Understanding the Probability Density Function of the Normal Distribution
A random variable $Z$ is said to have the standard normal distribution, if its probability density function (pdf) is as follows: \[\begin{equation}f_Z(z)=\frac{1}{\sqrt{2\pi}} * \exp(\frac{-z^2}{2}), \quad -\infty<z<\infty\end{equation} \tag{1}\label{eq:eq1} \] This formula […]