The (univariate) normal PDF is given by .

When is standard normal, , so that the standard normal PDF is .

is also a standard normal random variable, so its PDF is similarly .

Now, If and are INDEPENDENT, then .

So, .

Results 1 to 3 of 3

- November 13th 2012, 07:21 AM #1

- Joined
- Nov 2012
- From
- ottawa, canada
- Posts
- 4

- November 13th 2012, 08:17 AM #2

- Joined
- Mar 2008
- From
- Pennsylvania, USA
- Posts
- 271
- Thanks
- 37

- November 13th 2012, 08:42 AM #3

- Joined
- Nov 2012
- From
- ottawa, canada
- Posts
- 4