lec4.7 - 86 Lecture 9: CHAPTER 4: COMMONLY USED...

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86 Lecture 9: CHAPTER 4: COMMONLY USED DISTRIBUTIONS The Normal Distribution- Cont’d (Section 4.5, page 240) Recall: Last class we focused on applications with the use of the Normal Distribution. Now let’s take a look at the mean and variance for a Normal Random Variable. The Mean and Variance for a Normal Random Variable Summary: Proof: We obtain the mean of the normal distribution. If ) , ( ~ 2 N X , then the mean and variance of X are given by x 2 2 x
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89 The Lognormal Distribution (Section 4.6, page 255) Lognormal distribution is related to normal distribution in exactly the way the name suggests. Definition: The density curve: If X is a normal random variable with mean and variance 2 , then the random variable X e Y is said to have the lognormal distribution with parameters and 2 . It can be shown that the density function of X is  0 0 0 2
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lec4.7 - 86 Lecture 9: CHAPTER 4: COMMONLY USED...

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