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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.

1 vote
2 answers
104 views

Joint distribution of difference of normals

Consider the following three independent random variables, $X_1 \sim N(\mu_1,\sigma^2_1)$, $X_2 \sim N(\mu_2,\sigma^2_2)$, and $X_3 \sim N(\mu_3,\sigma^2_3)$. Now let me define the pairwise difference …
John Smith's user avatar
2 votes
1 answer
167 views

Joint posterior distribution of differences

I have data $x_1,...,x_n$, $y_1,...,y_m$ and $z_1,...,z_p$ where $$x_1,...,x_n\sim N(\mu_x,\sigma^2_x)$$ and $$y_1,...,y_m\sim N(\mu_y,\sigma^2_y)$$ and $$z_1,...,z_p\sim N(\mu_z,\sigma^2_z)$$ Now let …
John Smith's user avatar