Appendix B A Collection of Useful Probability Distributions
Sudharman K. Jayaweera · 2014
Gaussian distribution: X is a Gaussian random variable with mean μ and variance σ 2 X if it has the following probability density function (pdf):When X is such a Gaussian random variable, we denote it as X ∼ N (μ, σ 2 X ).Obviously in this case, E{X} = μ and Var(In other words, E{X} = 0 and Var(X) = 1.Signal Processing for Cognitive Radios, First Edition.