query: convolve probit function with gaussian
positive_passages.docid: 19526
positive_passages.text: Integral of an integral with variable limits
negative_passages.docid: 49475
negative_passages.text: Expected Value of Local Maxima and Local Minima
negative_passages.docid: 112378
negative_passages.text: Decision boundaries and Gaussian density functions
negative_passages.docid: 149997
negative_passages.text: Convolution operator has norm 1 with respect to $L^2$ norm
negative_passages.docid: 45492
negative_passages.text: Using Joint Distributions and conditional probabilities
negative_passages.docid: 49652
negative_passages.text: Generating random variables from a mixture of Normal distributions
negative_passages.docid: 123186
negative_passages.text: Proving the probability integral transform without assuming that the CDF is strictly increasing
negative_passages.docid: 49998
negative_passages.text: Proof that sum of independent normals is normal using convolutions
negative_passages.docid: 47664
negative_passages.text: why is the standard error so high for my probit model
negative_passages.docid: 20875
negative_passages.text: Is the product of two Gaussian random variables also a Gaussian?
negative_passages.docid: 97508
negative_passages.text: product of normal and lognormal variates
negative_passages.docid: 129598
negative_passages.text: Linear transformation of random variables
negative_passages.docid: 84376
negative_passages.text: How to compute probabilities of normally distributed variables?
negative_passages.docid: 129771
negative_passages.text: Reparametrization trick with non-Gaussian distributions?
negative_passages.docid: 1671
negative_passages.text: Convolution of a function with itself
negative_passages.docid: 20021
negative_passages.text: Convolution integral $\int_0^t \cos(t-s)\sin(s)\ ds$
negative_passages.docid: 133729
negative_passages.text: Sum of normal independent random variables with coefficients