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cdf ratio and mean estimation
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November 24th, 2008, 06:18 AM
David24
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Hey Simo,
are you sure the integrand in both integrals is exp( ( (x - mu)/(sqrt(2)*sigma) )^2 ), should it be exp( - ( (x - mu)/(sqrt(2)*sigma) )^2 ) ?
Cheers,
David
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