Question: Let X have a normal distribution with standard deviation . a. Prove that the IQR is 21(0.75) . b. Prove that the median absolute deviation

Let X have a normal distribution with standard deviation σ.
a. Prove that the IQR is 2Φ−1(0.75)σ .
b. Prove that the median absolute deviation is Φ−1(0.75)σ .

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