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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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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 …
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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 …