query: Error function in simulation of normal random variates
positive_passages.docid: 26043
positive_passages.text: Advantages of Box-Muller over inverse CDF method for simulating Normal distribution?
negative_passages.docid: 4130
negative_passages.text: Variance of a bounded random variable
negative_passages.docid: 77774
negative_passages.text: Distribution of sums and differences of n correlated normal random variables
negative_passages.docid: 150076
negative_passages.text: Simulating the posterior of a Gaussian process
negative_passages.docid: 157141
negative_passages.text: Confidence interval interpretation in linear regression when errors are not normally distributed
negative_passages.docid: 118866
negative_passages.text: How are the Error Function and Standard Normal distribution function related?
negative_passages.docid: 29489
negative_passages.text: Generate Correlated Normal Random Variables
negative_passages.docid: 137103
negative_passages.text: Random Gaussian Variables
negative_passages.docid: 99507
negative_passages.text: Pdf of the square of a standard normal random variable
negative_passages.docid: 113760
negative_passages.text: How to derive this MAE error bound on the central limit theorem?
negative_passages.docid: 65259
negative_passages.text: Variance of Normal Order Statistics
negative_passages.docid: 144296
negative_passages.text: Mean Squared Error (MSE) of parameter $p$ in binomial distribution: intuition
negative_passages.docid: 142664
negative_passages.text: normal approximation to the binomial distribution: why np>5?
negative_passages.docid: 77306
negative_passages.text: Expectation of truncated normal
negative_passages.docid: 107144
negative_passages.text: Normal distribution probability calculation
negative_passages.docid: 106316
negative_passages.text: Finding a bound on the maximum of the absolute value of normal random variables
negative_passages.docid: 17107
negative_passages.text: Existence of the moment generating function and variance