Probability Distributions – Resultant Distribution of Cosine of Gaussian Variable

Question

I am trying to do a measurement uncertainty calculation. I have a gaussian distributed phase angle (theta) with a mean of 0 and standard deviation of 16.6666 micro radians. The variance is the square of the standard. The formula for the measurment uses cos(theta) in the calculation. I need to know the mean, the variance and the distribution function that result from taking the cosine of theta in order to do my calculations correctly.

Answer 1

I wrote out the first few terms in the power series for $ \cos \theta $ and then the first few terms of the series for $ \cos^2 \theta .$ I used your hypothesis of normal distribution, the mean of $ \theta $ is $ \mu = 0$ while the variance is some $ \sigma^2 .$

Then I looked up the expected values of $ \theta^2, \; \theta^4, \; \theta^6, \; \theta^8 $ at http://en.wikipedia.org/wiki/Gaussian_distribution#Moments and used that to find good approximations for your new mean $\mu_1$ and variance $\sigma_1^2$ in $$ \mu_1 = E[ \cos \theta ] = 1 - \frac{\sigma^2}{2} + \frac{\sigma^4}{8} - \frac{\sigma^6}{48} + \cdots $$ and $$ \mu_1^2 + \sigma_1^2 = E[ \cos^2 \theta ] = 1 - \sigma^2 + \sigma^4 - \frac{2 \sigma^6}{3} + \cdots $$ So when you subtract you get $ \sigma_1^2 \approx \frac{\sigma^4}{2} $

I will think about it some more, there is a large theory for calculating moments. But I do not see much to be done in the way of an explicit pdf or cdf.