Statistics[Distributions][Normal] - normal (gaussian) distribution
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Calling Sequence
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Normal(mu, sigma)
NormalDistribution(mu, sigma)
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Parameters
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mu
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distribution mean
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sigma
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-
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scale parameter
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Description
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The normal distribution is a continuous probability distribution with probability density function given by:
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subject to the following conditions:
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The normal variate Normal(mu,sigma) is related to the standardized variate Normal(0,1) by Normal(0,1) ~ (Normal(mu,sigma)-mu)/sigma.
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Note that the Normal command is inert and should be used in combination with the RandomVariable command.
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Examples
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References
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Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
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Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
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Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
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