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Question

The density function of a random variable is given by \(p(x)=Ke^{-\frac{x^{2}}{2}}\) for \(-\infty \lt x \lt \infty\). The value of K should be :

This question was previously asked in
UGC NET 2015 Paper 1 Question Paper (27-Dec-2015)
The correct answer is

\(\dfrac{1}{\sqrt{2\pi}}\)

Any probability density must enclose unit area — that single condition fixes K.

\(\int_{-\infty}^{\infty}p(x)\,dx=1\)

Step 1 — recall the Gaussian integral. The standard result is

\(\int_{-\infty}^{\infty}e^{-ax^{2}}dx=\sqrt{\dfrac{\pi}{a}}\)

and here the exponent is \(-\dfrac{x^{2}}{2}\), so \(a=\dfrac{1}{2}\) and

\(\int_{-\infty}^{\infty}e^{-x^{2}/2}dx=\sqrt{\dfrac{\pi}{1/2}}=\sqrt{2\pi}\)

Step 2 — impose normalisation.

\(K\sqrt{2\pi}=1\qquad\Rightarrow\qquad K=\dfrac{1}{\sqrt{2\pi}}\)

which is option 2, and numerically \(K=0.3989\).

Recognise the distribution. Comparing with the general Gaussian form

\(p(x)=\dfrac{1}{\sigma\sqrt{2\pi}}\exp\left(-\dfrac{(x-\mu)^{2}}{2\sigma^{2}}\right)\)

shows that this is the standard normal distribution, with mean \(\mu=0\) and variance \(\sigma^{2}=1\). The constant \(1/\sqrt{2\pi}\) is therefore not something to derive afresh each time — it is the familiar peak value of the standard normal curve, and recognising it answers the question in one step.

PropertyValue
Mean μ0, by symmetry
Variance σ21
Peak p(0)0.3989
Within ±1σ68.3 %
Within ±3σ99.7 %

A quick plausibility check on the other options : K must be less than 1 (a density peaking above 1 while spread over an infinite range could not integrate to unity here), which rules out option 1 at 0.798 — it is in fact the correct constant for a half-normal density on \(0\le x\lt\infty\), twice the value found above, and is the trap for anyone who integrates over only half the range.

Why this density dominates communication theory : thermal noise in a resistor is the sum of an enormous number of independent electron motions, and by the central limit theorem any such sum tends to a Gaussian whatever the individual statistics. That is the justification for the AWGN channel model on which every error-probability calculation rests.

Hence, K = 1/√(2π).

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Similar Questions

  1. Consider the following probability density function for a random variable x.

    (a) \(f_{1}(x)=1\ ;\ -1\le x\le 1\)

    (b) \(f_{2}(x)=x\ ;\ 0\le x\le 1\)

    (c) \(f_{3}(x)=(1-x)\ ;\ -1\le x\le 1\)

    Arrange the above functions in terms of the increasing value of mean of random variable x.

  2. Considering all the symbols with their usual meanings, match the following :

    List - I List - II 
    (a) \(f_{X}(x)\)(i) \(\displaystyle\int_{-\infty}^{\infty}f_{X,Y}(x,y)\,dx\)
    (b) \(\displaystyle\int_{-\infty}^{\infty}f_{X}(x)\,dx\)(ii) \(\displaystyle\int_{-\infty}^{a}f_{X}(x)\,dx\)
    (c) \(F_{X}(a)\)(iii) \(\displaystyle\int_{-\infty}^{\infty}f_{X,Y}(x,y)\,dy\)
    (d) \(f_{Y}(y)\)(iv) 1

    Codes :


Important Questions from Random Variables

  1. If the odds in favour of any random event A are 5 ∶ 6, then the odds against the event are:

  2. If random variable X follows binomial distribution with parameter n and p with mean 15 and variance 10, then the value of mode is

  3. Let $X$, $N$, $Y$ and $Z$ be random variables. The variables $X$ and $N$ are independent of each other. $X$ is uniformly distributed between -1 and 1; $N$ follows Normal distribution with zero mean and unity variance.
    $Y$ and $Z$ are defined as, $Y = X + N$ and $Z = X^2 + N$.
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  4. Consider the following probability density function for a random variable x.

    (a) \(f_{1}(x)=1\ ;\ -1\le x\le 1\)

    (b) \(f_{2}(x)=x\ ;\ 0\le x\le 1\)

    (c) \(f_{3}(x)=(1-x)\ ;\ -1\le x\le 1\)

    Arrange the above functions in terms of the increasing value of mean of random variable x.

  5. Considering all the symbols with their usual meanings, match the following :

    List - I List - II 
    (a) \(f_{X}(x)\)(i) \(\displaystyle\int_{-\infty}^{\infty}f_{X,Y}(x,y)\,dx\)
    (b) \(\displaystyle\int_{-\infty}^{\infty}f_{X}(x)\,dx\)(ii) \(\displaystyle\int_{-\infty}^{a}f_{X}(x)\,dx\)
    (c) \(F_{X}(a)\)(iii) \(\displaystyle\int_{-\infty}^{\infty}f_{X,Y}(x,y)\,dy\)
    (d) \(f_{Y}(y)\)(iv) 1

    Codes :

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