From d955a11fbd0a5d0c69f9416324e551e3ff1b6755 Mon Sep 17 00:00:00 2001 From: Ramon Araujo Date: Wed, 15 Oct 2025 16:37:02 -0300 Subject: [PATCH] add solution to problem 5.21 --- src/chapters/5/sections/normal/index.tex | 2 + .../5/sections/normal/problems/21.tex | 43 +++++++++++++++++++ 2 files changed, 45 insertions(+) create mode 100644 src/chapters/5/sections/normal/problems/21.tex diff --git a/src/chapters/5/sections/normal/index.tex b/src/chapters/5/sections/normal/index.tex index f355c40e..6234a10d 100644 --- a/src/chapters/5/sections/normal/index.tex +++ b/src/chapters/5/sections/normal/index.tex @@ -1,5 +1,7 @@ \section{Normal} +\subsection{problem 21} +\input{problems/21} \subsection{problem 26} \input{problems/26} \subsection{problem 35} diff --git a/src/chapters/5/sections/normal/problems/21.tex b/src/chapters/5/sections/normal/problems/21.tex new file mode 100644 index 00000000..b069e68d --- /dev/null +++ b/src/chapters/5/sections/normal/problems/21.tex @@ -0,0 +1,43 @@ +a. Let's begin calculating the second derivative of the standard Normal PDF + +$$ +\Phi(z) = \frac{1}{\sqrt{2\pi}} \, e^{-z^2/2} +$$ + +$$ +\Phi^{'}(z) = \frac{1}{\sqrt{2\pi}} e^{-z^2/2} \frac{(-2z)}{2} = -\frac{z}{\sqrt{2\pi}} \, e^{-z^2/2} +$$ + +\begin{equation*} +\begin{split} +\Phi^{''}(z) +&= -\frac{1}{\sqrt{2\pi}} \left[ e^{-z^2/2} + z e^{-z^2/2} \frac{(-2z)}{2} \right] \\ +&= \frac{1}{\sqrt{2\pi}} e^{-z^2/2} (z^2 - 1) +\end{split} +\end{equation*} + +The second derivative of the PDF is zero at the points of inflection $z_{\mathrm{inflec}}$ . + +$$ +\Phi^{''}(z_{\mathrm{inflec}}) = 0 +$$ + +$$ +z_{\mathrm{inflec}}^2-1 = 0 +$$ + +$$ +z_{\mathrm{inflec}} = \pm 1 +$$ + +The points of inflection of the standard Normal PDF are at $-1$ and $+1$.\\ + +b. Let $Z \sim \mathcal{N}(0,1)$ and $X \sim \mathcal{N}(\mu,\sigma^2)$. + +We can relate $X$ to $Z$ by the location-scale transformation + +$$ +X = \mu + \sigma Z +$$ + +Substituting $Z = \pm 1$ into the above relation, we have that the points of inflection of the $\mathcal{N}(\mu,\sigma^2)$ PDF are at $(\mu-\sigma)$ and $(\mu+\sigma)$.