You can use the RAND () function to establish probability and create a random variable with normal distribution.

P. Scheinok, The Distribution Functions of Random Variables in Arithmetic Domains Modulo a, The American Mathematical Monthly, Vol. 72, No. 2 (Feb., 1965), pp. 128-134 ...

The problem of finding the probability density function of the product of n identically distributed independent normal variables was solved by Springer and Thompson (1966). Their formulae for n ⩽ 7 ...

The course covers the probability and distribution theory needed for third year courses in statistics and econometrics.: Events and their probabilities. Random variables. Discrete and continuous ...

Characteristic and generating functions. Vector formulation of random variables and their parameters. Mean square estimation and orthogonality principle. Criteria for estimators. Introduction to ...