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Paul
Posts:
603
Registered:
7/12/10


Stats terminology  combining uniform and normal distributions
Posted:
Apr 25, 2013 6:42 AM


Suppose random numbers are generated as follows. First we pick a number u from the uniform random distribution on [0, 1]. Then we select randomly from the normal distribution with mean 0 and std = u. What is the name for this distribution formed by the above two steps? It must either have a name or be equivalent or highly similar to something with a standard name, I would think.
Thank you,
Paul Epstein



