-
Notifications
You must be signed in to change notification settings - Fork 1
/
PropertiesTableNormal.tex
39 lines (35 loc) · 1.26 KB
/
PropertiesTableNormal.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
% !TEX encoding = UTF-8 Unicode
% !TEX root = FieldGuide.tex
\begin{table*}[t!]
\caption[Normal distribution -- Properties]{Properties of the normal distribution}
\begin{align*}
\text{\hyperref[PropertiesSec]{Properties}} \quad& \\
\text{notation} \quad & \op{Normal}(x\given \mu,\sigma) \checked
\\
\text{PDF}\quad & \frac{1}{\sqrt{2 \pi \sigma^2}} \exp\Left\{ - \frac{( x-\mu)^2}{2\sigma^2} \Right\} \checked
\\
\text{CDF} \quad & \frac{1}{2}\Left[ 1 + \text{erf}\Left(\frac{x-\mu}{\sqrt{2 \sigma^2}} \Right) \Right] \checked
\\
\text{parameters}\quad & \mu,\ \sigma \text{ in } \mathbb{R} \checked
\\
\text{support} \quad & x \in [-\infty, + \infty] \checked
\\
\text{median} \quad & \mu \checked
\\
\text{mode} \quad & \mu \checked
\\
\text{mean} \quad & \mu \checked
\\
\text{variance} \quad & \sigma^2 \checked
\\
\text{skew} \quad & 0 \checked
\\
\text{ex. kurtosis} \quad & 0 \checked
\\
\text{entropy} \quad & \tfrac{1}{2} \ln(2\pi e \sigma^2) \checked
\\
\text{MGF} \quad & \exp\Left({\mu t + \tfrac{1}{2} \sigma^2 t^2 }\Right) \checked
\\
\text{CF} \quad & \exp\Left({i \mu t - \tfrac{1}{2} \sigma^2 t^2}\Right) \checked
\end{align*}
\end{table*}