Normal Distribution §

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Definition §

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Pdf & CDF: §

PDF:

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Variance & Expected Value §

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Distribution plot §

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Regression: §

if follows a NOmral distribution with and

ACtually this also holds true if Y asymptotically follows a Normal distribution by a result called the Mann-Wald theorem.

A normal distribution with mean 0 and varaiance 1 is called the Standard Nomal distribution