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Math Help - expected value of a segment of normal distribution

  1. #1
    fio_2001
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    expected value of a segment of normal distribution

    I need to find the expected value of a segment (namely the segment -infinity to C) of the normal distribution (the bell curve).

    i know what i should integrate, I just cant integrate it as it is much too complicated for my small mind to handle.

    basically Integral from -infinity to C of x times f(x) dx where f(x) is the pdf of the normal distribution which is much too complicated to write out on a board like this...

    thanks a ton if you can get me this !
    Norman
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by fio_2001 View Post
    I need to find the expected value of a segment (namely the segment -infinity to C) of the normal distribution (the bell curve).

    i know what i should integrate, I just cant integrate it as it is much too complicated for my small mind to handle.

    basically Integral from -infinity to C of x times f(x) dx where f(x) is the pdf of the normal distribution which is much too complicated to write out on a board like this...

    thanks a ton if you can get me this !
    Norman
    integral_{x=-infty to C} x/sqrt(2 pi) exp(-x^2/2) dx

    now d/dx exp(-x^2/2) = -x exp(-x^2/2), so:

    integral_{x=-infty to C} x/sqrt(2 pi) exp(-x^2/2) dx = [1/sqrt(2 pi)] [-exp(-C^2/2)]

    RonL
    Last edited by CaptainBlack; April 19th 2007 at 11:19 AM.
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