Homework Help: How does integrating this work?

1. Apr 14, 2010

vorcil

question:

Consider the gaussian distribution:

$$p(x) = Ae^(-\lambda (x-a)^2)$$

(a) use the equation, $$1={\int_{-\infty}^{\infty}} p(x)dx$$

(b) find <x>, <x^2> and $$\sigma$$

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a) if i take (x-a) to be u,

$$1=\int_{-\infty}^\infty Ae^(-\lambda(x-a)^2)dx$$
=
$$\int_{-\infty}^\infty Ae^(-\lambda(u)^2)dx$$ (not sure if this is right, when i substitute in u, is dx, supposed to be replaced by du?

why? because of the integration limits? idk understand why please explain,

- after i get told why that occurs,

i need help integrating this
$${\int_{-\infty}^{\infty}} Ae^(-\lambda(u)^2)du$$

2. Apr 14, 2010

Char. Limit

Assuming that a is a constant...

$$u=x-a$$

then differentiate it with respect to x.

$$\frac{du}{dx}=1$$

And multiply both sides by dx (you can do this).

$$du=dx$$

So du=dx!

3. Apr 15, 2010

vorcil

my first question is how to solve for A and a

I've been given that i need to figure out A first, before a

helllp

4. Apr 15, 2010

Char. Limit

Are you given a value for lambda? That would really help if you were trying to solve the integral...

However, first thing I'd do, assuming A is constant, is factor it out of the integral. After all, the resulting integral is solvable, and would be even more solvable if we had a value lambda (and I hope it's a square number too).

5. Apr 15, 2010

HallsofIvy

By the way, with LaTex, put everything you want grouped together, such as an exponent, in { }.

[ tex ]e^{-\lambda (x- a)^2} [ tex ]
gives
$$e^{-\lamda (x- a)^2}$$

6. Apr 15, 2010

PhaseShifter

Don't worry about integrating that one.

$${\int_{-\infty}^{\infty}} (u+a)Ae^{-\lambda(u)^2}du$$
and
$${\int_{-\infty}^{\infty}} (u+a)^{2}Ae^{-\lambda(u)^2}du$$
If you integrate by parts (and you may need to do this more than once, to get rid of the "u+a" coefficients), you'll get (some expression)*(the integral you can't do, which is equal to 1)