\(\newcommand{\Cov}{\mathrm{Cov}}\) \(\newcommand{\Corr}{\mathrm{Corr}}\) \(\newcommand{\Sample}{X_{1},\dots,X_{n}}\) Let \(\Sample\) be...
What if you have \(n\) observations in a normal distribution and want to predict \(X_{n+1}\)? The prediction interval is \(\bar{x}\pm...
Say you take a sample where \(n\) is not large. Then the CLT doesn’t apply. We must then know/assume a distribution. Suppose we know it...
\(\newcommand{\Cov}{\mathrm{Cov}}\) \(\newcommand{\Corr}{\mathrm{Corr}}\) \(\newcommand{\Sample}{X_{1},\dots,X_{n}}\) Assume you have a...
Probability Distribution Function The parameters are \(-\infty<\mu<\infty\) and \(\sigma>0\). \begin{equation*}...