Physics 116C The Distribution of the Sum of Random Variables
نویسنده
چکیده
We have studied Gaussian integrals before and so you should be able to show that the distribution is normalized, and that the mean and standard deviation are μ and σ respectively. The width of the distribution is σ, since the the value of P (x) at x = μ ± σ has fallen to a fixed fraction, 1/ √ e ≃ 0.6065, of its value at x = μ. The probability of getting a value which deviates by n times σ falls off very fast with n as shown in the table below.
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تاریخ انتشار 2009