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Normal Distribution
a continuous random variable (RV) with pdf f ( x ) = 1 σ 2 π e – ( x – m ) 2 σ 2 2 , where μ is the mean of the distribution and σ is the standard deviation; notation: X ~ N ( μ , σ ). If μ = 0 and σ = 1, the RV is called the standard normal distribution .
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