Keep in mind that the posterior update values serve as the prior distribution when further data is handled | For instance, any linear combination of a fixed collection of normal deviates is a normal deviate |
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One of the main practical uses of the Gaussian law is to model the empirical distributions of many different random variables encountered in practice | — Part I: On the motions and collisions of perfectly elastic spheres" |
Integer arithmetic can be used to sample from the standard normal distribution.
It states that, under some conditions, the average of many samples observations of a random variable with finite mean and variance is itself a random variable—whose distribution to a normal distribution as the number of samples increases | Le Cam, Lucien; Lo Yang, Grace 2000 |
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after recalling Hart68 solution is not suited for erf, gives a solution for both erf and erfc, with maximal relative error bound, via | [ ] References [ ] Citations [ ]• — the long-standing problem of testing whether two normal samples with different variances have same means;• An additional set of cases occurs in , where in the basic model the data is assumed to be normally distributed, and normal priors are placed on the |
For the intuition of this, compare the expression "the whole is or is not greater than the sum of its parts".
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