Practical sheet | REF: FIC1455 V1

Introduction to the properties of probability laws

Author: Laurent LEBLOND

Publication date: February 10, 2015 | Lire en français

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3. Do you know why you know the normal law?

There are an infinite number of probability laws.

For example, if we sum the results of k dice (variable of interest) and we're interested in the distribution of theoretically expected values, it's a matter of "summing up". k discrete uniform laws. This is not a simple operation, and the result is no longer a uniform distribution. However, we can observe the result empirically by running simulations. The support of the variable corresponding to the sum of k dice is the set of integers between k...

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Do you know why you know the normal law?