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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

Why not use the T-distribution to estimate the mean when the sample is large?

Because in either case (using the normal distribution or the t-distribution), cumulative distribution values are derived numerically (there is no closed form for the integral of $e^{-x^2}$ , or the in …
VictorZurkowski's user avatar
1 vote
Accepted

Biased coin toss simulation -- which random generator is most appropriate?

You want to draw from Bernuli(p=0.4), but you draw from Normal(mu=0.4, sigma^2 = 0.24). It seems you are these to be the same because they have the same mean and variance. That is not correct. Here i …
VictorZurkowski's user avatar
3 votes

Extreme Value Theory - Show: Normal to Gumbel

Here is a "direct" approach. Let $a_n > 0$, $b_n$ to be determined so that $a_nx+b_n \rightarrow +\infty$ for all $x$. From L'Hospital's rule, $$ \underset{A \rightarrow \infty }{lim} \frac{\int_A^{+ …
VictorZurkowski's user avatar