Conditional Expectation problem

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Discussion Overview

The discussion revolves around a conditional expectation problem involving a random variable representing the duration of telephone conversations. Participants are analyzing the expected length of a conversation given that it has lasted for 1 minute, utilizing a specified probability density function.

Discussion Character

  • Mathematical reasoning
  • Homework-related

Main Points Raised

  • One participant presents a calculation for the expected length of a conversation lasting at least 1 minute, using the formula for conditional expectation.
  • Another participant suggests a correction to the expression for the conditional expectation, indicating a potential error in the original calculation.
  • A participant expresses uncertainty about the formatting of mathematical expressions used in the forum, questioning its similarity to other platforms.
  • A response clarifies that the forum uses $\LaTeX$ powered by MathJax, which is common on many math-related sites, and highlights the tools available for creating and previewing math code.

Areas of Agreement / Disagreement

There is no consensus on the correctness of the initial calculation, as one participant suggests a correction without resolving the disagreement on the expected value. The discussion remains unresolved regarding the correct expected length of the conversation.

Contextual Notes

The discussion includes potential errors in mathematical expressions and calculations, but these remain unverified and unresolved within the thread.

JGalway
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Q The amount of time (in minutes) that an executive of a certain firm talks on the telephone is a random variable having the probability density:


$$f(x) = \begin{cases} \dfrac{x}{4}&\text{for $0 < x \le 2$}\\
\dfrac{4}{x^3}&\text{for $x > 2$}\\
0&\text{elsewhere}\end{cases}$$


with reference to part (b) of Exercise $4.59$, find the expected length of one of these telephone conversations that has lasted for 1 minute.

A: The formula from $4.59$(b) is $$E[u(x)|a<x \le b]= \frac{\int_a^b u(x)f(x)\, dx}{\int_a^b f(x)\, dx}$$

I tried $$E[x|x \ge 1]= \frac{\int_1^2 x(x/4)\, dx}{\int_1^2 x/4\, dx} + \frac{\int_2^\infty x(4/x^3)\, dx}{\int_2^\infty 4/x^3 \, dx}
= \frac{14/6}{9/6}+4=\text{5.55555 minutes}$$

but the back of the books says the answer is $2.95$ mins so i don't know where i went wrong.
 
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Welcome, JGalway! (Wave)

The expression you wrote for $E[X|X \ge 1]$ should instead be

$$\frac{\int_1^2 x\cdot \dfrac{x}{4}\, dx + \int_2^\infty x\cdot \dfrac{4}{x^3}\, dx}{\int_1^2 \dfrac{x}{4}\, dx + \int_2^\infty \dfrac{4}{x^3}\, dx}$$
 
Euge said:
Welcome, JGalway! (Wave)

The expression you wrote for $E[X|X \ge 1]$ should instead be

$$\frac{\int_1^2 x\cdot \dfrac{x}{4}\, dx + \int_2^\infty x\cdot \dfrac{4}{x^3}\, dx}{\int_1^2 \dfrac{x}{4}\, dx + \int_2^\infty \dfrac{4}{x^3}\, dx}$$
Thanks for that, I sometimes make silly mistakes like that when I get tired.
Also is the maths formatting used here the same as most sites(showing integral sign,etc)? Just not sure if I want to learn it just for this site.
 
JGalway said:
...Also is the maths formatting used here the same as most sites(showing integral sign,etc)? Just not sure if I want to learn it just for this site.

Yes, we use $\LaTeX$ powered by MathJax, which is what you'll find on most other math sites. The only difference is, unlike other sites, we provide you with easy to use tools for creating the code/markup for displaying math expressions, and a means of previewing it in real time before putting it in your post. Thus, MHB is the perfect environment to learn how to use $\LaTeX$, which you will find useful pretty much everywhere else. (Yes)
 

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