Generating Normal Varieties by Monte Carlo Methods for Estimating the Cumulative Distribution Function and Parameters
This thesis consider the normal distribution with its important appearance in many statistical fields of applications. Some mathematical and statistical properties of the distribution have been collected and illustrated with moments and higher moments. Six related theorems have been studied in the applications of this type of distribution. The estimation manner and its properties have been illustrated throughout two methods (Moment and Maximum Likelihood methods) which are used to estimate the distribution parameters theoretically.