I am reading "Probability" by Pitman and in the section that talks about normal distribution sais $\Phi(0,1)=0.5\Phi(-1,1)$.
Can someone explain this equality ?
I am reading "Probability" by Pitman and in the section that talks about normal distribution sais $\Phi(0,1)=0.5\Phi(-1,1)$.
Can someone explain this equality ?
Let $\Phi(b)$ be the cumulative distribution function of the normalized normal distribution. That is, $\Phi(b)=P(X. Then it's convenient to introduce $\Phi(a,b)=\Phi(b)-\Phi(b)$, which expresses the probability $P(a