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 ?