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I need to use the cumulative density function (CDF) a normal random variable with mean 0 and standard deviation which is not 1, but I do not know which function to use.

I know the CDF of the standard normal random variable is phi(), but now I need to use the CDF of a non-standard normal random variable with mean 0 and standard deviation unequal to 1.

Thanks a lot for any help in advance!

Zhou Feng
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1 Answers1

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If $X \sim \mathcal{N}(\mu,\sigma^2)$ and if $\Phi$ denotes the cdf of a standard normal distribution, then the cdf of $X$ is $$q \mapsto \Phi\left(\frac{q - \mu}{\sigma}\right).$$ So use phi(q/sigma) in OpenBUGS.

Stéphane Laurent
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