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Results tagged with probability-distributions
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user 83997
In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
3
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Accepted
Variance of the normal CDF
I think I figured it out, actually. Just as for the mean we can reinterpret $E[\Phi(x)]$ as $E[\mathbf 1[y<x]]$ for $y\sim N(0,1)$, we can reinterpret $E[\Phi(x)^2]$ as $E[\mathbf 1[y<x,y^\prime<x]]$ …
- 61
3
votes
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Variance of the normal CDF [closed]
Several threads (e.g. Integration of the product of pdf & cdf of normal distribution ) have shown that
$E[\Phi(x)]=\Phi(\mu/\sqrt{\sigma^2+1})$ when $x\sim N(\mu,\sigma^2)$.
I'd like to compute $Va …
- 61