Page: https://chrispiech.github.io/probabilityForComputerScientists/en/part2/normal/ States the following: >By definition a Normal has $E[X] = \mu$. In fact this equality requires a proof. The proof can be seen here. https://statproofbook.github.io/P/norm-mean.html I do not see how this equality can be asserted from any kind of definition without making huge leaps of assumptions.