10/30/2023

Chapter 7 - Continuous Distributions

• Normal distribution - see Chapter7 - Normal distributions.pdf in our Google Drive folder
  • General form of the pdf
  • Notation for the cdf
  • Moment generating function for a N(0, 1) random variable
    • Mean, variance, and standard deviation
  • Calculating probabilities, finding percentiles, and generating random observations for normal distributions
    • dnorm(x, mu, sigma), pnorm(x, mu, sigma), qnorm(p, mu, sigma), and rnorm(n, mu, sigma) with RStudio
  • Derivation of general form of a normal distribution, using the Jacobian technique
  • Linear transformation of normal random variables
  • Linear combinations of normal random variables

Please complete your reading of Sections 7.1 - 7.3 for class on Wednesday.