Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2015/discrete-mathematics-continuous-mathematics-and-probability/9/c/ii/solution

Differentiate the cumulative distribution function for using the chain rule and the standard normal density:
Thus a probability density function is
The value assigned at zero is immaterial. The probability density function is unbounded near zero, but and continuity of the cumulative distribution function there show that there is no point mass. This is a gamma distribution with shape and rate .

New to topics? Read the docs here!