## Normal Distribution

Another name for a Gaussian Distribution. Given a normal distribution in a Variate with Mean and Variance ,

the so-called Standard Normal Distribution'' is given by taking and . An arbitrary normal distribution can be converted to a Standard Normal Distribution by changing variables to , so , yielding

The Fisher-Behrens Problem is the determination of a test for the equality of Means for two normal distributions with different Variances.

See also Fisher-Behrens Problem, Gaussian Distribution, Half-Normal Distribution, Kolmogorov-Smirnov Test, Normal Distribution Function, Standard Normal Distribution, Tetrachoric Function