The normal (or Gaussian) distribution with parameters and 2, sometimes written as N(, 2), has density function f (x) = 1 22 exp

The normal (or Gaussian) distribution with parameters μ and σ2, sometimes written as N(μ, σ2), has density function f (x) =

1

√2πσ2 exp



−

1 2σ2

(x − μ)2



for x ∈ R. (5.38)