Thursday, December 12, 2013

General Distribution for a Function of a Normal Variate


  It's fairly easy to show that in general the distribution for a function, f, of a normal variate, x, is not a normal distribution. We only get a normal distribution if the derivative of f is a constant.


We can also find a function that has some of the characteristics of the distribution that we found for the global land anomaly.

g(x) = f'(x)=df/dx



Note that the chosen function changes the rate of change in x for a given change in y at the center of the plot. This results in a compression of the distribution near y=0.

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