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Card 3 / 5:
Normal Distribution
A continuous random variable (RV) with pdf f(x) = 1 σ 2π e − ( x − μ ) 2 / 2σ 2 , where μ is the mean of the distribution and σ is the standard deviation. Notation: X ~ N μ σ . If μ = 0 and σ = 1 , the RV is called the standard normal distribution .
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