Sorry folks...
What I posted here was so bad and wrong that I cannot keep it. It's shameful...
Therefore I remove it.
My sincere apologies for removing the original posting.
Sorry folks...
What I posted here was so bad and wrong that I cannot keep it. It's shameful...
Therefore I remove it.
My sincere apologies for removing the original posting.
I got that what I wrote is totally wrong...
I'm going to remove that shameful posting.
The correct way to write it is:
$\displaystyle
N(0,\sigma^2) = \frac{1}{\sigma} \phi\left(\frac{x}{\sigma}\right)
$
where
$\displaystyle
\phi\left(x\right) = N(0,1)
$