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| − | {{move|Gaussian integral}} (The current version uses quotation marks in the title!) | + | {{| }} ( !) |
| − | {{Template:Math-h}} | + | {{:-}} |
| − | The '''Gaussian integral''' is the integral:
| + | ''' ''' : |
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| − | :<math> \int_{-\infty}^{\infty} e^{-x^2}dx. </math> | + | :<> \{-\}^{\} ^{-^}. </> |
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| − | It has a value of <math>\sqrt\pi</math>. The value is needed to normalize the [[Normal distribution]].
| + | <>\\</>. [[ ]]. |
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| − | ==Derivation== | + | ==== |
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| − | First look at the [[Double integral|double integral]]
| + | [[ | ]] |
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| − | <math>\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-x^2-y^2}dxdy.</math> | + | <>\{-\}^{\} \{-\}^{\} ^{-^-^}.</> |
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| − | Separating it,
| + | , |
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| − | <math>\int_{-\infty}^{\infty} e^{-x^2}dx \int_{-\infty}^{\infty} e^{-y^2}dy = (\int_{-\infty}^{\infty} e^{-x^2}dx)^2 </math> | + | <>\{-\}^{\} ^{-^} \{-\}^{\} ^{-^} = (\{-\}^{\} ^{-^})^ </> |
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| − | So, the double integral is merely the square of the Gaussian integral.
| + | , . |
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| − | Now, do the double integral in polar co-ordinates. <math>-x^2-y^2= -(x^2+y^2) = -r^2</math> and <math>dxdy=rdrd\theta</math>, so:
| + | , -. <>-^-^= -(^+^) = -^</> <>=\</>, : |
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| − | <math>\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} e^{-x^2-y^2}dxdy = \int_{0}^{2\pi}\int_{0}^{\infty} e^{-r^2}rdrd\theta</math> | + | <>\{-\}^{\} \{-\}^{\} ^{-^-^} = \{}^{\}\{}^{\} ^{-^}\</> |
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| − | <math> = (\int_{0}^{2\pi}d\theta)(\int_{0}^{\infty} e^{-r^2}rdr)</math> | + | <> = (\{}^{\}\)(\{}^{\} ^{-^})</> |
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| − | <math> = 2\pi \int_{0}^{\infty} e^{-r^2}rdr.</math> | + | <> = \ \{}^{\} ^{-^}.</> |
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| − | Substituting <math>z=r^2</math> into the integral,
| + | <>=^</> , |
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| − | <math> = 2\pi \int_{0}^{\infty} e^{-z}(z^{1/2})(\frac{dz}{2z^{1/2}})</math> | + | <> = \ \{}^{\} ^{-}(^{/})(\{}{^{/}})</> |
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| − | <math> = \pi \int_{0}^{\infty} e^{-z}dz = \pi \left[-e^{-z} \right]_0^{\infty} = \pi.</math> | + | <> = \ \{}^{\} ^{-} = \ \[-^{-} \]^{\} = \.</> |
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| − | Therefore,
| + | , |
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| − | <math>(\int_{-\infty}^{\infty} e^{-x^2}dx)^2 = \pi </math> | + | <>(\{-\}^{\} ^{-^})^ = \ </> |
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| − | <math>\int_{-\infty}^{\infty} e^{-x^2}dx = \sqrt\pi.</math> | + | <>\{-\}^{\} ^{-^} = \\.</> |
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| − | [[category:mathematics]] | + | [[:]] |