Solve Gaussian Integral: A from \int^{-\infty}_{+\infty} \rho (x) \,dx = 1

In summary, the student is trying to integrate the probability density but is getting stuck. He is also trying to solve a problem from Griffiths' Quantum Mechanics from last semester.
  • #1
DukeLuke
94
0

Homework Statement


Consider the gaussian distribution shown below

[tex] \rho (x) = Ae^{-\lambda (x-a)^2 [/tex]

where A, a, and [itex] \lambda [/itex] are positive real constants. Use [itex] \int^{-\infty}_{+\infty} \rho (x) \,dx = 1 [/itex] to determine A. (Look up any integrals you need)

Homework Equations


Given in question above

The Attempt at a Solution


My plan was to integrate the probability density set it equal to one and then solve for A. The problem is I'm getting stuck on the integration. I started by pulling the constants out of the integral and doing the substitution [itex] u=x-a [/itex] that left me with
[tex] Ae^{-\lambda} \int^{+\infty}_{-\infty} e^{u^2}\,du [/tex]
It's been a while since calc II and I can't figure out how to do this one (even though it looks so simple). I also tried looking it up in a integral table but couldn't find it. Any help would be appreciated.
 
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  • #2
You have made an error.

[tex]
e^{-\lambda u^2} \neq e^{-\lambda}e^u^2=e^{-\lambda+u^2}
[/tex]
 
  • #3
DukeLuke said:
… (Look up any integrals you need) …

I also tried looking it up in a integral table but couldn't find it. Any help would be appreciated.

Hi DukeLuke! :wink:

You need the erf(x) function … see http://en.wikipedia.org/wiki/Error_function :smile:

(btw, there is a way to integrate ∫e-u2du: it's √(∫e-u2du)∫e-v2dv), then change to polar coordinates :wink:)
 
  • #4
Cyosis said:
You have made an error.
[tex]
e^{-\lambda u^2} \neq e^{-\lambda}e^u^2=e^{-\lambda+u^2}
[/tex]

Thanks, man am I getting rusty over the summer

tiny-tim said:
You need the erf(x) function

I looked at it but I'm lost on how to use it solve this problem. Could you help me get started?
 
  • #5
DukeLuke said:
(Look up any integrals you need)
Have you tried this bit of advise? You even know the relevant keywords (hint: use the title of this thread). Google is your friend.
 
  • #7
[tex] \int_{-\infty}^{\infty} e^{-(x+b)^2/c^2}\,dx=|c| \sqrt{\pi} [/tex]

Thanks, using the integral above from Wikipedia [itex] c = \frac{1}{\sqrt{\lambda}} [/itex]. From there I get [itex] A = \frac{\sqrt{\lambda}}{\sqrt{\pi}} [/itex].
 
  • #8
Looks correct, studying griffiths' quantum mechanics I see :D
 
  • #9
Yep, thought I would get a head start before the fall semester begins.
 

1. What is a Gaussian Integral?

A Gaussian Integral is a type of definite integral that involves the Gaussian function, which is a bell-shaped curve. It is used to calculate the area under the curve of a probability distribution function, and is commonly used in statistics and physics.

2. How do you solve a Gaussian Integral?

To solve a Gaussian Integral, you can use various methods such as substitution, integration by parts, or completing the square. The most common approach is to use the substitution method, where you replace the variable with a new one to simplify the integral.

3. What is the significance of the integral being equal to 1?

The integral being equal to 1 signifies that the Gaussian function is a probability distribution function, which means that the total area under the curve is equal to the total probability of the event occurring. In other words, the integral being equal to 1 ensures that the Gaussian function is a valid probability density function.

4. Can a Gaussian Integral have limits other than -∞ and +∞?

Yes, a Gaussian Integral can have different limits depending on the problem being solved. The limits represent the range of values over which the Gaussian function is being integrated. In some cases, the integral may have finite limits, while in others it may have infinite limits.

5. How is the Gaussian Integral used in real-world applications?

The Gaussian Integral is used in various fields such as physics, statistics, and engineering. It is commonly used to solve problems related to probability, such as calculating the probability of a measurement falling within a certain range. It is also used in signal processing to analyze data and filter out noise.

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