정규확률변수,normal_RV

Difference between r1.3 and the current

@@ -3,7 +3,7 @@

$S_X=(-\infty,+\infty)$
$f_X(x)=\frac{e^{-\frac{(x-m)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma}=\frac{e^{-(x-m)^2/2\sigma^2}}{\sqrt{2\pi}\sigma}$
$-\infty<x<\infty$ and $\sigma>0$
$-\infty \lt x \lt \infty$ and $\sigma \gt 0$

$E[X]=m$
$V[X]=\sigma^2$


Normal Random Variable
AKA Gaussian Random Variable (가우시안 확률변수, 가우스 확률변수)

$\displaystyle S_X=(-\infty,+\infty)$
$\displaystyle f_X(x)=\frac{e^{-\frac{(x-m)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma}=\frac{e^{-(x-m)^2/2\sigma^2}}{\sqrt{2\pi}\sigma}$
$\displaystyle -\infty \lt x \lt \infty$ and $\displaystyle \sigma \gt 0$

$\displaystyle E[X]=m$
$\displaystyle V[X]=\sigma^2$



Source: Leon-Garcia Table 4.1 (Continuous RVs)
Up: 연속확률변수,continuous_RV