Dear Digby Millikan,

William Harper told us that the area under the Gauss density 
f(x)=exp(-x^2 /2)/(sqrt(2pi)) 
is 1 and we all know that he is right. 

Anyway I'll try to answer your consern, how that could be true.

Indeed to those who might smile on Digbys consern, I have to say that this is 
a nontrivial finding of higher mathematical calculus, which probably non of 
the non mathematicians in the mailing list could prove. On one hand you need 
Lebesgue integration theory or at least improper Riemann integrategrals to 
even define, what the area under an infinite curve might be. Second the 
actual value is to my knowledge most easy obtained as a result of the 
residual theorem from function theory. Or has anyone a simple idea where the 
pi comes in and don't forget that the integral function of the curve does not 
have a closed form. Its just that we learned that the area is one, and we are 
good belivers. 

>  I was wondering how the area under a gaussian distribution curve is 1 if
> the tails go off to infinite?, the area must be infinite unless some unless 
some


Your concern might be reduced to the concern, how a sum of infinitly many 
summands might stay finite, since the area under the tails is the sum of the 
areas in the intervalls from i to i+1 for all integer number i. I will give a 
simple example of such sum of infinitly many summands adding to 1.

The i-th summand should be a_i = 0.5^i.

We start to add 
0      +0.5       = 0.5           
0.5   +0.25     = 0.75         
0.75 +0.125   = 0.875
...

In each line we added the half of that what was missing to 1

0      +0.5       = 0.5           ; (1-0     )/2=0.5
0.5   +0.25     = 0.75         ; (1-0.5  )/2=0.25
0.75 +0.125   = 0.875       ; (1-0.75)/2=0.125
...

It is easy to accept that we never get a value bigger than 1 because we always 
only add the half of what was missing to 1. On the other hand the distance to 
1 is cut down to a half in every step and thus finally the distance to 1 
drops under any e > 0. 

The abstraction that in this case the values of the sequence converges to 1 
and that  than the value of the infinite sum is 1, is one of the great and 
early historic achievments of calculus long before derivatives and 
integration and is linked to the initial definition of real numbers (which 
are actually defined as equivalence classes of (Cauchy)-sequences of rational 
numbers).   

A historic joke on that problem of finite sequences is the saying about the 
greek hero Achill who was known as a fast runner and a turtel. It goes as 
follows: A turle is running (or better say slowly crawling) 10 meter in front 
of Achill. Can he catch the turtle. The historic argument was: No, because in 
the time Achill needs to run the 10meter (say 1sec, he was really fast) the 
turtle advanced a little say 1 Meter, than in the time Achill needs to run 
this meter the turle advances again, and so on for ever again, such that 
Achill never reaches the turtle, since we get an infinite sum of timeslices 
before he reaches the turtle. However all of us know that after 2 seconds 
Achill has passed the turtle by 8 Meter since he got 20 Meters and the turle 
only 2. So we all know that Achill catches the turle. Only our brains play a 
trick on us in making us believe that an infinite sum of times must be 
infinite hindering Achill to catch the turle by taking him infinite time to 
run after it. 

Merry Chrismas,
Gerald v.d. Boogaart

Am Dienstag, 20. Dezember 2005 00:03 schrieb Digby Millikan:
> Dear Madam/Sir,
>
>
>
>  I was wondering how the area under a gaussian distribution curve is 1 if
> the tails
>
> go off to infinite?, the area must be infinite unless some unless some
> approximation
>
> is made?
>
>
>
> Digby

-- 
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Prof. Dr. K. Gerald v.d. Boogaart
Professor als Juniorprofessor fuer Statistik
http://www.math-inf.uni-greifswald.de/statistik/  

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fax:    00+49 (0)3834/86-4615   (Institut)

paper-mail:
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Institut f�r Mathematik und Informatik
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