New posts in Normal Distribution

Limiting distribution of $\frac1n \sum_{k=1}^{n}|S_{k-1}|(X_k^2 - 1)$ where $X_k$ are i.i.d standard normal

What is the purpose of $\frac{1}{\sigma \sqrt{2 \pi}}$ in $\frac{1}{\sigma \sqrt{2 \pi}}e^{\frac{(-(x - \mu ))^2}{2\sigma ^2}}$?

Compute the moment generating function of $Y = X_1X_2 + X_1X_3 + X_2X_3$

Prove Neg. Log Likelihood for Gaussian distribution is convex in mean and variance.

A Mathematical Paradox About Probabilities

Why use 95% confidence interval?

Product of cdf and pdf of normal distribution.

Expected value of square of Euclidean norm of a gaussian random vector

How to transform gaussian(normal) distribution to uniform distribution?

A hard integral