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Card 7 / 7:
Normal Distribution
A continuous random variable (RV) with pdf = 1 σ 2π e − ( x − μ ) 2 / 2σ 2 , where μ is the mean of the distribution and σ is its standard deviation. Notation: X ~ N μ σ 2 . If μ = 0 and σ = 1 , the RV is called standard normal distribution , or z-score .
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