The normal distribution Flashcards
1
Q
How is a normally distributed variable notated?
A
X∼N(µ,σ²), where µ is the mean and σ² is the variance
2
Q
How is the standard normal variable notated?
A
Z
3
Q
How is the standard normal variable distributed?
A
Z∼N(0,1)
4
Q
How is P(Z≤z) notated?
A
ϕ(z)
5
Q
What is P(Z≥z) equal to?
A
1-ϕ(z)
6
Q
What is P(Z≤-z) equal to?
A
1-ϕ(z)
7
Q
What is P(z₁≤Z≤z₂) equal to?
A
ϕ(z₂)-ϕ(z₁)
8
Q
For a variable X∼N(µ,σ²), how can P(X≤x) be calculated?
A
ϕ((x-µ)/σ)
