Some definitions and results for your reference. If X N(,) where ER= (-00, ) and o >0 then pdf (probability density function) of X is 1 fx(x)= -(2-412 22 Vx E R. 202 mgf (moment generating function) of X is 2 If Z N(0, 1). Mx(t) = E(ex)=t+ {022 - pdf of Z is denoted as o(2)=VER. df, distribution function (or cdf, cumulative distribution function), of Z is denoted as (z) = P(Z