Proof about probability theory 7.12 , I have solved it. Thanks.

63 Views Asked by At

In 7.12 Other sampling distribution

For example, if we know that the errors are being generated by the unavoidable and uncontrollable rotation of some small object, in such a way that when it is at angle $\theta$, e = $\alpha cos\theta$ but the actual angle is unknown, a little analysis shows that the prior probability assignment $p(e\mid I) = (\pi \sqrt{\alpha^2-e^2})^{-1} \;, e^2 < \alpha^2$ correctly describes our state of knowledge about the error.

I want to verify the $p(e\mid I) =(\pi \sqrt{\alpha^2-e^2})^{-1} $ via $\int_{0^{+}}^{\pi^{}-}p(e\mid I) d\theta = 1 \tag{1}$ (1) is wrong.

The right integral is:

$$\int_{-e^{+}}^{+e^{-}}p(e\mid I)de = \frac{1}{\alpha\pi}\int_{\pi^{-}}^{0^{+}}\frac{1}{|sin\theta|}d\alpha cos\theta =\frac{1}{\pi}\int_{0^{+}}^{\pi^{-}}\frac{sin\theta}{|sin\theta|}d\theta = 1$$ Any help will be appreciated, thanks.

1

There are 1 best solutions below

0
On BEST ANSWER

$$\int_{-e^{+}}^{+e^{-}}p(e\mid I)de = \frac{1}{\alpha\pi}\int_{\pi^{-}}^{0^{+}}\frac{1}{|sin\theta|}d\alpha cos\theta =\frac{1}{\pi}\int_{0^{+}}^{\pi^{-}}\frac{sin\theta}{|sin\theta|}d\theta = 1$$