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How do I evaluate <x^2> for a Gaussian function?

  1. Sep 9, 2012 #1
    1. The problem statement, all variables and given/known data

    For some Gaussian distribution, let's say [itex]e^{-x^2}[/itex] times a constant, I want to find the expectation value of [itex]x^2[/itex]. In other words, I want to evaluate:

    [tex]\int^{\infty}_{-\infty} e^{-x^2}x^2dx[/tex]

    2. Relevant equations

    Integration by parts:

    [tex]\int udv = uv - \int vdu[/tex]

    3. The attempt at a solution

    I tried a few things actually, but none of them got anywhere. One of the routes I attempted was u-substitution followed by integration by parts. First, since the function is even, you set it equal to:

    [tex]2\int^{\infty}_{0} e^{-x^2}x^2dx[/tex]

    Letting [itex]a = x^2, da = 2xdx[/itex], we get:

    [tex]\int^{\infty}_{0} e^{-a}\sqrt{a}da[/tex]

    Then, letting [itex]u = \sqrt{a}, dv = e^{-a}da, du = \frac{1}{2\sqrt{a}}da, v = -e^{-a}[/itex]:

    [tex]\int e^{-a}\sqrt{a}da = -\sqrt{a}e^{-a} + \int e^{-a}\frac{1}{2\sqrt{a}}da[/tex]

    And here I get stuck. Anybody have hints?
     
  2. jcsd
  3. Sep 9, 2012 #2

    Dick

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    Think about [itex]\int^{\infty}_{-\infty} e^{- a x^2} dx[/itex]. You can work that out, right? Now what is d/da of that when a=1?
     
  4. Sep 9, 2012 #3

    LCKurtz

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    Nice hint.
     
  5. Sep 10, 2012 #4
    Ok, so I think I've got it. Basically, you take:

    [tex]\int^{\infty}_{-\infty} -\frac{de^{-ax^2}}{da}dx[/tex]

    Then since x and a are independent of each other, you can bring the d/da outside the integral:

    [tex]\frac{d}{da}\int^{-\infty}_{\infty} e^{-ax^2}dx[/tex]

    Then you do that integral to get [itex]-\sqrt{\pi/a}[/itex], and after taking the derivative with respect to a, you get [itex]\frac{\sqrt{\pi}a^{-3/2}}{2}[/itex]. Plugging in a=1, you end up with [itex]\frac{\sqrt{\pi}}{2}[/itex] for your final answer.

    I didn't offend any mathematicians with egregiously bad calculus, did I?
     
    Last edited: Sep 10, 2012
  6. Sep 10, 2012 #5

    Dick

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    Maybe. But even physicists would be offended because the sign is obviously wrong. x^2*exp(-x^2) is a positive function. How can its integral be negative?
     
  7. Sep 10, 2012 #6
    Yep, I realized my terrible error and fixed it. Does it look alright now?
     
  8. Sep 10, 2012 #7

    Dick

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    The answer is right. I'm not sure you've put the sign correction in the right place everywhere. But I'm sure you can fix it.
     
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