Yes and I obtain $E(X^2)=var(X)+(E(X))^2=\frac{(b-a)^2}{12}+(\frac{a+b}{2})^2=\frac{1}{12}+(\frac{1}{2})^2=\frac{1}{12}+\frac{1}{4}=\frac{1}{3}$
This result equal to this $E(X^2)=\frac{1^3-0^3}{3(1)}= \frac{1}{3}$, how I can translate this $E(X^2)=\frac{1^3-0^3}{3(1)}$ in a general formula?
$ E(X^2)=\frac{1^3-0^3}{3*1} $
$ E(X^4)=\frac{1^5}{5}$
$ E(Y^2)=1+\frac{1}{5}-2*\frac{1}{3}=1+\frac{1}{5}-\frac{2}{3}=\frac{15+3-10}{15}= \frac{8}{15}\ne2\ne\frac{1}{2} $, so first and second are false.
$ var(Y)=var(1-X^2)=var(1)-var(X^2)=0-var(X^2) $
$...
Hello. Can you help me figure out how to pass, integrating, by the marginal cost: $MC_{i}(q)_{i}=q_{i}+10$ to the total cost: $TC=\frac{1} {2}q_i^2+10q_{i}$?
$i=1,2$, are the two companies. $q_{i}$ is the quantity. What are the calculations?
Hello. Many thanks. You are absolutely right. I am studying probability, I am trying to read the theory, but unfortunately for the exercises and the applications I need somebody routes, I addresses, because the practice is very different from the theory and is at the same time useful to better...
Let $X\sim U(0,1)$ and define $Y=1-X$. What statement is TRUE?
(1): $F_{X}(u)\neq F_{Y}(u)$, for every $u\epsilon \left [ 0,1 \right ]$;
(2): $Y$ is not a rv;
(3): $E(X+Y)=2$;
(4): $Y\sim U(0,1)$;
(5): none of the remaining statements.
Ok, thanks. Perfect! Now I have to go by $E(X)=7P(X\leqslant 7)+7\varepsilon P(X>7)$ to $E(\frac{1}{\varepsilon}X)=\frac{7}{\varepsilon}P(X\leqslant 7)+7P(X>7)$. What calculations do I need to do? There is perhaps some recollection to common factor to do?