Re: TransformedDistribution, distribution of a mean
- To: mathgroup at smc.vnet.net
- Subject: [mg120722] Re: TransformedDistribution, distribution of a mean
- From: Paul von Hippel <paulvonhippel at yahoo.com>
- Date: Sun, 7 Aug 2011 06:16:02 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201108060612.CAA13002@smc.vnet.net> <21F4E2DB-98AB-490F-ABBC-12C19828590F@mimuw.edu.pl>
Thanks for your thorough explanation. How would you show, in Mathematica, that the mean of M iid standard normal variables is distributed NormalDistribution[0,1/Sqrt[M]]? Sent from my phone. Please excuse my brevity. On Aug 6, 2011, at 6:24 AM, Andrzej Kozlowski <akoz at mimuw.edu.pl> wrote: >> The mean of M iid standard normal variables >> is distributed NormalDistribution[0,1/Sqrt[M]].
- References:
- TransformedDistribution, distribution of a mean
- From: paulvonhippel at yahoo <paulvonhippel@yahoo.com>
- TransformedDistribution, distribution of a mean