Simplify this expression with Mathematica

In summary, the conversation is discussing how to simplify an expression involving a Gaussian distribution in Mathematica. The solution involves using FullSimplify and changing certain assumptions, ultimately resulting in a simplified expression with the upper limit of the product as the only variable.
  • #1
dabd
25
0
I know this expression should return a Gaussian distribution but I can't get Mathematica to simplify the integral. What am I missing?

[tex]
\text{Simplify}\left[\frac{\text{Product}\left[\text{PDF}\left[\text{NormalDistribution}[y,\sigma ],x_i\right],\{i,n\}\right]\text{PDF}[\text{NormalDistribution}[\mu ,\phi ],y]}{\text{Integrate}\left[\text{Product}\left[\text{PDF}\left[\text{NormalDistribution}[y,\sigma ],x_i\right],\{i,n\}\right]\text{PDF}[\text{NormalDistribution}[\mu ,\phi ],y],\{y,-\text{Infinity},\text{Infinity}\},\text{Assumptions}\to \{\sigma >0,\phi >0\}\right]},\{\sigma >0,\phi >0\}\right]
[/tex]
 
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  • #2
Kinda' messy dab. Runs right off the right side of my computer. Try FullSimplify and just on the part you need to simplify. Then start adding things back to the expression one by one to see if that helps.
 
  • #3
Ok, so I am trying to integrate this with no success

FullSimplify[
Integrate[
Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i,
n}]

PDF[NormalDistribution[\[Mu], \[Phi]], y],
{y, -Infinity, Infinity},
Assumptions -> {\[Sigma] >= 0, \[Phi] >= 0}]]
 
  • #4
Im not sure what "n" is, but if its 1, what you need to do is change the greater than equals signs to just greater than signs, I get:

Code:
n = 1
Integrate[
  Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i, 
     n}] PDF[NormalDistribution[\[Mu], \[Phi]], y], {y, -Infinity, 
   Infinity}, 
  Assumptions -> {\[Sigma] > 0, \[Phi] > 0}] // FullSimplify

[tex]
\frac{e^{-\frac{\left(\mu -x_1\right){}^2}{2 \left(\sigma ^2+\phi ^2\right)}}}{\sqrt{2 \pi } \sqrt{\sigma ^2+\phi ^2}}
[/tex]
 
  • #5
By letting n=1 you eliminate the product and that is not what I meant.
n is simply the upper limit of the product, i.e., 'i' goes from 1 to 'n'.

Thanks.
 

1. How do I simplify an expression using Mathematica?

To simplify an expression using Mathematica, you can use the Simplify or FullSimplify function. These functions will automatically simplify the expression using algebraic techniques, such as factoring and expanding, as well as trigonometric and logarithmic identities.

2. Can I specify certain simplification rules when using Mathematica?

Yes, you can use the Simplify function with the option Assumptions to specify certain simplification rules. For example, you can use Assumptions -> x > 0 to assume that x is a positive number when simplifying the expression.

3. How can I see the steps involved in the simplification process?

You can use the Simplify function with the option Trace to see the steps involved in simplifying the expression. This will show the intermediate expressions and transformations that Mathematica uses to simplify the original expression.

4. Can I simplify an expression with variables in Mathematica?

Yes, you can simplify expressions with variables in Mathematica. Make sure to define the variables using the Set or SetDelayed functions before simplifying the expression. You can also use Assumptions to specify any necessary assumptions about the variables.

5. Is there a limit to the complexity of expressions that can be simplified in Mathematica?

There is no specific limit to the complexity of expressions that can be simplified in Mathematica. However, the time it takes to simplify an expression may increase as the complexity of the expression increases. It is also important to note that Mathematica may not always be able to simplify certain types of expressions, such as those with irrational numbers or complex numbers.

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