2.1.1.5. Normal law

A normal law is defined with a mean \(\mu\) (which coincide with the mode) and a standard deviation \(\sigma\), as

\[f(x) = e^{\frac{-(x-\mu)^2}{2\sigma^2}}\times\frac{1}{\sqrt{2\pi\sigma^2}}\]

Figure 2.6 shows the PDF, CDF and inverse CDF generated for different sets of parameters.

../../../_images/TNormalDistribution.png

Figure 2.6 Example of PDF, CDF and inverse CDF for Normal distributions.