Abstract
Let us recall that a Normal random variable with parameters (μ, σ2), where μ ∊ R and σ2 > 0, is a random variable whose density is given by:
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© 2000 Springer-Verlag Berlin Heidelberg
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Jacod, J., Protter, P. (2000). Gaussian Random Variables (The Normal and the Multivariate Normal Distributions). In: Probability Essentials. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51431-9_16
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DOI: https://doi.org/10.1007/978-3-642-51431-9_16
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-66419-2
Online ISBN: 978-3-642-51431-9
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