normal random variable

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English[edit]

Noun[edit]

normal random variable (plural normal random variables)

  1. (probability theory, statistics) A random variable whose probability distribution is a normal distribution.
    • 1986, Mark C. K. Yang, David H. Robinson, Understanding and Learning Statistics by Computer, World Scientific, page 28:
      Since this density function cannot be integrated directly, in order to find probabilities involving normal random variables, we must resort to tables giving us various percentile points of the distribution.
    • 2016, Geoffrey C. Berresford, Andrew M. Rockett, Applied Calculus, 7th edition, Cengage Learning, page 731:
      Although normal random variables are continuous, they are often used to model discrete quantities. [] The probability density function of a normal random variable depends on two parameters, denoted μ and σ, which are, respectively, the mean and standard deviation of the random variable.
    • 2017, Sheldon M. Ross, Introductory Statistics, 4th edition, Elsevier (Academic Press), page 263:
      A special type of continuous random variable, known as a normal random variable, is studied. [] We present the additive property of normal random variables. The percentiles of normal random variables are studied.

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