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Normal distribution
for continuous RVs, bell shaped, symmetric (unimodal), and centered at the mean
How to write normal distribution
X ~ N (m, sd)
Z scores
Standard normal distribution, says how many standard deviation the value x is to the right (positive) or left of the mean (negative)
empirical rule
68% lies within 1sd, 95% within 2sd, 99.7% within 3sd
Sum of independent normal RVs
sum of their means, and sum of their variances (sd²)