# Questions tagged [normal-distribution]

This tag is for questions on the Gaussian, or normal probability distribution, which may include multi-dimensional normal distribution. The normal distribution is the most common type of distribution assumed in technical stock market analysis and in other types of statistical analyses.

7,695 questions
Filter by
Sorted by
Tagged with
28 views

### Distribution of two combined ML models

Due to the complexity of the problem, the problem was divided into two models: a stationary model and a model that corrects the stationary model for temporal effects, i.e. $X = X_{stat} + X_{time}$ ...
1 vote
32 views

67 views

### Making a mixture of Gaussians unidentifiable?

Suppose that $A$ is a random variable such that $P(A=\sigma_{1})=P(A=\sigma_{2})=0.5$ for some $0<\sigma_{1}<\sigma_{2}$, and $$X\mid A\sim\mathcal{N}(0,A).$$ In words, the distribution of $X$ ...
37 views

• 21
1 vote
52 views

### Estimate the correlation coefficient of a two-dimentional normal distribution $(X,Y)$, given some samples of $(|X|, |Y|)$

I have two random variables $X,Y$, whose joint distribution is a two-dimensional normal distribution, and the expectations of both $X,Y$ are zero. Let $\rho={\rm cov}(X,Y)$ be their correlation ...
• 193