Hello everyone. I am working with generalized polynomial chaos. To represent a Normal random variable, the Hermite polynomials are used. However, as far as I understand, these represent N(0,1); if what I have read is correct, if I want to work with any other mean and variance, I shoud simply use the fact that Z=(X-μ)/σ and find the new polynomials (X) substituting the regular ones (Z), which would be: 1, Z, (Z2-1)... which would mean that X1= σZ-μ and X2=σ(Z2-1)-μ... Can someone please tell me if I am right? Thanks.