Finding Constants for a Gaussian PDF

Click For Summary

Homework Help Overview

The problem involves finding constants for a Gaussian probability density function (PDF) related to exam grades in a class. The original poster seeks to determine constants a and b such that the transformed random variable y = aX + b maintains a Gaussian distribution with a specified new mean m' and standard deviation σ'.

Discussion Character

  • Exploratory, Conceptual clarification, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the relationship between the original and transformed variables, questioning how to derive the new mean and standard deviation. There is an exploration of the implications of changing the mean while keeping the standard deviation the same or changing it.

Discussion Status

The discussion is ongoing, with participants clarifying the conditions of the problem and exploring the necessary equations to find the constants a and b. Some guidance has been offered regarding the properties of Gaussian distributions and the relationships between means and variances.

Contextual Notes

There is some confusion regarding the interpretation of the problem statement, particularly concerning the new standard deviation and its relationship to the transformed variable. The original poster notes that the textbook's wording may contribute to this confusion.

ahamdiheme
Messages
24
Reaction score
0

Homework Statement



The exam grades in a certain class have a Gaussian PDF with mean m and standard deviation \sigma. Find the constants a and b so that the random variable y=aX+b has a Gaussian PDF with mead m' and standard deviation \sigma'.

Homework Equations





The Attempt at a Solution


I really do not know where to go from here, i need a heads-up.
Thanks
 
Physics news on Phys.org
Is aX + b to have a different mean but same standard deviation? I'm not entirely clear from your post.

You do know that if X is Gaussian then aX + b is also Guassian for any choices of a \ne 0 \text{ and real }b, right, so you don't need to show that part.

If \mu_1 is supposed to be the new mean, then

<br /> E(aX+b) = aE(X) + b = \mu_1<br />

The other condition requires you to work with the variances: If the standard deviation doesn't change then you know that

<br /> Var(aX+b) = \sigma^2<br />

Simplifying and working with these equations will let you find appropriate values for a, b. Play with them.
 
no the new deviation is \sigma&#039;
 
I'm not sure what you mean by saying "the new standard deviation is \sigma&#039;

Is it simply that

<br /> \sigma&#039; = \sqrt{Var(aX+b)}<br />
 
y=aX+b has a Gaussian PDF with mean m' and standard deviation '

that relationship, i know. the m' goes with \sigma&#039;.
Hope u understand what the question says now. It seems a little confusing but that's the exact way the textbook put it. Thank you
 

Similar threads

Replies
7
Views
4K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 3 ·
Replies
3
Views
1K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
2
Views
2K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 3 ·
Replies
3
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 5 ·
Replies
5
Views
3K