MHB Expected value of a continuous random variable

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To find the expected value E(x) of the given piecewise probability density function (PDF), the integral is divided into two parts corresponding to the intervals. The first integral is calculated from 0 to 3 with the PDF f(x) = 1/12, and the second from 3 to 6 with f(x) = x/18. The expected value is computed as E{X} = (1/12) * ∫(0 to 3) x dx + (1/18) * ∫(3 to 6) x² dx. A user acknowledges a potential calculation error after attempting the integration. Accurate calculations are essential for determining the expected value correctly.
rayne1
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Given the PDF:

f(x) = 1/12 , 0 < x <= 3
x/18, 3 < x <= 6
0, otherwise

find the expected value, E(x).

I know how to find the expected value if there was only one interval, but don't how to do it for two.
 
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rayne said:
Given the PDF:

f(x) = 1/12 , 0 < x <= 3
x/18, 3 < x <= 6
0, otherwise

find the expected value, E(x).

I know how to find the expected value if there was only one interval, but don't how to do it for two.

The integral can be devided in two integrals as follows...

$\displaystyle E \{X \} = \frac{1}{12}\ \int_{0}^{3} x\ d x + \frac{1}{18}\ \int_{3}^{6} x^{2}\ dx\ (1)$

Kind regards

$\chi$ $\sigma$
 
Last edited:
chisigma said:
The integral can be devided in two integrals as follows...

$\displaystyle E \{X \} = \frac{1}{12}\ \int_{0}^{3} x\ d x + \frac{1}{18}\ \int_{3}^{6} x^{2}\ dx\ (1)$

Kind regards

$\chi$ $\sigma$

Oh I did try that, so then I must have made a calculation error.
 
Greetings, I am studying probability theory [non-measure theory] from a textbook. I stumbled to the topic stating that Cauchy Distribution has no moments. It was not proved, and I tried working it via direct calculation of the improper integral of E[X^n] for the case n=1. Anyhow, I wanted to generalize this without success. I stumbled upon this thread here: https://www.physicsforums.com/threads/how-to-prove-the-cauchy-distribution-has-no-moments.992416/ I really enjoyed the proof...

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