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Unformatted text preview: N(,). If X N(,), then Y=(X)/ is a standard normal . variable : Example X N(2,4), what is P(X<1.8)? P(X>2)? P(1.5<X<3)? (b) Moments of a distribution: mean, variance, standard deviation, covariance, correlation mean = expected value (expectation) of Y = E ( Y ) = Y = longrun average value of Y over repeated realizations of Y variance = E ( Y Y ) P 2 = = measure of the squared spread of the Distribution standard deviation = = Y...
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 Fall '09
 Li

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