Expected value from a density function

Click For Summary
SUMMARY

The discussion focuses on calculating the expected value from a piecewise density function. The first example illustrates the expected value calculation for the function defined as \( f(y) = y^2 \) for \(-1 < y < 1\). The second example presents a more complex density function defined as \( f(y) = y^2 \) for \(-1 < y < 0\) and \( f(y) = y^2 - y \) for \(0 < y < 1\). The solution involves splitting the integral into disjoint intervals and applying the appropriate definitions of \( f(y) \) in each interval, leveraging the linearity of the Riemann integral.

PREREQUISITES
  • Understanding of Riemann integrals
  • Familiarity with piecewise functions
  • Knowledge of probability density functions
  • Basic calculus skills
NEXT STEPS
  • Study the properties of Riemann integrals
  • Learn about piecewise continuous functions
  • Explore advanced topics in probability theory, specifically expected values
  • Practice calculating expected values for various density functions
USEFUL FOR

Students in statistics, mathematicians, and anyone involved in probability theory who seeks to deepen their understanding of expected values from complex density functions.

mind0nmath
Messages
19
Reaction score
0
Hey,
I know how to find the expected value from the density function when it is in the form:

(example)

| y^2 -1<y<1
|
fy =|
| 0 elsewhere

Ey = integral(upper limit 1, lower limit -1)[y*y^2 dy)

but, what if the density function looks like this:

| y^2 -1<y<0
|
fy =| y^2 - y 0<y<1
|
| 0 elsewhere

how do you approach here?
 
Physics news on Phys.org
The expectation value of Y is given by

[tex]E(Y) = \int_{-\infty}^{+\infty}yf(y)dy[/itex]<br /> <br /> If I understood your question correctly, you just have to split the integral into disjoint intervals and apply the different definitions of [itex]f(y)[/itex] in each such interval. This is immediate from the linearity of the Riemann integral and the continuity of the integrand.[/tex]
 
E(Y) = \int_{-\infty}^{+\infty}yf(y)dy
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 6 ·
Replies
6
Views
5K
  • · Replies 7 ·
Replies
7
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 5 ·
Replies
5
Views
3K