A Gaussian density has mean µ and variance σ^2:
p(x|µ, σ) = 1/√(2πσ^2)exp (−(x − µ)^2/2σ^2)
If y = (x − µ)^2
a) What is the density function of y?
b) What value of y has highest density?
p(x|µ, σ) = 1/√(2πσ^2)exp (−(x − µ)^2/2σ^2)
If y = (x − µ)^2
a) What is the density function of y?
b) What value of y has highest density?