# Tagged Questions

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

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### Multi sample chi-square distribution

I have a question from my assignment. For a total of 150 households selected randomly from 3 cities -- A, B and C -- of 50 each, the sample mean and covariance matrices are as below: For A, ...
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### concentration of maximum of gaussians

Let $X=(X_1,\ldots,X_n)$, where $X_i \sim N(0,1)$ are iid. I'm looking for a result (and a proof outline) on the concentration of the max abs value of these Gaussians, $\|X\|_\infty$. That is, some ...
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### How to calculate the best step for a prices range of multiple products' prices?

Assume that I have N products with thier prices. ${P1, P2, P3, ..., Pn}$. I have the maximum price $Pmax$ and the minimum price $Pmin$ . I want to calculate the best steps to quantize this interval ...
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### Why does |z| > 0,35 give an answer for the middle of the standard Normal model, instead of the tails?

I have a question in a textbook. It reads like: Assuming a standard Normal model, what is the probability for each of the following cases? And the case is: |z| > 0,35 So I took this to ...
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### Variance of the product of random vector $Z\cdot Z^T$

Suppose that $Z$ is $n\times 1$ random vector following multivariate normal distribution with mean $\mu$ and covariance matrix $\Sigma$. Any ideas to find $Var(Z\cdot Z^T)$? It seems that it is very ...
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### Numbers not distributed evenly

We have a large (2000+) set of numbers that we are assigning grades to. This is the logic But no matter how many different data sets I use, grades fall into A, C, or F, i.e. I understand that ...
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### Expected maximum absolute value of $n$ iid standard Gaussians?

I have a problem where my errors are normally distributed and I want to know what the expected maximum error is if I repeat the process $n$ times. What is the smallest constant $C$ such that the ...
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### Distinguish Normal Distribution, Gaussian Distribution and Normalised Gaussian Distribution?

As I understood it, the 'normal distribution' is $$\frac{1}{\sqrt{2\pi}}\exp\left(\frac{-(x-\mu)^2}{2{\sigma}^2}\right)$$ Now according to this the 'normal probability density function' is ...
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### Finding reasonable values for the parameters µ, σ in a linear regression model?

Hey guys I have the following linear regression model $y = 0.265x + 2.676$ and I am asked to make it stochastic my adding some random noise variable in the form $N (µ, σ): y = α × x + β + θ$. How can ...