I have a little problem and bother me quite a bit. Say, I have a given data from a certain group at the period of t = 1. This data follows a normal distribution with mean = $ \mu $ and sd = $ \sigma_1 $.
Then, I also have several data at the period t = 2, 3, ..., T And each period data also follows normal distribution with sd = $ \sigma_2 $, $ \sigma_3 $, ..., $ \sigma_T $.
The problem I have: "Can we measure the speed of change for the normal distribution from t = 1 to t = T? Or, is there any method or generate a function to measure the change over time?
Thank you.