Deriving the Gaussian density probability equation

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Discussion Overview

The discussion revolves around the derivation of the coefficient \((x-μ)^2\) in the Gaussian density probability equation, particularly in the context of variance. Participants explore the mathematical formulation and seek clarification on the expression used in the equation.

Discussion Character

  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant asks about the derivation of the coefficient \((x-μ)^2\) in the Gaussian density probability equation.
  • Another participant questions the accuracy of the initial expression provided.
  • A participant suggests that the expression should include \(\sigma^2\) and relates it to the definition of variance, indicating it represents the second moment of the distribution centered at the mean.
  • The original poster acknowledges the error in their expression, confirming it should be \(\sigma^2\) instead of \(\sigma^3\), and expresses gratitude for the clarification.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the initial expression, as one participant identifies an error, while another clarifies the correct formulation related to variance. The discussion reflects differing understandings of the mathematical representation.

Contextual Notes

The discussion highlights potential confusion regarding the notation and definitions used in probability density functions, particularly in relation to variance and moments of distributions.

CuriousQuazim
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Hey ^^, new here but I already have a question haha

Does anyone here know how the coefficient (x-μ)^2 was derived in the following equation:

σ^3=(1/√2∏)∫(1/σ)*(x-μ)^2*exp((x-μ)^2)/(2σ^2))

I know the general equation for density probability is (1/σ)*exp((x-μ)^2)/(2σ^2))
but in this case I can't quite see how the coefficient came about... any help?

Thanks in advance!
 
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Your expression looks wrong to me. Could you check it for accuracy?
 
It looks like it should be σ2. The expression is essentially the definition of the variance, the second moment of the distribution centered at the mean.
 
Oh I'm sorry that was an error on my part, it is indeed σ^2

σ^2=(1/√2∏)∫(1/σ)*(x-μ)^2*exp((x-μ)^2)/(2σ^2))

Ah thank you so much mathman ^^, that's what I was looking for! I'm studying engineering so sometimes they just throw mathematical equations at us with no explanation ¬_¬.
 

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