What is the purpose of the constant in the probability density function












1












$begingroup$


I have been studying the probability density function...



$$frac{1}{sigma sqrt{2 pi}}e^{frac{(-(x - mu ))^2}{2sigma ^2}}$$



For now I remove the constant, and using the following proof, I prove that...



$$int_{-infty}^{infty}e^{frac{-x^2}{2}} = sqrt{2 pi }$$



The way I interpret this is that the area under the gaussian distribution is $sqrt{2 pi }$. But I am still having a hard time figuring out what the constant is doing. It seems to divide by the area itself and by $sigma$ as well. Why is this done?






probability statistics probability-distributions gaussian-integral







share|cite|improve this question









$endgroup$








  • 1




    $begingroup$
    so the integral of the probability density function over the entire space is equal to one
    $endgroup$
    – J. W. Tanner
    1 hour ago


















1












$begingroup$


I have been studying the probability density function...



$$frac{1}{sigma sqrt{2 pi}}e^{frac{(-(x - mu ))^2}{2sigma ^2}}$$



For now I remove the constant, and using the following proof, I prove that...



$$int_{-infty}^{infty}e^{frac{-x^2}{2}} = sqrt{2 pi }$$



The way I interpret this is that the area under the gaussian distribution is $sqrt{2 pi }$. But I am still having a hard time figuring out what the constant is doing. It seems to divide by the area itself and by $sigma$ as well. Why is this done?






probability statistics probability-distributions gaussian-integral







share|cite|improve this question









$endgroup$








  • 1




    $begingroup$
    so the integral of the probability density function over the entire space is equal to one
    $endgroup$
    – J. W. Tanner
    1 hour ago
















1












1








1





$begingroup$


I have been studying the probability density function...



$$frac{1}{sigma sqrt{2 pi}}e^{frac{(-(x - mu ))^2}{2sigma ^2}}$$



For now I remove the constant, and using the following proof, I prove that...



$$int_{-infty}^{infty}e^{frac{-x^2}{2}} = sqrt{2 pi }$$



The way I interpret this is that the area under the gaussian distribution is $sqrt{2 pi }$. But I am still having a hard time figuring out what the constant is doing. It seems to divide by the area itself and by $sigma$ as well. Why is this done?






probability statistics probability-distributions gaussian-integral







share|cite|improve this question









$endgroup$




I have been studying the probability density function...



$$frac{1}{sigma sqrt{2 pi}}e^{frac{(-(x - mu ))^2}{2sigma ^2}}$$



For now I remove the constant, and using the following proof, I prove that...



$$int_{-infty}^{infty}e^{frac{-x^2}{2}} = sqrt{2 pi }$$



The way I interpret this is that the area under the gaussian distribution is $sqrt{2 pi }$. But I am still having a hard time figuring out what the constant is doing. It seems to divide by the area itself and by $sigma$ as well. Why is this done?






probability statistics probability-distributions gaussian-integral




probability statistics probability-distributions gaussian-integral






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked 1 hour ago









BolboaBolboa

398516




398516








  • 1




    $begingroup$
    so the integral of the probability density function over the entire space is equal to one
    $endgroup$
    – J. W. Tanner
    1 hour ago
















  • 1




    $begingroup$
    so the integral of the probability density function over the entire space is equal to one
    $endgroup$
    – J. W. Tanner
    1 hour ago










1




1




$begingroup$
so the integral of the probability density function over the entire space is equal to one
$endgroup$
– J. W. Tanner
1 hour ago






$begingroup$
so the integral of the probability density function over the entire space is equal to one
$endgroup$
– J. W. Tanner
1 hour ago












2 Answers
2






active

oldest

votes


















2












$begingroup$

If you consider every possible outcome of some event you should expect the probability of it happening to be $1$, not $sqrt{2pi}$ so the constant scales the distribution to conform with the normal convention of ascribing a probability between zero and one.






share|cite|improve this answer









$endgroup$









  • 1




    $begingroup$
    (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
    $endgroup$
    – John Doe
    1 hour ago





















2












$begingroup$

It is doing that, but observe that you are also stretching in the horizontal direction by the same factor (in the exponential). Say if $sigma>1$ you are decreasing your area by a factor $sigma$ but you are increasing it by the same factor because you replace $x$ by $x/sigma$ (the shift does not change the area of course)






share|cite|improve this answer









$endgroup$














    Your Answer





    StackExchange.ifUsing("editor", function () {
    return StackExchange.using("mathjaxEditing", function () {
    StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
    StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
    });
    });
    }, "mathjax-editing");

    StackExchange.ready(function() {
    var channelOptions = {
    tags: "".split(" "),
    id: "69"
    };
    initTagRenderer("".split(" "), "".split(" "), channelOptions);

    StackExchange.using("externalEditor", function() {
    // Have to fire editor after snippets, if snippets enabled
    if (StackExchange.settings.snippets.snippetsEnabled) {
    StackExchange.using("snippets", function() {
    createEditor();
    });
    }
    else {
    createEditor();
    }
    });

    function createEditor() {
    StackExchange.prepareEditor({
    heartbeatType: 'answer',
    autoActivateHeartbeat: false,
    convertImagesToLinks: true,
    noModals: true,
    showLowRepImageUploadWarning: true,
    reputationToPostImages: 10,
    bindNavPrevention: true,
    postfix: "",
    imageUploader: {
    brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
    contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
    allowUrls: true
    },
    noCode: true, onDemand: true,
    discardSelector: ".discard-answer"
    ,immediatelyShowMarkdownHelp:true
    });


    }
    });














    draft saved

    draft discarded


















    StackExchange.ready(
    function () {
    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3181774%2fwhat-is-the-purpose-of-the-constant-in-the-probability-density-function%23new-answer', 'question_page');
    }
    );

    Post as a guest















    Required, but never shown

























    2 Answers
    2






    active

    oldest

    votes








    2 Answers
    2






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    2












    $begingroup$

    If you consider every possible outcome of some event you should expect the probability of it happening to be $1$, not $sqrt{2pi}$ so the constant scales the distribution to conform with the normal convention of ascribing a probability between zero and one.






    share|cite|improve this answer









    $endgroup$









    • 1




      $begingroup$
      (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
      $endgroup$
      – John Doe
      1 hour ago


















    2












    $begingroup$

    If you consider every possible outcome of some event you should expect the probability of it happening to be $1$, not $sqrt{2pi}$ so the constant scales the distribution to conform with the normal convention of ascribing a probability between zero and one.






    share|cite|improve this answer









    $endgroup$









    • 1




      $begingroup$
      (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
      $endgroup$
      – John Doe
      1 hour ago
















    2












    2








    2





    $begingroup$

    If you consider every possible outcome of some event you should expect the probability of it happening to be $1$, not $sqrt{2pi}$ so the constant scales the distribution to conform with the normal convention of ascribing a probability between zero and one.






    share|cite|improve this answer









    $endgroup$



    If you consider every possible outcome of some event you should expect the probability of it happening to be $1$, not $sqrt{2pi}$ so the constant scales the distribution to conform with the normal convention of ascribing a probability between zero and one.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered 1 hour ago









    CyclotomicFieldCyclotomicField

    2,4681314




    2,4681314








    • 1




      $begingroup$
      (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
      $endgroup$
      – John Doe
      1 hour ago
















    • 1




      $begingroup$
      (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
      $endgroup$
      – John Doe
      1 hour ago










    1




    1




    $begingroup$
    (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
    $endgroup$
    – John Doe
    1 hour ago






    $begingroup$
    (In case its not clear, which it probably is) More precisely, you want the sum of the probabilities of all possible events to equal $1$, and since an integral represents a sum over such continuous variables, that's what this is.
    $endgroup$
    – John Doe
    1 hour ago













    2












    $begingroup$

    It is doing that, but observe that you are also stretching in the horizontal direction by the same factor (in the exponential). Say if $sigma>1$ you are decreasing your area by a factor $sigma$ but you are increasing it by the same factor because you replace $x$ by $x/sigma$ (the shift does not change the area of course)






    share|cite|improve this answer









    $endgroup$


















      2












      $begingroup$

      It is doing that, but observe that you are also stretching in the horizontal direction by the same factor (in the exponential). Say if $sigma>1$ you are decreasing your area by a factor $sigma$ but you are increasing it by the same factor because you replace $x$ by $x/sigma$ (the shift does not change the area of course)






      share|cite|improve this answer









      $endgroup$
















        2












        2








        2





        $begingroup$

        It is doing that, but observe that you are also stretching in the horizontal direction by the same factor (in the exponential). Say if $sigma>1$ you are decreasing your area by a factor $sigma$ but you are increasing it by the same factor because you replace $x$ by $x/sigma$ (the shift does not change the area of course)






        share|cite|improve this answer









        $endgroup$



        It is doing that, but observe that you are also stretching in the horizontal direction by the same factor (in the exponential). Say if $sigma>1$ you are decreasing your area by a factor $sigma$ but you are increasing it by the same factor because you replace $x$ by $x/sigma$ (the shift does not change the area of course)







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered 1 hour ago









        GReyesGReyes

        2,39815




        2,39815






























            draft saved

            draft discarded




















































            Thanks for contributing an answer to Mathematics Stack Exchange!


            • Please be sure to answer the question. Provide details and share your research!

            But avoid …



            • Asking for help, clarification, or responding to other answers.

            • Making statements based on opinion; back them up with references or personal experience.


            Use MathJax to format equations. MathJax reference.


            To learn more, see our tips on writing great answers.




            draft saved


            draft discarded














            StackExchange.ready(
            function () {
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3181774%2fwhat-is-the-purpose-of-the-constant-in-the-probability-density-function%23new-answer', 'question_page');
            }
            );

            Post as a guest















            Required, but never shown





















































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown

































            Required, but never shown














            Required, but never shown












            Required, but never shown







            Required, but never shown







            -

            Popular posts from this blog

            Liste der Baudenkmale in Friedland (Mecklenburg)

            Image
            In der Liste der Baudenkmale in Friedland sind alle denkmalgeschützten Bauten der Stadt Friedland (Mecklenburg-Vorpommern) und ihrer Ortsteile aufgelistet. Grundlage ist die Veröffentlichung der Denkmalliste des Landkreises Mecklenburgische Seenplatte (Auszug) vom 28. September 2016. Inhaltsverzeichnis 1 Baudenkmale nach Ortsteilen 1.1 Friedland 1.2 Bresewitz 1.3 Brohm 1.4 Cosa 1.5 Dishley 1.6 Dishley-Ausbau 1.7 Eichhorst 1.8 Glienke 1.9 Heinrichshöh 1.10 Heinrichswalde 1.11 Jatzke 1.12 Jatzke-Meierei 1.13 Liepen 1.14 Ramelow 1.15 Schwanbeck 2 Vorgesehener Denkmalbereich 3 Quelle 4 Weblinks Baudenkmale nach Ortsteilen | Friedland | ID Lage Bezeichnung Beschreibung Bild 281 An der Kleinbahn 2 Windmühle mit Umgang 282 Anklamer Straße alter Friedhof mit Portalwand 282 Anklamer Straße drei Erbbegräbnissen und Gräbern u. a. H.A. Riemann 284
            Read more

            Single-Malt-Whisky

            Image
            Fünf verschiedene schottische Single-Malt-Whiskys Als Single-Malt-Whisky oder kürzer Single Malt werden Whiskys bezeichnet, die zwei besondere Bedingungen erfüllen: Sie stammen zum ersten aus einer einzigen Brennerei, sind also kein Verschnitt aus mehreren Whiskysorten (daher Single , deutsch: einzeln). Zum zweiten wird als Getreide ausschließlich gemälzte Gerste verwendet (deswegen Malt , deutsch: Malz). Der Zusatz Single Malt wird als Prädikat verstanden, die so ausgezeichneten Whiskys sind in aller Regel besonders hochwertig. Hinzu kommt ihre besonders lange Lagerung, die Reifungszeit währt oft ein Jahrzehnt und länger. Inhaltsverzeichnis 1 Allgemeines 2 Herkunftsländer 2.1 Schottland 2.2 Irland 2.3 Japan 2.4 Kontinentaleuropa 3 Produktionsschritte 3.1 Mälzen 3.2 Brauen 3.3 Brennen 3.4 Reifung und Finish 3.5 Abfüllung 4 Altersangaben 5 Lagerung von Whiskyflaschen 6 Geschmacksklassifikation 7 Sonstig
            Read more

            Czorneboh

            Image
            Dieser Artikel erläutert den Berg Czorneboh, für die Gottheit siehe Czorneboh (Gottheit). Czorneboh Čornobóh Berggasthof mit Turm Höhe 555,7  m ü. NHN [1] Lage Freistaat Sachsen, Deutschland Gebirge Lausitzer Bergland Dominanz 15,4 km →  Kottmar Koordinaten 51° 7′ 11″  N , 14° 31′ 31″  O 51.119722222222 14.525194444444 555.7 Koordinaten: 51° 7′ 11″  N , 14° 31′ 31″  O Gestein Granodiorit Besonderheiten Aussichtsturm Czorneboh Der Czorneboh , obersorbisch Čornobóh , ist ein Berg zwischen Hochkirch und Cunewalde in der Oberlausitz. Er gehört zu der südöstlich von Bautzen gelegenen Czorneboh-Bergkette und ist mit einer Höhe von 555,7  m ü. NHN [1] der höchste Punkt dieses Ausläufers des Lausitzer Berglandes. Er leitet als Landschaftselement die wellige Granitlandschaft der Lausitzer Vorbergzone ein. Der Gipfel des Czorneboh liegt in der Gemarkung Meschwitz (Gemeinde Hochkirch), die Czornebohbaude jedoch
            Read more