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Normal Random Variable

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Normal random variable

Normal Random Variable
A random variable on a chart that is distributed at some point along a bell curve. See also: Normal probability distribution.


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20) A normal random variable has zero kurtosis; therefore, kurtosis is a measure of the distance of a random variable from a Gaussian distribution.
d]) denotes the positive truncation of a normal random variable, with the (pretruncation) mean and variance being [tau] and [[sigma].
1) where Z denotes a normal random variable with mean zero and variance 1, and for any two random variables X, Y we set [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] the so-called Kolmogorov distance between the distribution of X and that of Y.
 
 
 
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