Simplify this expression with Mathematica

Click For Summary

Discussion Overview

The discussion revolves around simplifying a mathematical expression involving Gaussian distributions using Mathematica. Participants are exploring the integration of a product of probability density functions (PDFs) and seeking methods to achieve simplification.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant expresses difficulty in simplifying an integral that should yield a Gaussian distribution.
  • Another suggests using FullSimplify on parts of the expression incrementally to identify simplification opportunities.
  • A participant attempts to integrate the expression but encounters challenges, indicating a lack of success.
  • One participant proposes that if 'n' equals 1, changing the inequalities in the assumptions may lead to a simpler result.
  • A later reply clarifies that 'n' represents the upper limit of the product index, emphasizing that reducing 'n' to 1 alters the intended expression.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the best approach to simplify the expression, and there are differing interpretations of the variable 'n' and its implications for the simplification process.

Contextual Notes

There are unresolved assumptions regarding the variable 'n' and its role in the product, as well as the implications of changing the inequality signs in the assumptions.

dabd
Messages
25
Reaction score
0
I know this expression should return a Gaussian distribution but I can't get Mathematica to simplify the integral. What am I missing?

[tex] \text{Simplify}\left[\frac{\text{Product}\left[\text{PDF}\left[\text{NormalDistribution}[y,\sigma ],x_i\right],\{i,n\}\right]\text{PDF}[\text{NormalDistribution}[\mu ,\phi ],y]}{\text{Integrate}\left[\text{Product}\left[\text{PDF}\left[\text{NormalDistribution}[y,\sigma ],x_i\right],\{i,n\}\right]\text{PDF}[\text{NormalDistribution}[\mu ,\phi ],y],\{y,-\text{Infinity},\text{Infinity}\},\text{Assumptions}\to \{\sigma >0,\phi >0\}\right]},\{\sigma >0,\phi >0\}\right][/tex]
 
Physics news on Phys.org
Kinda' messy dab. Runs right off the right side of my computer. Try FullSimplify and just on the part you need to simplify. Then start adding things back to the expression one by one to see if that helps.
 
Ok, so I am trying to integrate this with no success

FullSimplify[
Integrate[
Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i,
n}]

PDF[NormalDistribution[\[Mu], \[Phi]], y],
{y, -Infinity, Infinity},
Assumptions -> {\[Sigma] >= 0, \[Phi] >= 0}]]
 
Im not sure what "n" is, but if its 1, what you need to do is change the greater than equals signs to just greater than signs, I get:

Code:
n = 1
Integrate[
  Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i, 
     n}] PDF[NormalDistribution[\[Mu], \[Phi]], y], {y, -Infinity, 
   Infinity}, 
  Assumptions -> {\[Sigma] > 0, \[Phi] > 0}] // FullSimplify

[tex] \frac{e^{-\frac{\left(\mu -x_1\right){}^2}{2 \left(\sigma ^2+\phi ^2\right)}}}{\sqrt{2 \pi } \sqrt{\sigma ^2+\phi ^2}}[/tex]
 
By letting n=1 you eliminate the product and that is not what I meant.
n is simply the upper limit of the product, i.e., 'i' goes from 1 to 'n'.

Thanks.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 20 ·
Replies
20
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 10 ·
Replies
10
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K