Showing posts with label Normal Distribution Integrals. Show all posts
Showing posts with label Normal Distribution Integrals. Show all posts

Saturday, June 25, 2011

Why is integral of normal distribution = 1 ? Where does the mysterious normalizing constant come from ?

 

The case of the Univariate Normal Distribution

Univariate_Normal_Dist_Integral_1

 

Univariate_Normal_Dist_Integral_2

The case of the Multivariate Normal Distribution

Multivariate_Normal_Dist_Integral_1Multivariate_Normal_Dist_Integral_2

Multivariate_Normal_Dist_Integral_4

Multivariate_Normal_Dist_Integral_5

Posted by Deepak Roy Chittajallu at 2:18 PM 0 comments
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