Re: Gaussian distribution

On Mar 22, 2:34 pm, Kaba <REkalleMOunderscoreVErutane...@xxxxxxxxxxx>
wrote:
Hello

How do you prove that a Gaussian distribution integrates to 1 over -oo..
+oo?

I answered essentially the same question in this thread (this week):

http://groups.google.com/group/sci.math/browse_frm/thread/12d8484029a2be4b/e1d8206d8e3349cc#e1d8206d8e3349cc

The only difference is limits of integration, but you should be able
to figure that out for your case fairly easily.

That aside, I'm trying to find the fourier transform of a Gaussian
distribution, how do you do that?

http://en.wikipedia.org/wiki/Gaussian_distribution

Of course, it's the Characteristic Function here, not the Fourier
Transform. (And you'll need to play with complex numbers a bit to get
it in terms of sines and cosines.)

Michael


.

Loading