Calc Expected Value & Variance of Multivar. Func.

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SUMMARY

The discussion focuses on calculating the expected value and variance of a multivariable function involving normally distributed variables X and Y. The user is tasked with finding E(C) and Var(C) given the ranges for X (90 to 130) and Y (1.9 to 2.9). The key formulas discussed include the linearity of expectation, E(aX+bY) = aE(X)+bE(Y), and the integral definition of expected value, E(x) = ∫nmx*f(x)dx. The normal distribution for X is defined with a mean of 110 and a standard deviation of 20, leading to the probability density function f(x) = (1/(20√(2π)))e^(-(x-110)²/(800)).

PREREQUISITES
  • Understanding of normal distribution and its properties.
  • Familiarity with the concepts of expected value and variance.
  • Knowledge of integration techniques for continuous functions.
  • Ability to apply linearity of expectation in multivariable contexts.
NEXT STEPS
  • Study the properties of the normal distribution in depth.
  • Learn how to derive probability density functions for different distributions.
  • Explore advanced integration techniques for calculating expected values.
  • Investigate multivariable calculus concepts relevant to expected value and variance.
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Students and professionals in statistics, data science, and mathematics who are working with multivariable functions and need to calculate expected values and variances in the context of normal distributions.

TheFallen018
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Hey, I've got this problem that I've been trying to crack for a while. I can't find any info for multi-variable expected values in my textbook, and I couldn't find a lot of stuff that made sense to me online. Here's the problem.

View attachment 8906
Find $E(C)$
Find $Var(C)$

I tried to get the limits from the normal distributions that were given. If I was doing it right, I had
$90\leq X \leq 130 $
$1.9\leq Y \leq 2.9$
for X and Y.

I think my main problem is that I'm not sure how to get $f(x)$ and $f(y)$ so that I can use the property
$E(aX+bY) = aE(X)+bE(Y)$
and
$E(x) = \int_{n}^{m}x*f(x)dx$
where $n \leq f(x) \leq m$.

I think I might be able to figure it out once I can work out what the functions should be, but I'm a little stuck here. Any help would be awesome. Thanks.
 

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You are told that X is normally distributed with mean 110 and standard deviation 20 (I am assuming that the second number, "$20^2$" is the variance that is the square of the standard deviation.) Whoever gave you this problem clearly expects you to know what the "normal distribution" is! The "f(x)" you want is $\frac{1}{\sqrt{2(\pi)(20^2)}}e^{-\frac{(x- 110)^2}{2(20^2)}} = \frac{1}{20\sqrt{2\pi}}e^{\frac{(x- 110)^2}{800}}$ and similarly for g(y). (You have "f(x)" and "f(y)" but they are not the same function!)

Look at https://en.wikipedia.org/wiki/Normal_distribution
 

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