Normal random variable


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Related to Normal random variable: Standard normal distribution, normal distribution

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.
References in periodicals archive ?
1998) found that heteroscedasticity in the normal random variable introduces substantial biases into Maximum Likelihood (ML) estimator of the parameters in frontier models.
6) Since that rule arose in connection with normal random variables, one must convert the above t-statistic making use of the fact that it has N -2 degrees of freedom.
T] is a random vector consisting of m mutually independent standard Normal random variables, A is an n x m matrix, [mu] is an n x 1 vector and [?
where Z(s,t) = (Y(s,t) - [mu](s,t))/[sigma](s,t) is a standard normal random variable.
20, are considered as normal random variables, and their dependence are characterized by covariance matrix [SIGMA].
In order to measure the (in)efficiency of Parliament in Asian countries, in this paper we propose a stochastic frontier production function for unbalanced panel data [5] assumed to be distributed as a half normal random variables.
For all scenarios, we assume that the bivariate normal random variables (X, Y) have population parameters [[mu].
2](y)), where [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] are normal random variables with mean zero and covariance structure :
Moreover, if the relative price changes in each holding period are independently and identically distributed normal random variables, the empirical volatilities, [S.