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Consider the Gaussian distribution

(x)=Ae(xa)2

where A, a, and 位 are positive real constants. (Look up any integrals you need.)

(a) Use Equation 1.16 to determine A.

(b) Find銆坸銆,銆坸2銆,and 蟽.

(c) Sketch the graph of 蚁(x).

Short Answer

Expert verified

a. A=

b. x=a, x2=12+a2, =12

c. Graph is shown in figure (1).

Step by step solution

01

Step 1:

The required integrals are given by:

0x2nex2/a2dx=(2n)!n!(a2)2n+1......(1)0x2n+1ex2/a2dx=n!2a2n+2......(2)

The given Gaussian probability distribution is assumed to be valid over the whole line

i.e.

(x)=Ae(xa)2 x

02

Normalizing the distribution and finding A (a)

Calculating for A by normalizing the function,

(x)dx=1Ae(xa)2dx=1

Assuming, y=xa

Hence, the equation becomes

Ae位测2dy=1

Aey2(1/)2dy=1

This integral can be taken from 0to, multiplying with a factor 2, since it鈥檚 an even function of y.

2A0ey2(1/)2dy=1

Now, from equation 1, putting n=0

2A(1/2)=12A=2A=

Thus, the value of A is .

Hence, the Normalised probability distribution comes out to be

(x)=e(xa)2 x

03

Solving for x2  and ⟨x⟩2   (b)

First, we solve for x2

role="math" localid="1655379313238" x=x蚁(x)dx(x)dxx=xe(xa)2dx1x=(y+a)e位测2dyx=(ye位测2dy+ae位测2dy)

Since, the integral of an odd function over a symmetric interval is zero

i.e. ye位测2dy=0

Therefore,

x=2a0ey2(1/)2dyx=2a.(1/)2x=.a.x=a

Thus, value of x is a.

Now, for x2

x2=x2(x)dx(x)dxx2=x2e(xa)2dx1x2=(y+a)2e位测2dyx2=y2e位测2dy+2aye位测2dy+a2e位测2dyx2=20y2ey2(1/)2dy+2a20ey2(1/)2dyx2=2.2!1!1/23+2a2.1/2x2=123+a2x2=12+a2

Thus, value of x2 is 12+a2.

04

Finding the standard deviation (b)

The standard deviation can be calculated as,

=x2x2=(12+a2)a2=12

Thus, value of 蟽 is 12.

05

Graph for ρ(x).

Figure (1)

Here,

(x)=e(xa)2=1a=1

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