Developing normal pdf from symmetry & independence
When I was in the 3rd grade of my middle school, I enjoyed my town bookstore as a standing library. There a series of six math-story books by Zhang Yuan-Nan impressed me a lot. I cited a case from one in my PPT when I taught the normal distribution — the normal pdf can be derived from simple symmetry & independence conditions.
Today I can even google out an illegal pdf of its new edition to verify the case (2005, pp. 89). Actually I have bought the new edition series (now 3 books) and lent them to students. Those conditions are as instinctive as–
1. For white noise errors on 2-D, the independence means pdf at is the product of 1-D pdf, that is,
.
2. The symmetry means pdf at is just a function of
, nothing to do with direction. That is,
.
So, .
For middle school students, the book stated a gap here to arrive at the final result , which is
.
I think non-math graduate students with interests can close the gap by themselves with following small hints.
Denote .
We have
,
or
.
Denote .
That is, .
Now to prove . With continuousness, it gets
.




