ABSTRACT
Let Z be a standard normal random variable https://www.w3.org/1998/Math/MathML"> ( μ = 0 , σ = 1 ) https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429181467/18b385cc-0cd0-46cd-861b-2292640d7e62/content/eq1864.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> . The probability density function is given by https://www.w3.org/1998/Math/MathML"> f ( z ) = 1 2 π e - z 2 / 2 . https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780429181467/18b385cc-0cd0-46cd-861b-2292640d7e62/content/eq1865.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>
