Re: Distribution for the derivative of a normally distributed rv

In article <1120350065.374973.319050@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
junoexpress <mathimagical@xxxxxxxxxxxx> wrote:

> Hi,
>
> Here is a question I never came across before, and it's left me a bit
> stumped.
>
> Suppose I have a time series, X1, X2,...,Xn, where the Xi are i.i.d.
> and Xi~N(mu,sigma). (I have in mind a time series where the signal
> consists entirely of white noise.) Does it make sense to talk about
> dX/dt as a random variable

Not until you introduce a variable t

> and if so, how would it be distributed?
>
> TIA,
>
> Juno
>
.

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