Suppose that we have a RV $$X\sim N(\mu,\sigma^2).$$
Are $\sigma^2$ and $\mu$ itself another random variables ? If yes what are their mean and variance as RV ?
Suppose that we have a RV $$X\sim N(\mu,\sigma^2).$$
Are $\sigma^2$ and $\mu$ itself another random variables ? If yes what are their mean and variance as RV ?
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