What is the Optimal Value of k for a Probability Density Function?

Click For Summary

Discussion Overview

The discussion revolves around determining the optimal value of k for a given function f(x;k) to qualify as a probability density function (PDF). Participants explore the properties of PDFs, integration challenges, and the relationship to the Normal distribution. The scope includes theoretical considerations and mathematical reasoning.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant suggests that k = \frac{1}{2\sqrt{\pi}} resembles the Normal distribution and questions if this value makes f(x;k) a valid PDF.
  • Another participant notes that a probability density function must have an area under the curve equal to 1.
  • It is mentioned that f(x) must be non-negative for all x to qualify as a PDF.
  • A participant points out that the term k.e^{(10x - 0.25x^2 - 100)} cannot be integrated using elementary functions, raising concerns about the integration process.
  • Another participant counters that despite the integration challenge, the standard normal distribution integrates to 1, suggesting that the integral of k.e^{(10x - 0.25x^2 - 100)} can still be calculated.
  • A later reply indicates that setting k = \frac{1}{2\sqrt{\pi}} simplifies the function, potentially making it a normal PDF.

Areas of Agreement / Disagreement

Participants generally agree on the properties required for a function to be a probability density function, such as the area under the curve being 1 and non-negativity. However, there is no consensus on the integration of the function or the optimal value of k, as some participants express uncertainty about the integration process.

Contextual Notes

Participants discuss the integration of k.e^{(10x - 0.25x^2 - 100)} and its implications for determining k, indicating potential limitations in the approach due to the complexity of the function.

theperthvan
Messages
182
Reaction score
0
Here is a question that was in on of my exams a few months ago. It asks what is the value of k so that the function f(x;k) is a probability density.
I didn't really answer it, but put an answer as [tex]k= \frac{1}{2\sqrt{\pi}}[/tex] because that somewhat resembled the Normal distribution.
Does anyone know?

[tex]f(x;k) = -(\frac{1}{2\sqrt{\pi}} - k)^2 + k.e^{(10x - 0.25x^2 - 100)}[/tex]

(this is not a homework question)
 
Last edited:
Physics news on Phys.org
What are the properties of a probability density function?
 
Area under curve = 1
 
theperthvan said:
Area under curve = 1

Right, i.e. [tex]\int_{-\infty}^{+\infty} f(x)dx =1[/tex]
 
You also need f(x)>=0 for all x for f(x) to be a probability density.
 
But [tex]k.e^{(10x - 0.25x^2 - 100)}[/tex] isn't able to be integrated using elementary functions.
 
theperthvan said:
But [tex]k.e^{(10x - 0.25x^2 - 100)}[/tex] isn't able to be integrated using elementary functions.

That doesn't matter, does it? The standard normal distribution integrates to 1:

[tex]\int_{-\infty}^{\infty} \frac 1 {\sqrt{2\pi}} \exp\left(-\,\frac1 2 x^2\right) = 1[/tex]

From this, you should be able to calculate the integral of [itex]k.e^{(10x - 0.25x^2 - 100)}[/itex] over all x.

BTW, your guess was right because setting [itex]k= \frac{1}{2\sqrt{\pi}}[/itex] eliminates the first term and makes the latter term a normal PDF. Can you see why?
 
Ahh, right. I guessed it for that reason (to eliminate the other term), but kind of by accident.

I see how it goes now. Thanks for your responses.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 25 ·
Replies
25
Views
3K
  • · Replies 29 ·
Replies
29
Views
6K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 4 ·
Replies
4
Views
1K
  • Poll Poll
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K