Given a bivariate gaussian distribution,
I'm attempting to find the probability p for which
the ellipse of all points (x,y) for which P(X = x, Y= y) = p contains
a given % of the samples drawn from the distribution.
I want the 2d equivalent for the 1 dimensional case:
given a normal...
I fail to understand a step made in this proof:
http://en.wikipedia.org/wiki/Convolution_theorem"
more specifically the last step where the integral is written as a product of 2 separate integrals (each equal to a Fourier transform):
from:
to:
I'm quite rusty on my integration, but as far I...