views

Calculation of the $n$-th moment of the normal distribution

I need some advice on a question, maybe someone can give me a hint. Let $X \in N(0,\sigma^2)$, show that $E[X^{2n+1}] = 0$ for $n = 0,1,2,\ldots$, and that $E[X^{2n}]= [(2n)!/2^nn!]\cdot ...
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1answer
68 views

if $X,Y$ i.i.d $\mathcal{N}(0,1)$, then $X+Y$ is independent of $X-Y$

I found on another thread* that if $(X+Y)$ is independent $(X-Y)$, and if $X,Y$ are i.i.d., then $X,Y$ are $\mathcal{N}(0,1)$ distributed. Is also the opposite true? Being $X,Y$ i.i.d ...
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1answer
78 views

Conditional probability with a normal distribution

Given that Y and L are normally distributed, the expectation of L given Y is $\mu (Y)$ and the variance of L given Y is $\sigma ^2 (Y)$, why is the conditional probability $P(L > x| Y) = \Phi ...
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1answer
65 views

Space of Gaussian Functions is Closed in $L^2$

Let $\Omega, \mu$ be a probability space. A measurable function $f: \Omega \rightarrow \mathbb{R}$ is called Gaussian if $$\mu (f^{-1}(A))=\frac{1}{\sigma \sqrt{2\pi }}\int_Ae^{-x^2/2\sigma ^2} dx$$ ...
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89 views

How to fill in these steps to evaluate this Gaussian integral?

As a part of a much bigger problem, I came across this integral $$\int_{-\infty}^{\infty}\ln(|x|)\frac{1}{\sigma \sqrt{2\pi}}e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^2}dx$$ which represents ...
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405 views

Why is this multivariate $3\sigma$ ellipse rotated?

While reading this answer, I clicked on the provided link to this Wikipedia page. The main article image shows the PDF of a 2D multivariate normally distributed system: In the image, the $3\sigma$ ...
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707 views

Sum of two truncated gaussian

What is the CDF and the PDF (or approximation) of the sum of two truncated gaussian $X = TN_x(\mu_x,\sigma_x;a_x,b_x)$ and $Y = TN_y(\mu_y,\sigma_y;a_y,b_y)$ ? where $TN(\mu,\sigma;a,b)$ is a ...
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38 views

How to get a Gaussian curve fitting a given range of values?

I was trying to find a way to make a gaussian function out of a range of values: $1\ 2\ 3\ 4\ 5\ 6\ 7\ 8\ 9\ 10\ 11\ 12\ 13\ 14\ 15\ 16$ I want the mean to be the most probable value, $8$ and the ...
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1answer
374 views

Convergence in probability of iid normal random variables

Let $X_1, X_2,\ldots$ be a sequence of iid normal random variables with zero mean and unit variance. I read the following as a trivial example: (1) $X_n \to X_1$ in law, (2) $X_n \not\to X_1$ in ...
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1answer
61 views

The probability that a joint distribution is less than a certain value, given the correlation coefficient.

For this problem, we are told that $X$ and $Y$ are jointly normally distributed variables, both being standard normal. We're given their correlation coefficient. So, how do I get from there to finding ...
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69 views

Mean and variance: Gaussian is the most conservative assumption

"given only the mean and variance of a distribution, the most conservative assumption that can be made about the distribution is that it is a Gaussian having the given mean and variance" I've read ...