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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.

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Expectation of sample averages from normal distribution

I have started this way: The probability that an element from the second sample is already in the first is $\dfrac{k}{n}$. If $𝑝$ elements overlap between the two samples (and consequently $𝑘−𝑝$ wa …
Marius Zoican's user avatar
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Expectation of sample averages from normal distribution

Let $n\geq 2$ i.i.d. normally distributed variables $s_i\sim\mathcal{N}\left(0,\sigma^2\right)$, with $i\in\left\{1,2,\dots,n\right\}$. I draw two samples of $k<n$ variables, without replacement. The …
Marius Zoican's user avatar