Friday, November 23, 2018

calculus - Gaussian Definite Integral for Gaussian random variables


Weh have the following:



For s>0, sex2/2dx1ses2/2,sex2/2dxπ2es2/2.


Then prove that for a random variable XN(0,1) and s>0, Pr(X>s)12πmin(1t,π2)es2/2.




So far i have the following Pr(X>s)=sex2dxmin(1t,π2)es2/2,, which does not need any further proof if i get first the two inequalities right?



I got the first part where it is 1/s but for the second part, I tried converting to polar coordinates for the second equation. Since I did sex2/2dxsey2/2dyπ/20ser2/2rdrdθsex2/2dxπ2es2/2

? Am i doing something wrong?

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