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Math Help - Normally distributed random variables

  1. #1
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    Normally distributed random variables

    Im finding it hard to understand why you can do the following transformation of \phi to get from a normally distributed random variable with mean 0 and standard deviation of 1 to a normally distributed random variable with a specific mean and standard deviation:

    mean + standard deviation \cdot \phi <br /> <br />

    Finding it difficult to see the intuition behind multiplying by std. dev. and adding the mean.

    This is a pretty fundamental thing to understand so would be grateful for any help.

    Cheers,
    Peter
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  2. #2
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    Quote Originally Posted by peterpan View Post
    Im finding it hard to understand why you can do the following transformation of \phi to get from a normally distributed random variable with mean 0 and standard deviation of 1 to a normally distributed random variable with a specific mean and standard deviation:

    mean + standard deviation \cdot \phi <br /> <br />

    Finding it difficult to see the intuition behind multiplying by std. dev. and adding the mean.

    This is a pretty fundamental thing to understand so would be grateful for any help.

    Cheers,
    Peter
    All you're doing is translating and dilating (scale changing) ......
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