Editing Normal distribution (section)

=== Notation ===
The probability density of the standard Gaussian distribution (standard normal distribution, with zero mean and unit variance) is often denoted with the Greek letter {{tmath|\phi}} ([[phi]]).<ref>{{harvtxt |Halperin |Hartley |Hoel |1965 |loc=item 7 }}</ref> The alternative form of the Greek letter phi, {{tmath|\varphi}}, is also used quite often.

The normal distribution is often referred to as <math display=inline>N(\mu,\sigma^2)</math> or {{tmath|\mathcal{N}(\mu,\sigma^2)}}.<ref>{{harvtxt |McPherson |1990 |p=110 }}</ref> Thus when a random variable {{tmath|X}} is normally distributed with mean {{tmath|\mu}} and standard deviation {{tmath|\sigma}}, one may write

<math display=block>X \sim \mathcal{N}(\mu,\sigma^2).</math>