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A normally distributed random variable has density function $$f(y)=\frac{1}{\sigma \sqrt{2 \pi}} e^{-(y-\mu)^{2} /\left(2 \sigma^{2}\right)}, \quad-\infty0\).

Short Answer

Expert verified
\( \sigma > 0 \) to keep the density function defined and positive.

Step by step solution

01

Understanding the Density Function

The given function \( f(y) = \frac{1}{\sigma \sqrt{2\pi}} e^{-(y-\mu)^{2} /(2 \sigma^{2})} \) is the probability density function (pdf) of a normal distribution. A pdf must be positive for all \( y \).
02

Exploring the Role of \( \sigma \) in the Denominator

The term \( \sigma \sqrt{2\pi} \) appears in the denominator of the density function's leading coefficient. Since this term is in the denominator, \( \sigma \) must take a value that keeps the function defined and positive.
03

Ensuring the Function is Defined

The expression \( \sqrt{2\pi} \) is a positive constant. Thus, \( \sigma \) must be greater than zero to avoid division by zero, ensuring that \( f(y) \) remains defined for all \( y \).
04

Maintaining Positivity of the Exponent

The exponent in the expression \( e^{-(y-\mu)^{2} /(2 \sigma^{2})} \) requires \( \sigma^2 > 0 \) to maintain meaningful computation of the function. If \( \sigma \leq 0 \), the expression would become undefinable or non-positive.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Normal Distribution
Normal distribution is one of the most important probability distributions in statistics, representing many natural phenomena. Its key feature is its bell-shaped curve, known as the Gaussian curve.

A normal distribution is defined by two parameters:
  • Mean (\(\mu\)): The central value of the distribution.
  • Standard Deviation (\(\sigma\)): Measures the spread or width of the distribution.
These parameters help determine the shape and position of the curve.

In the function, \(f(y) = \frac{1}{\sigma \sqrt{2\pi}} e^{-(y-\mu)^{2} /(2 \sigma^{2})}\), the exponential part captures how recorded observations might deviate from the mean, whereas the leading fraction ensures that the total area under the curve equals one. This is crucial because a probability distribution must sum to a total probability of 1.
Positivity Condition
The positivity condition ensures that a probability density function (pdf) is always positive. This condition is fundamental because probabilities cannot be negative.

For a normal distribution, the positivity of \(f(y)\) means that \(\frac{1}{\sigma \sqrt{2\pi}}\) must be positive. Here are two components to ensure this:
  • The exponential part \(e^{-(y-\mu)^{2} /(2 \sigma^{2})}\) is always positive as exponential functions never produce negative values.
  • The term \(\sigma \sqrt{2\pi}\) in the denominator needs \(\sigma > 0\) to keep \(\frac{1}{\sigma \sqrt{2\pi}}\) positive.
Thus, a positive \(\sigma\) is necessary to maintain the general positivity of the function.
Parameter Constraints
Parameters \(\mu\) and \(\sigma\) dictate specific constraints for the normal distribution to be valid and meaningful. Specifically, \(\sigma\), or the standard deviation, must satisfy certain conditions:
  • \(\sigma > 0\): To ensure the denominator \(\sigma \sqrt{2\pi}\), crucial for the probability density function, remains non-zero and keeps the function's value positive.
  • \(\sigma^2 > 0\): This maintains a meaningful computation in the exponent \(e^{-(y-\mu)^{2} /(2 \sigma^{2})}\).
If \(\sigma\) were zero or negative, the function might become undefined or non-positive, undermining its role as a probability density function. Thus, respecting these parameter constraints is essential for functioning and accurately describing the distribution.

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Most popular questions from this chapter

A telephone call arrived at a switchboard at random within a one-minute interval. The switch board was fully busy for 15 seconds into this one-minute period. What is the probability that the call arrived when the switchboard was not fully busy?

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Let \(Y\) possess a density function $$f(y)=\left\\{\begin{array}{ll}c(2-y), & 0 \leq y \leq 2, \\\0, & \text { elsewhere. } \end{array}\right.$$ a. Find \(c\). b. Find \(F(y)\). c. Graph \(f(y)\) and \(F(y)\). d. Use \(F(y)\) in part (b) to find \(P(1 \leq Y \leq 2)\). e. Use geometry and the graph for \(f(y)\) to calculate \(P(1 \leq Y \leq 2)\).

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