10: The Normal (Gaussian) Distribution

10: The Normal

(Gaussian) Distribution

Lisa Yan

April 27, 2020

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Quick slide reference

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Normal RV

10a_normal

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Normal RV: Properties

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Normal RV: Computing probability

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Exercises

10b_normal_props

10c_normal_prob

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Lisa Yan, CS109, 2020

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10a_normal

Normal RV

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Today¡¯s the Big Day

Today

Lisa Yan, CS109, 2020

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Normal Random Variable

def An Normal random variable ? is defined as follows:

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?~?(?, ? )

Support: ?¡Þ, ¡Þ

? ? =

PDF

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Expectation

? 2?

? ? =?

Variance

Var ? = ? 2

2 /2? 2

?

???

?

mean

variance

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?~?(?, ? )

Lisa Yan, CS109, 2020

? ?

Other names: Gaussian random variable

?

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