Results 1 to 10 of 10

Math Help - Normal distribution

  1. #1
    Junior Member
    Joined
    Jan 2009
    Posts
    70

    Normal distribution

    can some1 please help me with

    Normal  distribution-untitled.jpg

    Thanks
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Lord of certain Rings
    Isomorphism's Avatar
    Joined
    Dec 2007
    From
    IISc, Bangalore
    Posts
    1,465
    Thanks
    6
    Quote Originally Posted by nerdo View Post
    can some1 please help me with

    Click image for larger version. 

Name:	untitled.JPG 
Views:	41 
Size:	21.8 KB 
ID:	9911

    Thanks
    Without the knowledge of independence, we cant solve this problem. So assuming {X_i} are all independent.

    Y = \sum_{i=0}^{i=n} a_i X_{i} \implies \mathbb{E}(Y) = \sum_{i=0}^{i=n} a_i \mathbb{E}(X_{i})and \text{Var}(Y) = \sum_{i=0}^{i=n} a_i ^2  \text{Var}(X_{i})
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Jan 2009
    Posts
    7
    Without independence we could still solve it if we knew that ({X_1},...,{X_n}) was a Gaussian vector (which is not implied by the {X_i} being all Gaussians). In that case, the mean of Y would be the same, but its variance would be different (you should take covariances into account).
    Follow Math Help Forum on Facebook and Google+

  4. #4
    Junior Member
    Joined
    Jan 2009
    Posts
    70
    Quote Originally Posted by EconMax View Post
    Without independence we could still solve it if we knew that ({X_1},...,{X_n}) was a Gaussian vector (which is not implied by the {X_i} being all Gaussians). In that case, the mean of Y would be the same, but its variance would be different (you should take covariances into account).
    I am really confused, can u please explain what u mean.
    Follow Math Help Forum on Facebook and Google+

  5. #5
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by nerdo View Post
    I am really confused, can u please explain what u mean.
    Post #2 has what you need.
    Follow Math Help Forum on Facebook and Google+

  6. #6
    Junior Member
    Joined
    Jan 2009
    Posts
    70
    Quote Originally Posted by mr fantastic View Post
    Post #2 has what you need.

    I have tried to do this question, and i just don't know were to start, could some1 please just help me

    I would really appriate it.
    Follow Math Help Forum on Facebook and Google+

  7. #7
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by nerdo View Post
    I have tried to do this question, and i just don't know were to start, could some1 please just help me

    I would really appriate it.
    Have you tried to do what post #2 says? What have you done so far, where are you stuck?
    Follow Math Help Forum on Facebook and Google+

  8. #8
    Junior Member
    Joined
    Jan 2009
    Posts
    70
    Quote Originally Posted by mr fantastic View Post
    Have you tried to do what post #2 says? What have you done so far, where are you stuck?

    I don't understand what is meant by "Gaussian vector", i tried to reasearch but still do not understand, and i don't know how to appoarch the question.
    Follow Math Help Forum on Facebook and Google+

  9. #9
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by nerdo View Post
    I don't understand what is meant by "Gaussian vector", i tried to reasearch but still do not understand, and i don't know how to appoarch the question.
    I said read post #2. Not #3.
    Follow Math Help Forum on Facebook and Google+

  10. #10
    Junior Member
    Joined
    Jan 2009
    Posts
    70
    Quote Originally Posted by mr fantastic View Post
    I said read post #2. Not #3.
    Oh sorry about that, my bad, .
    Last edited by nerdo; February 3rd 2009 at 08:39 AM.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 1
    Last Post: December 27th 2011, 02:08 PM
  2. normal distribution prior and posterior distribution proof
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: March 9th 2011, 07:12 PM
  3. Replies: 2
    Last Post: March 29th 2010, 03:05 PM
  4. Replies: 3
    Last Post: February 6th 2009, 04:59 AM
  5. Replies: 1
    Last Post: April 20th 2008, 07:35 PM

Search Tags


/mathhelpforum @mathhelpforum