The probability (P) that a measurement will fall within (t) standard deviations is given by (P=int_{mu-t sigma}^{mu+t
Question:
The probability \(P\) that a measurement will fall within \(t\) standard deviations is given by \(P=\int_{\mu-t \sigma}^{\mu+t \sigma} \frac{\exp \left(\frac{-(x-\mu)^{2}}{2 \sigma^{2}}ight)}{\sigma \sqrt{2 \pi}} d x\).
(a) Show how this probability expression reduces to the normal error integral \(P=\) \(\frac{1}{\sqrt{2 \pi}} \int_{-t}^{t} e^{-\frac{z^{2}}{2}} d z\)
(b) Using the normal error integral and the Gaussian integration formula (for \(n=\) 2), calculate the probability that a measurement will fall within one standard deviation (that is, \(t=1\) ). What is the relative error for this estimation?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Advanced Mathematics For Engineering Students The Essential Toolbox
ISBN: 9780128236826
1st Edition
Authors: Brent J Lewis, Nihan Onder, E Nihan Onder, Andrew Prudil
Question Posted: