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Repeat of selected notes from Lec8

Repeat of selected notes from Lec8 - Second Derivation of...

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Repeat of selected notes from Lec.8 (9/13/10): CDF of any normal random variable in terms of standard normal CDF: Proposition: Demonstration: See Devore, p.149. It follows that: Demonstration:
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  X – μ σ   x – μ σ   x – μ σ Standardization of Normal Random Variable: X ~ N(µ,σ 2 ) Define Z: Note: variance of a constant is always = 0.
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Unformatted text preview: Second Derivation of cdf for a normal random variable F X (x) = P{X ≤ x} = P{ ≤ } = P{ Z < } where Z ~ N[ 0, 1], so this expression equals x – μ σ = Φ [ ]...
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Repeat of selected notes from Lec8 - Second Derivation of...

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