Let measurement i be zi = pi + ni, where ni is a random variable with Gaussian distribution N(0,1). Write down the mathematical formulation of the probabilistic density function for ni.
Hi, I've compiled the formula for Gaussian distribution probabiliestic density function for Ni :
This when substituted with Mean = 0, Sigma = 1 is :
This is the actual mathematical formulation of the probabilitstic density function for Ni
Let measurement i be zi = pi + ni, where ni is a random variable with...
Problem 4. Let X~N(0,1) and Ye. Find the probability density function of Y. This random variable Y is called a log-normal random variable and is frequently used in mathematical modeling of asset prices.
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