10: The Normal (Gaussian) Distribution
10: The Normal
(Gaussian) Distribution
Lisa Yan
April 27, 2020
1
Quick slide reference
3
Normal RV
10a_normal
15
Normal RV: Properties
21
Normal RV: Computing probability
30
Exercises
10b_normal_props
10c_normal_prob
LIVE
Lisa Yan, CS109, 2020
2
10a_normal
Normal RV
3
Today¡¯s the Big Day
Today
Lisa Yan, CS109, 2020
4
Normal Random Variable
def An Normal random variable ? is defined as follows:
2
?~?(?, ? )
Support: ?¡̃, ¡̃
? ? =
PDF
1
Expectation
? 2?
? ? =?
Variance
Var ? = ? 2
2 /2? 2
?
???
?
mean
variance
2
?~?(?, ? )
Lisa Yan, CS109, 2020
? ?
Other names: Gaussian random variable
?
5
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