Tag Archives: distributions

Let $X_1, X_2, \ldots, X_n$ be IID normal variables with mean $\mu$ and variance $\sigma^2$. Let $\overline{X}$ be the mean of these variables, and define the deviations $D_i = \overline{X} – X_i$. Let $Y = [X_1 \ X_2 \ \ldots … Continue reading →