정규확률변수,normal_RV (rev. 1.3)
Normal Random Variable
AKA Gaussian Random Variable (가우시안 확률변수, 가우스 확률변수)
AKA Gaussian Random Variable (가우시안 확률변수, 가우스 확률변수)
$\displaystyle S_X=(-\infty,+\infty)$
$\displaystyle f_X(x)=\frac{e^{-\frac{(x-m)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma}=\frac{e^{-(x-m)^2/2\sigma^2}}{\sqrt{2\pi}\sigma}$
$\displaystyle V[X]=\sigma^2$
$\displaystyle f_X(x)=\frac{e^{-\frac{(x-m)^2}{2\sigma^2}}}{\sqrt{2\pi}\sigma}=\frac{e^{-(x-m)^2/2\sigma^2}}{\sqrt{2\pi}\sigma}$
$\displaystyle -\infty and $\displaystyle \sigma>0$
$\displaystyle E[X]=m$$\displaystyle V[X]=\sigma^2$
